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Threshold Regression with Endogeneity
Yu, Ping; Phillips, Peter C.B. - Cowles Foundation for Research in Economics, Yale University - 2014
This paper studies estimation and specification testing in threshold regression with endogeneity. Three key results … endogeneity and threshold effects without relying on instrumentation of the covariates. The threshold effect test extends … models in treatment effects evaluation in the presence of endogeneity. …
Persistent link: https://www.econbiz.de/10011096433
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Do Developing Countries Benefit from Foreign Direct Investments?
Razzak, Weshah; Bentour, Elmostafa - Economics and Econometrics Research Institute (EERI) - 2012
In addition to the wide believed positive effects on growth, employment and wages, FDIs are often perceived as sources of funds for development. Developing countries, especially low income and emerging economies, welcome FDIs because of their favorable budgetary implications. All that resulted...
Persistent link: https://www.econbiz.de/10010545147
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Treatment Evaluation with Multiple Outcome Periods under Endogeneity and Attrition
Frölich, Markus; Huber, Martin - Institute for the Study of Labor (IZA) - 2014
endogeneity and missing outcomes. We use instrumental variables, pre-treatment characteristics, and short-term (or intermediate …
Persistent link: https://www.econbiz.de/10010747353
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Treatment evaluation with multiple outcome periods under endogeneity and attrition
Frölich, Markus; Huber, Martin - School of Economics and Political Science, Universität … - 2014
endogeneity and missing outcomes. We use instrumental variables, pre-treatment characteristics, and short-term (or intermediate …
Persistent link: https://www.econbiz.de/10011278891
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Outcome Conditioned Treatment Effects
Hoderlein, Stefan; Sasaki, Yuya - Department of Economics, Boston College - 2013
This paper introduces average treatment effects conditional on the outcome variable in an endogenous setup where outcome Y, treatment X and instrument Z are continuous. These objects allow to refine well studied treatment effects like ATE and ATT in the case of continuous treatment (see Florens...
Persistent link: https://www.econbiz.de/10010706316
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A Triangular Treatment Effect Model With Random Coefficients In The Selection Equation
Hoderlein, Stefan; Gautier, Eric - Department of Economics, Boston College - 2012
coefficients specification. This specification is flexible because it allows for complex unobserved heterogeneity of economic …
Persistent link: https://www.econbiz.de/10010706319
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A Multiple Output Stochastic Ray Frontier Production Model
Löthgren, Mickael - Economics Institute for Research (SIR), … - 1997
This paper proposes an approach to specify and estimate multiple input, multiple output production frontiers and technical efficiency using a stochastic ray frontier production model A possible model extension is to incorporate a technical efficiency effects model to allow estimation of the...
Persistent link: https://www.econbiz.de/10005423780
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Pseudo-Gaussian and rank-based optimal tests for random individual effects in large n small T panels
Bennala, Nezar; Hallin, Marc; Paindaveine, Davy - In: Journal of Econometrics 170 (2012) 1, pp. 50-67
We consider the problem of detecting unobserved heterogeneity, that is, the problem of testing the absence of random …
Persistent link: https://www.econbiz.de/10011052340
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Asymptotic robustness in multi-sample analysis of multivariate linear relations
Satorra, Albert - Department of Economics and Business, Universitat … - 1995
Standard methods for the analysis of linear latent variable models often rely on the assumption that the vector of observed variables is normally distributed. This normality assumption (NA) plays a crucial role in assessing optimality of estimates, in computing standard errors, and in designing...
Persistent link: https://www.econbiz.de/10005572637
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Statistical verification of a natural "natural experiment": Tests and sensitivity checks for the sibling sex ratio instrument
Huber, Martin - School of Economics and Political Science, Universität … - 2012
This paper presents statistical evidence about the validity of the sibling sex ratio instrument proposed by Angrist and Evans (1998), a prominent natural “natural experiment” in the sense of Rosenzweig and Wolpin (2000). The sex ratio of the first two siblings is arguably randomly assigned...
Persistent link: https://www.econbiz.de/10010568453