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Modifying the double smoothing bandwidth selector in nonparametric regression

Beran, Jan; Feng, Yuanhua; Heiler, Siegfried - 2000

In this paper a modified double smoothing bandwidth selector, ^h MDS , based on a new criterion, which combines the plug-in and the double smoothing ideas, is proposed. A self-complete iterative double smoothing rule (^h_IDS ) is introduced as a pilot method. The asymptotic properties of both...

Persistent link: https://www.econbiz.de/10010324090

Bahadur Representation for the Nonparametric M-Estimator Under Alpha-mixing Dependence

Cheng, Yebin; de Gooijer, Jan G. - 2005

Under the condition that the observations, which come from a high-dimensional population (X,Y), are strongly stationary and strongly-mixing, through using the local linear method, we investigate, in this paper, the strong Bahadur representation of the nonparametric M-estimator for the unknown...

Persistent link: https://www.econbiz.de/10010325393

Estimating production functions with robustness against errors in the proxy variables

Huang, Guofang; Hu, Yingyao - 2011

This paper proposes a new semi-nonparametric maximum likelihood estimation method for estimating production functions. The method extends the literature on structural estimation of production functions, started by the seminal work of Olley and Pakes (1996), by relaxing the scalar-unobservable...

Persistent link: https://www.econbiz.de/10010397791

mhbounds: Sensitivity Analysis for Average Treatment Effects

Becker, Sascha O.; Caliendo, Marco - 2007

Matching has become a popular approach to estimate average treatment effects. It is based on the conditional … matching estimators are not robust. We address this problem with the bounding approach proposed by Rosenbaum (2002), where … to undermine the implications of the matching analysis. …

Persistent link: https://www.econbiz.de/10010260893

Endogenous Wage and Capital Dispersion, On-the-Job Search and the Matching Technology

Galindo-Rueda, Fernando - 2002

provide a framework with microeconomic foundations that give rise to matching frictions, which can be used to understand the … indeed, more frequently used aggregate matching technology. Existing differences turn out to be crucial for the empirical …

Persistent link: https://www.econbiz.de/10010262443

A martingale representation for matching estimators

Abadie, Alberto; Imbens, Guido W. - 2009

Matching estimators are widely used in statistical data analysis. However, the distribution of matching estimators has … matching estimators. This representation allows the use of martingale limit theorems to derive the asymptotic distribution of … matching estimators. As an illustration of the applicability of the theory, we derive the asymptotic distribution of a matching …

Persistent link: https://www.econbiz.de/10010269062

Estimating complementarity between education and training

Belzil, Christian; Hansen, Jörgen; Kristensen, Nicolai - 2008

In this paper, we formulate and estimate a structural model of post-schooling training that explicitly allows for possible complementarity between initial schooling levels and returns to training. Precisely, the wage outcome equation depends on accumulated schooling and on the incidence of...

Persistent link: https://www.econbiz.de/10010269188

The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation

Swanson, Norman R.; Corradi, Valentina - 2003

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Persistent link: https://www.econbiz.de/10010263214

Instrumental variables estimation with partially missing instruments

Mogstad, Magne; Wiswall, Matthew - 2010

We examine instrumental variables estimation in situations where the instrument is only observed for a sub-sample, which is fairly common in empirical research. Typically, researchers simply limit the analysis to the sub-sample where the instrument is non-missing. We show that when the...

Persistent link: https://www.econbiz.de/10010269473

How much can we trust causal interpretations of fixed-effects estimators in the context of criminality?

Bjerk, David - 2009

Researchers are often interested in estimating the causal effect of some treatment on individual criminality. For example, two recent relatively prominent papers have attempted to estimate the respective direct effects of marriage and gang participation on individual criminal activity. One...

Persistent link: https://www.econbiz.de/10010271337