Showing 1 - 10 of 106
This paper provides a brief survey of the bootstrap and its use in econometrics. As an introduction, the paper gives a description of the basics of the method, with a special emphasis on boostrap testing. A fairly large amount of space is devoted to discuss why bootstrap tests provide...
Persistent link: https://www.econbiz.de/10010321776
The presence of seasonal fluctuations (regular behavior along the year related to weather or institutional factors) invalidates monthly (quarterly) comparisons. In turn, since inter-annual variations depend on the comparison basis being used, they could provide very little information to the...
Persistent link: https://www.econbiz.de/10010325094
This paper summarizes the background, type, logic, and working procedure of the statistical matching used in the Levy Institute Measure of Economic Well-Being (LIMEW) project to combine the various data sets used to produce the synthetic data set with which the LIMEW is constructed. The authors...
Persistent link: https://www.econbiz.de/10010266457
Propensity score based-estimators are commonly used to estimate causal effects in evaluation research. To reduce bias in observational studies researchers might be tempted to include many, perhaps correlated, covariates when estimating the propensity score model. Taking into account that the...
Persistent link: https://www.econbiz.de/10011440140
This paper assesses the quality of the statistical matching used in the LIMTIP estimates for Italy for 2008 and 2014. The match combines the 2008-9 and 2013-14 Italian Time Use Survey (IT-TUS) with the Italian data collected for the European Survey on Income and Living Conditions (IT-SILC) in...
Persistent link: https://www.econbiz.de/10012610195
This paper presents a description of the quality of match of the statistical matches used in the LIMTCP estimates prepared for Ethiopia and South Africa. For Ethiopia, the statistical match combines the Ethiopian Socio-economic Survey-Wave 3-2015/2016 (ESS) with the Ethiopian Time Use Survey...
Persistent link: https://www.econbiz.de/10012610198
Treasury stock and firm market value using a modified Tobin's q are modeled by using a firm utility preference function and a quadratic constraint function. The choice of the quadratic form is based on an econometric analysis of the relationship of q to T, the amount of treasury stock held by...
Persistent link: https://www.econbiz.de/10010369470
The quality of match of the statistical match used in the LIMTIP estimates for South Korea in 2009 is described. The match combines the 2009 Korean Time Use Survey (KTUS 2009) with the 2009 Korean Welfare Panel Study (KWPS 2009). The alignment of the two datasets is examined, after which various...
Persistent link: https://www.econbiz.de/10010513025
This paper describes the quality of the statistical match between the Current Population Survey (CPS) March 2011 supplement and the Consumer Expenditure Survey (CEX) 2011, which are used for the integrated inequality assessment model for the United States. In the first part of this paper, the...
Persistent link: https://www.econbiz.de/10010513045
This paper describes the quality of the statistical matching between the March 2011 supplement to the Current Population Survey and the 2010 American Time Use Survey and Survey of Consumer Finances, which are used as the basis for the 2010 LIMEW estimates for the United States. In the first part...
Persistent link: https://www.econbiz.de/10010513049