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dependence and random individual effects in a panel data regression model. It turns out that this LM statistic is the sum of two …
Persistent link: https://www.econbiz.de/10014183452
This paper develops a specification test for the instrument validity conditions in the heterogeneous treatment effect model with a binary treatment and a discrete instrument. A necessary testable implication for the joint restriction of instrument exogeneity and instrument monotonicity is given...
Persistent link: https://www.econbiz.de/10010190476
Rationality places strong restrictions on individual consumer behavior. This paper is concerned with assessing the validity of the integrability constraints imposed by standard utility maximization, arising in classical consumer demand analysis. More specifically, we characterize the testable...
Persistent link: https://www.econbiz.de/10003908559
This paper studies inference in randomized controlled trials with covariate-adaptive randomization when there are multiple treatments. More specifically, we study in this setting inference about the average effect of one or more treatments relative to other treatments or a control. As in Bugni...
Persistent link: https://www.econbiz.de/10011758009
This paper studies inference in randomized controlled trials with covariate-adaptive randomization when there are multiple treatments. More specifically, we study in this setting inference about the average effect of one or more treatments relative to other treatments or a control. As in Bugni...
Persistent link: https://www.econbiz.de/10011958281
This paper studies inference in randomized controlled trials with covariate‐adaptive randomization when there are multiple treatments. More specifically, we study in this setting inference about the average effect of one or more treatments relative to other treatments or a control. As in...
Persistent link: https://www.econbiz.de/10012202908
Quasi ML estimators (MLEs) for panel AR(1) models with additional regressors. We also consider related GMM estimators. All … heteroskedasticity and are extensions and generalizations of the models considered in Kruiniger (2013. Quasi ML estimation of the panel …
Persistent link: https://www.econbiz.de/10012903818
We show how the dynamic logit model for binary panel data may be approximated by a quadratic exponential model. Under …
Persistent link: https://www.econbiz.de/10012717102
In recent years a number of panel estimators have been suggested for sample selection models, where both the selection … females, using a panel of twelve years. All these estimators rely on the assumption of strict exogeneity of regressors in the …
Persistent link: https://www.econbiz.de/10001502478
-year unbalanced panel data set from Norwegian farm couples (households) and logit modeling of one-period transition … market transitions ; agriculture ; panel data ; markov chain ; logit analysis ; state dependence ; multiple job-holding …
Persistent link: https://www.econbiz.de/10009725533