Similar Search Results

Robust estimation and inference in panels with interactive fixed effects

Armstrong, Timothy B.; Weidner, Martin; Zeleneev, Andrei - 2023

We consider estimation and inference for a regression coefficient in panels with interactive fixed effects (i.e., with … minimax linear estimation to form a debiased estimate using a nuclear norm bound on the error of an initial estimate of the … weak, with little cost to estimation error when factors are strong. …

Persistent link: https://www.econbiz.de/10014480692

Design-based identification with formula instruments: A review

Borusyak, Kirill; Hull, Peter; Jaravel, Xavier - 2023

the structure of the formula for identification. We compare this design-based approach with conventional estimation …

Persistent link: https://www.econbiz.de/10014480549

IV models of ordered choice

Chesher, Andrew; Smolinski, Konrad - 2009

This paper studies single equation instrumental variable models of ordered choice in which explanatory variables may be endogenous. The models are weakly restrictive, leaving unspecified the mechanism that generates endogenous variables. These incomplete models are set, not point, identifying...

Persistent link: https://www.econbiz.de/10010288410

Uniform confidence bands for functions estimated nonparametrically with instrumental variables

Horowitz, Joel L.; Lee, Sokbae - 2010

This paper is concerned with developing uniform confidence bands for functions estimated nonparametrically with instrumental variables. We show that a sieve nonparametric instrumental variables estimator is pointwise asymptotically normally mental variables estimator is pointwise asymptotically...

Persistent link: https://www.econbiz.de/10010292807

Uniform confidence bands for functions estimated nonparametrically with instrumental variables

Horowitz, Joel L.; Lee, Sokbae - 2009

This paper is concerned with developing uniform confidence bands for functions estimated nonparametrically with instrumental variables. We show that a sieve nonparametric instrumental variables estimator is pointwise asymptotically normally distributed. The asymptotic normality result holds in...

Persistent link: https://www.econbiz.de/10010288414

Identification region of the potential outcome distributions under instrument independence

Kitagawa, Toru - 2009

This paper examines identification power of the instrument exogeneity assumption in the treatment effect model. We derive the identification region: The set of potential outcome distributions that are compatible with data and the model restriction. The model restrictions whose identifying power...

Persistent link: https://www.econbiz.de/10010288420

Inference for rank-rank regressions

Chetverikov, Denis N.; Wilhelm, Daniel - 2023

Slope coefficients in rank-rank regressions are popular measures of intergenerational mobility, for instance in regressions of a child's income rank on their parent's income rank. In this paper, we first point out that commonly used variance estimators such as the homoskedastic or robust...

Persistent link: https://www.econbiz.de/10014480485

Regression discontinuity design with covariates

Frölich, Markus - 2007

) and Porter (2003), who examined identification and estimation without covariates, requiring assumptions that may often be …. In addition, accounting for covariates may also reduces variance. Finally, estimation of quantile treatment effects (QTE …

Persistent link: https://www.econbiz.de/10010318461

Identification based on higher moments

Lewis, Daniel J. - 2024

Identification based on higher moments has drawn increasing theoretical attention and been widely adopted in empirical practice in macroeconometrics in the last two decades. This article reviews two parallel strands of the literature: identification strategies based on heteroskedasticity and...

Persistent link: https://www.econbiz.de/10014480567

Semiparametrically efficient estimation of the average linear regression function

Graham, Bryan S.; Pinto, Cristine Campos de Xavier - 2018

Let Y be an outcome of interest, X a vector of treatment measures, and W a vector of pre-treatment control variables. Here X may include (combinations of) continuous, discrete, and/or non-mutually exclusive "treatments". Consider the linear regression of Y onto X in a subpopulation homogenous in...

Persistent link: https://www.econbiz.de/10011941544