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Identification via completeness for discrete covariates and orthogonal polynomials
Kovchegov, Yevgeniy; Yıldız, Neşe - 2012
We solve a class of identification problems for nonparametric and semiparametric models when the endogenous covariate … identification of structural functions is guaranteed to hold, our approach provides a natural way of estimating these functions …
Persistent link: https://www.econbiz.de/10010500201
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The production of child health in Kenya: a structural model of birth weight
Mwabu, Germano - 2008
The paper investigates birth weight and its correlates in Kenya using nationally representative data collected by the government in the early 1990s. I find that immunization of the mother against tetanus during pregnancy is strongly associated with improvements in birth weight. Other factors...
Persistent link: https://www.econbiz.de/10010264882
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Identification and method of moments estimation in polynomial measurement error models
Biørn, Erik - 2017
well as an instrument set for the former is considered. Procedures for identification, operating on moments up to a certain … latent regressor. Simple order-conditions are derived, and procedures involving recursive identification of the moments of … Method of Moments (GMM) algorithm involving the instruments and proceeding stepwise from the identification procedures, is …
Persistent link: https://www.econbiz.de/10011694188
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Euler Equation Estimation on Micro Data
Alan, Sule; Atalay, Kadir; Crossley, Thomas F. - 2012
First order conditions from the dynamic optimization problems of consumers and firms are important tools in empirical macroeconomics. When estimated on micro-data these equations are typically linearized so standard IV or GMM methods can be employed to deal with the measurement error that is...
Persistent link: https://www.econbiz.de/10010500226
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Using Matching, Instrumental Variables and Control Functions to Estimate Economic Choice Models
Heckman, James Joseph; Navarro-Lozano, Salvador - 2003
This paper investigates four topics. (1) It examines the different roles played by the propensity score (probability of selection) in matching, instrumental variable and control functions methods. (2) It contrasts the roles of exclusion restrictions in matching and selection models. (3) It...
Persistent link: https://www.econbiz.de/10010274216
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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
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A control function approach to estimating dynamic probit models with endogenous regressors, with an application to the study of poverty persistence in China
Giles, John T.; Murtazashvili, Irina - 2012
This paper proposes a parametric approach to estimating a dynamic binary response panel data model that allows for endogenous contemporaneous regressors. Such a model is of particular value for settings in which one wants to estimate the effects of an endogenous treatment on a binary outcome. In...
Persistent link: https://www.econbiz.de/10010289957
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Effects of age at school entry (ASE) on the development of non-cognitive skills: Evidence from psychometric data
Mühlenweg, Andrea M.; Blomeyer, Dorothea; Laucht, Manfred - 2011
We identify effects of age at school entry (ASE) on the development of child temperament. Our analysis is based on psychometric measures from a longitudinal cohort study of children in the Rhine-Neckar region in central Germany. In children with a higher ASE due to a birthday late in the year,...
Persistent link: https://www.econbiz.de/10010304336
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Filling Out the Instrument Set in Mixed Logit Demand Systems for Aggregate Data
Romeo, Charles J. - 2013
, identification problems often occur in practice. In this paper we introduce the means of included demographics as a new set of …
Persistent link: https://www.econbiz.de/10012056323
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Identification, instruments, omitted variables, and rudimentary models: Fallacies in the "experimental approach" to econometrics
Biørn, Erik - 2017
Since identification, instrumental variables and variables exclusion, core concepts in econometrics, are entwined …, several questions arise: How is identification related to the existence of IVs? How are identification criteria related to …
Persistent link: https://www.econbiz.de/10012058691