Showing 1 - 10 of 13,649
An autoregressive fixed effects panel data equation in error-ridden endogenous and exogenous variables, with finite … signal and noise memory, the strength of autocorrelation, the size of the IV set, and the panel length. Finally, some …
Persistent link: https://www.econbiz.de/10010819019
measurement errors in an autoregressive panel data model. Finite memory of disturbances, latent regressors and measurement errors …
Persistent link: https://www.econbiz.de/10010785528
econometric theory. In particular, topics concerning endogenity, simultaneous equation models, time series and panel data, are …
Persistent link: https://www.econbiz.de/10009654216
This survey gives a brief overview of the literature on the difference-in-difference (DiD) estimation strategy and discusses major issues using a treatment effect perspective. In this sense, this survey gives a somewhat different view on DiD than the standard textbook discussion of the...
Persistent link: https://www.econbiz.de/10009147112
This paper develops consistency and asymptotic normality of parameter estimates for a higher-order spatial autoregressive model whose order, and number of regressors, are allowed to approach infinity slowly with sample size. Both least squares and instrumental variables estimates are examined,...
Persistent link: https://www.econbiz.de/10011209282
This paper estimates individual wage equations in order to test two rival non-nested theories of economic agglomeration, namely New Economic Geography (NEG), as represented by the NEG wage equation and urban economic (UE) theory, in which wages relate to employment density. The paper makes an...
Persistent link: https://www.econbiz.de/10009205097
This paper estimates individual wage equations in order to test two rival non-nested theories of economic agglomeration, namely New Economic Geography (NEG), as represented by the NEG wage equation and urban economic (UE) theory , in which wages relate to employment density. The paper makes an...
Persistent link: https://www.econbiz.de/10009145714
This paper develops consistency and asymptotic normality of parameter estimates for a higher-order spatial autoregressive model whose order, and number of regressors, are allowed to approach infinity slowly with sample size. Both least squares and instrumental variables estimates are examined,...
Persistent link: https://www.econbiz.de/10011171757
This paper estimates individual wage equations in order to test two rival non-nested theories of economic agglomeration, namely New Economic Geography (NEG), as represented by the NEG wage equation and urban economic (UE) theory, in which wages relate to employment density. The paper makes an...
Persistent link: https://www.econbiz.de/10011126078
We present a methodology for estimating the distributional effects of an endogenous treatment that varies at the group level when there are group-level unobservables, a quantile extension of Hausman and Taylor (1981). Because of the presence of group-level unobservables, standard quantile...
Persistent link: https://www.econbiz.de/10011207910