Narrow search
Showing 1 - 10 of 98
Cover Image
Instrumental Variable Estimation for Duration Data
Bijwaard, Govert E. - 2008
In this article we develop an Instrumental Variable estimation procedure that corrects for possible endogeneity of a variable in a duration model. We assume a Generalized Accelerated Failure Time (GAFT) model. This model is based on transforming the durations and assuming a distribution for...
Persistent link: https://www.econbiz.de/10010325958
Cover Image
Models of truncation, sample selection, and limited dependent variables: Suggestions for a common language
Biørn, Erik; Wangen, Knut R. - 2011
The aim of this paper is two-fold: (a) to establish a 'map' for describing the wide class of Limited Dependent Variables (LDV) univariate and multivariate models in the econometric literature and (b) to localize typical models in this tradition within the structure, extending typologies of...
Persistent link: https://www.econbiz.de/10010330257
Cover Image
Wage cyclicality: Evidence from Spain using social security data
De la Roca, Jorge - In: SERIEs - Journal of the Spanish Economic Association 5 (2014) 2/3, pp. 173-195
Using longitudinal social security data, this study finds evidence of weak real wage cyclicality in Spain throughout 1988 - 2011. The baseline estimate of a 0.4 % increase in wages in response to a one percentage point decline in the unemployment rate lies in the lower bound of available...
Persistent link: https://www.econbiz.de/10011650285
Cover Image
Bounding Treatment Effects with Contaminated and Censored Data: Assessing the Impact of Early Childbearing on Children
Mullin, Charles H - In: The B.E. Journal of Economic Analysis & Policy 5 (2005) 1
Abstract Empirical researchers commonly invoke instrumental variable (IV) assumptions to identify treatment effects. This paper considers what can be learned under two specific violations of those assumptions: contaminated and corrupted data. Either of these violations prevents point...
Persistent link: https://www.econbiz.de/10014586791
Cover Image
Local polynomial regression with truncated or censored response
Karlsson, Maria; Cantoni, Eva; de Luna, Xavier - 2009
Truncation or censoring of the response variable in a regression model is a problem in many applications, e.g. when the …
Persistent link: https://www.econbiz.de/10010273938
Cover Image
A panel data analysis of the effects of wages, standard hours and unionisation on paid overtime work in Britain"
Kalwij, A.S.; Gregory, M. - 2004
estimate a panel data model. We show that to obtain consistent estimates it is important to allow for both the censoring of …
Persistent link: https://www.econbiz.de/10009460064
Cover Image
Treatment Comparison in Biomedical Studies Using Survival Function
Zhao, Meng - 2011
In the dissertation, we study the statistical evaluation of treatment comparisons by evaluating the relative comparison of survival experiences between two treatment groups. We construct confidence interval and simultaneous confidence bands for the ratio and odds ratio of two survival functions...
Persistent link: https://www.econbiz.de/10009463366
Cover Image
Robust estimation of wage dispersion with censored data: An application to occupational earnings risk and risk attitudes
Pollmann, Daniel; Dohmen, Thomas; Palm, Franz C. - 2020
We present a semiparametric method to estimate group-level dispersion, which is particularly effective in the presence of censored data. We apply this procedure to obtain measures of occupation-specific wage dispersion using top-coded administrative wage data from the German IAB Employment...
Persistent link: https://www.econbiz.de/10012306412
Cover Image
Localizing strictly proper scoring rules
de Punder, Ramon; Diks, Cees G. H.; Laeven, Roger J. A.; … - 2023
scoring rule to a censored distribution, acknowledging that censoring emerges as a natural localization device due to its …, inflation and climate data consistently emphasize the superior power properties of censoring. …
Persistent link: https://www.econbiz.de/10014469783
Cover Image
Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes
Pollmann, Daniel; Dohmen, Thomas; Palm, Franz - In: De Economist 168 (2020) 4, pp. 519-540
We present a semiparametric method to estimate group-level dispersion, which is particularly effective in the presence of censored data. We apply this procedure to obtain measures of occupation-specific wage dispersion using top-coded administrative wage data from the German IAB Employment...
Persistent link: https://www.econbiz.de/10014503444