Showing 1 - 10 of 474
In observational studies, the non-parametric estimation of a binary treatment effect is often performed by matching …. The current practice consists in matching for covariates which are not balanced for the treated and the control groups, i … propose identification algorithms to select at minimal set of covariates to match for. An application to the estimation of the …
Persistent link: https://www.econbiz.de/10010317922
the market, averaged over the full population, we develop an identification and estimation method in two steps. The first …
Persistent link: https://www.econbiz.de/10010273977
We propose and implement a new method to estimate treatment effects in settings where individuals need to be in a certain state (e.g. unemployment) to be eligible for a treatment, treatments may commence at different points in time, and the outcome of interest is realized after the individual...
Persistent link: https://www.econbiz.de/10012388859
-employment probability, and probability of regular education. A non-parametric matching approach based on conditional independence assumption … is applied to estimate the average program effects. Moreover, the results obtained by matching are compared to results …
Persistent link: https://www.econbiz.de/10010321094
This paper discusses the evaluation problem using observational data when the timing of treatment is an outcome of a stochastic process. We show that, without additional assumptions, it is not possible to estimate the average treatment effect and treatment on the treated. It is, however,...
Persistent link: https://www.econbiz.de/10010321721
training. A non-parametric matching approach is applied to estimate the average program effects. Moreover, the results obtained … by matching are compared to results from standard linear regression and probit models, and a polychotomous selectivity …
Persistent link: https://www.econbiz.de/10010321723
The credibility of standard instrumental variables assumptions is often under dispute. This paper imposes weak monotonicity in order to gain information on counterfactual outcomes, but avoids independence or exclusion restrictions. The outcome process is assumed to be sequentially ordered,...
Persistent link: https://www.econbiz.de/10010315505
This paper explores semi-monotonicity constraints in the distribution of potential outcomes, first, conditional on an instrument, and second, in terms of the response function. The imposed assumptions are strictly weaker than traditional instrumental variables assumptions and can be gainfully...
Persistent link: https://www.econbiz.de/10010315558
Y. This paper considers nonparametric identification and estimation of the effect of D on Y , conditioning on D* = 0 …
Persistent link: https://www.econbiz.de/10010277518
Interpreting Granger causality as economic causality implies that the underlying VAR model is a structural economic model. However, this is wrong if simultaneity occurs. Magnitude and stability of possible errors are analysed in a simulation study. It is shown that economic misinterpretations of...
Persistent link: https://www.econbiz.de/10010289309