We partially identify population treatment effects in observational data under sample selection, without the benefit of random treatment assignment. We provide bounds both for the average and the quantile population treatment effects, combining assumptions for the selected and the non-selected...

This paper partially identifies population treatment effects in observational data under sample selection, without the benefit of random treatment assignment. Bounds are provided for both average and quantile population treatment effects, combining assumptions for the selected and the...

Modern systems of official statistics require the timely estimation of area-specific densities of sub-populations. Ideally estimates should be based on precise geo-coded information, which is not available due to confidentiality constraints. One approach for ensuring confidentiality is by...

Investors are interested in receiving the highest return on a portfolio, subject on some constraint in the risk involved. The Capital Asset Pricing Model (CAPM) is a linear model of the form: rs = α βrm ε, where rs, rm, are the returns of a particular security (s) and of the market as a whole...

This paper proposes a test for missing at random (MAR). The MAR assumption is shown to be testable given instrumental variables which are independent of response given potential outcomes. A nonparametric testing procedure based on integrated squared distance is proposed. The statistic’s...

This paper proposes a test for missing at random (MAR). The MAR assumption is shown to be testable given instrumental variables which are independent of response given potential outcomes. A nonparametric testing procedure based on integrated squared distance is proposed. The statistic’s...