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matching estimators. This representation allows the use of martingale limit theorems to derive the asymptotic distribution of …Matching estimators are widely used in statistical data analysis. However, the distribution of matching estimators has … been derived only for particular cases (Abadie and Imbens, 2006). This article establishes a martingale representation for …
Persistent link: https://www.econbiz.de/10010269062
selection) in matching, instrumental variable and control functions methods. (2) It contrasts the roles of exclusion … restrictions in matching and selection models. (3) It characterizes the sensitivity of matching to the choice of conditioning …. (4) It demonstrates the problem of choosing the conditioning variables in matching and the failure of conventional model …
Persistent link: https://www.econbiz.de/10010274216
We provide a set of probabilistic laws for range-based estimation of integrated variance of a continuous semi-martingale …
Persistent link: https://www.econbiz.de/10010296680
In the context of the Beckerian theory of marriage, when men and women match on a single-dimensional index that is the weighted sum of their respective multivariate attributes, many papers in the literature have used linear canonical correlation, and related techniques, in order to estimate...
Persistent link: https://www.econbiz.de/10010289996
Persistent link: https://www.econbiz.de/10011602029
With the beginnings of a worldwide burgeoning development of matched firm-employee data, it is worthwhile to examine the possibilities for using these data. This essay discusses a variety of areas in which some progress has been made and presents ideas for future research in a number of others,...
Persistent link: https://www.econbiz.de/10010267808
When treatment effects of active labour market programmes are heterogeneous in an observable way across the population, the allocation of the unemployed into different programmes becomes a particularly important issue. In this paper, we present a statistical model designed to improve the present...
Persistent link: https://www.econbiz.de/10010268517
Regression, matching, control function and instrumental variables methods for recovering the impact of education on …
Persistent link: https://www.econbiz.de/10010292932
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
This paper proposes sequential matching and inverse selection probability weighting to estimate dynamic causal effects …. The sequential matching estimators extend simple, matching estimators based on propensity scores for static causal … estimators perform well in small and medium size samples. Based on the application of the sequential matching estimators to an …
Persistent link: https://www.econbiz.de/10010261808