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What is the value of knowing the propensity score for estimating average treatment effects?
Froelich, Markus - School of Economics and Political Science, Universität … - 2002
Propensity score matching is widely used in treatment evaluation to estimate average treatment effects. Nevertheless …
Persistent link: https://www.econbiz.de/10005797660
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A generalization of the balancing property of the propensity score
Froelich, Markus - School of Economics and Political Science, Universität … - 2002
Propensity score matching is a nonparametric technique frequently used for estimating average treatment effects. Yet … its applicability is not confined to treatment evaluation. In this paper the propensity score property is generalized to … the setting of selection on unobservables. It is shown that propensity score matching can be used to decompose effects due …
Persistent link: https://www.econbiz.de/10005453940
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Programme Evaluation with Multiple Treatments
Froelich, Markus - School of Economics and Political Science, Universität … - 2002
This paper reviews the main identification and estimation strategies for microeconometric policy evaluation. Particular … nonparametric matching and weighting estimators of the average treatment effects and their properties are examined. …
Persistent link: https://www.econbiz.de/10005696723
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A Note on the Role of the Propensity Score for Estimating Average Treatment Effects
Frolich, Markus - In: Econometric Reviews 23 (2004) 2, pp. 167-174
Hahn [Hahn, J. (1998). On the role of the propensity score in efficient semiparametric estimation of average treatment effects. Econometrica 66:315-331] derived the semiparametric efficiency bounds for estimating the average treatment effect (ATE) and the average treatment effect on the treated...
Persistent link: https://www.econbiz.de/10009279879
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Validierung von Konzepten zur Messung des Marktrisikos : insbesondere des Value at Risk und des Expected Shortfall
Mehmke, Fabian; Cremers, Heinz; Packham, Natalie - 2012
Market risk management is one of the key factors to success in managing financial institutions. Underestimated risk can have desastrous consequences for individual companies and even whole economies, not least as could be seen during the recent crises. Overestimated risk, on the other side, may...
Persistent link: https://www.econbiz.de/10009575075
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Les méthodes micro-économétriques d’évaluation.
Fougère, D. - Banque de France - 2007
Our survey covers the recent developments of the microeconometric literature on evaluation methods. In this field, the … defining and for examining the identifiability conditions of the parameters of interest in any evaluation study. We insist on … matching estimators in the situation where the selectivity depends only on observables, and on differences …
Persistent link: https://www.econbiz.de/10004998821
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Evaluation der Eingliederungseffekte von Arbeitsbeschaffungsmaßnahmen in reguläre Beschäftigung für Teilnehmer in Deutschland
Caliendo, Marco; Hujer, Reinhard; Thomsen, Stephan L. - 2004
bis Dezember 2002. Unter Verwendung von Matching- Methoden auf dem Ansatz potenzieller Ergebnisse werden die Effekte von …
Persistent link: https://www.econbiz.de/10010297372
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Evaluation der Eingliederungseffekte von Arbeitsbeschaffungsmaßnahmen in reguläre Beschäftigung für Teilnehmer in Deutschland
Caliendo, Marco; Hujer, Reinhard; Thomsen, Stephan L. - Zentrum für Europäische Wirtschaftsforschung (ZEW) - 2004
bis Dezember 2002. Unter Verwendung von Matching- Methoden auf dem Ansatz potenzieller Ergebnisse werden die Effekte von …
Persistent link: https://www.econbiz.de/10005097951
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Young in-Old out: a new evaluation based on Generalized Propensity Score
Bia, Michela; Leombruni, Roberto; Messe, Pierre-Jean - Collegio Carlo Alberto, Università degli Studi di Torino - 2009
This paper aims at evaluating the effect of the amount of older workers exits (aged 50 or more) on the entries of youngsters at a local labour market level, during years 1985 - 2002. If we can observe some effect of the exits on the entries, it will shed light on the substitution between older...
Persistent link: https://www.econbiz.de/10008561031
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Die Auswirkungen öffentlicher Gründungsförderung auf das Überleben und Wachstum junger Unternehmen
Almus, Matthias; Prantl, Susanne - 2001
identifiziert werden. Die empirischen Analysen basieren auf einem statistischen Matching-Verfahren, mit dem für jedes identifizierte … causal effects a statistical matching procedure is used to draw an adequate control group from the pool of all available …
Persistent link: https://www.econbiz.de/10010297737