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Radius matching on the propensity score with bias adjustment : tuning parameters and finite sample behaviour

Huber, Martin; Lechner, Michael; Steinmayr, Andreas - In: Empirical economics : a journal of the Institute for … 49 (2015) 1, pp. 1-31

Persistent link: https://www.econbiz.de/10011317709

The Relation of Different Concepts of Causality in Econometrics

Lechner, Michael - 2008

Granger and Sims non-causality (GSNC) are compared to non-causality based on concepts popular in the microeconometrics and programme evaluation literature (potential outcome non-causality, PONC). GSNC is defined as a set of restrictions on joint distributions of random variables with observable...

Persistent link: https://www.econbiz.de/10012727017

Almost Consistent Estimation of Panel Probit Models with 'Small' Fixed Effects

Laisney, Francois; Lechner, Michael - 2008

We propose four different GMM estimators that allow almost consistent estimation of the structural parameters of panel …

Persistent link: https://www.econbiz.de/10014088504

Does the estimation of the propensity score by machine learning improve matching estimation? : the case of Germany's programmes for long term unemployed

Goller, Daniel; Lechner, Michael; Moczall, Andreas; … - 2019

. This work investigates if machine learning algorithms for estimating the propensity score lead to more credible estimation … and conventional estimation becomes more similar in larger samples and higher treatment shares. …

Persistent link: https://www.econbiz.de/10012060603

Does the estimation of the propensity score by machine learning improve matching estimation? : the case of Germany's programmes for long term unemployed

Goller, Daniel; Lechner, Michael; Moczall, Andreas; … - 2019

Persistent link: https://www.econbiz.de/10012098947

Difference‐in‐difference estimation by FE and OLS when there is panel non‐response

Lechner, Michael; Rodríguez-Planas, Núria; … - 2015

estimation may still be consistent, while OLS will be inconsistent. We provide simulation as well as empirical evidence for this … evidence that non‐response is not ignorable for the differences-in-differences estimation. …

Persistent link: https://www.econbiz.de/10011387121

Sensitivity of matching-based program evaluations to the availability of control variables

Lechner, Michael; Wunsch, Conny - 2011

the question whether the omission of important control variables in matching estimation leads to biased impact estimates … as detailed regional characteristics are also relevant. -- training ; job search assistance ; matching estimation …