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Testing missing at random using instrumental variables

Breunig, Christoph - 2015

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...

Persistent link: https://www.econbiz.de/10010503886

Testing missing at random using instrumental variables

Breunig, Christoph - 2017

Persistent link: https://www.econbiz.de/10011894725

Breaking ties : regression discontinuity design meets market design

Abdulkadiroğlu, Atila; Angrist, Joshua D.; Narita, Yusuke - 2019

Centralized school assignment algorithms must distinguish between applicants with the same preferences and priorities. This is done with randomly assigned lottery numbers, nonlottery tie-breakers like test scores, or both. The New York City public high school match illustrates the latter, using...

Persistent link: https://www.econbiz.de/10011989205

Semiparametric estimation of quantile treatment effects with endogeneity

Wüthrich, Kaspar - 2015

This paper studies estimation of conditional and unconditional quantile treatment effects based on the instrumental variable quantile regression (IVQR) model (Chernozhukov and Hansen, 2004, 2005, 2006). I introduce a class of semiparametric plug-in estimators based on closed form solutions...

Persistent link: https://www.econbiz.de/10011297659

Identification and Inference in Regression Discontinuity Designs with a Manipulated Running Variable

Gerard, Francois - 2016

A key assumption in regression discontinuity analysis is that units cannot manipulate the value of their running variable in a way that guarantees or avoids assignment to the treatment. Standard identification arguments break down if this condition is violated. This paper shows that treatment...

Persistent link: https://www.econbiz.de/10013001869

Identification and inference in regression discontinuity designs with a manipulated running variable

Gerard, François; Rokkanen, Miikka; Rothe, Christoph - 2015

Persistent link: https://www.econbiz.de/10011428251

Testing Identifying Assumptions in Bivariate Probit Models

Acerenza, Santiago; Bartalotti, Otávio; Kédagni, Désiré - 2021

This paper focuses on the bivariate probit model's identifying assumptions: joint normality of errors, instrument exogeneity, and relevance conditions. First, we develop novel sharp testable equalities that can detect all possible observable violations of the assumptions. Second, we propose an...

Persistent link: https://www.econbiz.de/10013236859

Trade costs in services : firm survival, firm growth and implied changes in employment

Christen, Elisabeth; Pfaffermayr, Michael; Wolfmayr, Yvonne - 2019

This paper provides new insight into the firm-level employment impacts of trade cost changes at the industry level in the Austrian services sector. We apply a two-part model of firm survival (exit) and firm growth. Separate regressions for firm entry rates at the industry-region level complete...

Persistent link: https://www.econbiz.de/10012157327

Trade costs in services : firm survival, firm growth and implied changes in employment

Christen, Elisabeth; Pfaffermayr, Michael; Wolfmayr, Yvonne - 2019

Persistent link: https://www.econbiz.de/10012145596

Chapter 7. Endogeneity in Empirical Corporate Finance 1

Roberts, Michael R.; Whited, Toni M. - 2013

This chapter discusses how applied researchers in corporate finance can address endogeneity concerns. We begin by … reviewing the sources of endogeneity—omitted variables, simultaneity, and measurement error—and their implications for inference …. We then discuss in detail a number of econometric techniques aimed at addressing endogeneity problems, including …

Persistent link: https://www.econbiz.de/10014025557