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We compare the performance of maximum likelihood (ML) and simulated method of moments (SMM) estimation for dynamic …
Persistent link: https://www.econbiz.de/10010418037
We compare the performance of maximum likelihood (ML) and simulated method of moments (SMM) estimation for dynamic …
Persistent link: https://www.econbiz.de/10013045058
marginal treatment effect. All of the estimation methods used in the applied evaluation literature, such as matching …
Persistent link: https://www.econbiz.de/10014024944
Sample selection bias as a specification error This paper discusses the bias that results from using non-randomly selected samples to estimate behavioral relationships as an ordinary specification error or «omitted variables» bias. A simple consistent two stage estimator is considered that...
Persistent link: https://www.econbiz.de/10010992075
We compare the performance of maximum likelihood (ML) and simulated method of moments (SMM) estimation for dynamic …
Persistent link: https://www.econbiz.de/10010951297
We compare the performance of maximum likelihood (ML) and simulated method of moments (SMM) estimation for dynamic …
Persistent link: https://www.econbiz.de/10010959620
randomization schemes, the fundamental experimental estimation equations are derived from the principle that experiments equate bias … conditions for the fundamental estimation equations. Randomization is a multiple instrumental variable in the sense that one …
Persistent link: https://www.econbiz.de/10005779061
We compare the performance of maximum likelihood (ML) and simulated method of moments (SMM) estimation for dynamic …
Persistent link: https://www.econbiz.de/10010435270
The probability of selection into treatment plays an important role in matching and selection models. However, this probability can often not be consistently estimated, because of choice-based sampling designs with unknown sampling weights. This note establishes that the selection and matching...
Persistent link: https://www.econbiz.de/10005061605
Persistent link: https://www.econbiz.de/10000655520