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Inference on a distribution from noisy draws

Jochmans, Koen; Weidner, Martin - 2019

-parametric and easy to implement. Our approach can be connected to corrections for selection bias and shrinkage estimation and is to …

Persistent link: https://www.econbiz.de/10012063831

Penalized quantile regression with semiparametric correlated effects : an application with heterogeneous preferences

Harding, Matthew C.; Lamarche, Carlos - In: Journal of applied econometrics 32 (2017) 2, pp. 342-358

Persistent link: https://www.econbiz.de/10011689797

Penalized quantile regression with semiparametric correlated effects : applications with heterogeneous preferences

Harding, Matthew C.; Lamarche, Carlos - 2013

This paper proposes new ℓ1-penalized quantile regression estimators for panel data, which explicitly allows for individual heterogeneity associated with covariates. We conduct Monte Carlo simulations to assess the small sample performance of the new estimators and provide comparisons of new...

Persistent link: https://www.econbiz.de/10010238040

Three Essays on Semiparametric Econometric Evaluation : Methods and Applications

Seiberlich, Ruben - 2013

Diese Dissertation besteht aus drei eigenständigen Aufsätzen zur semiparametrischen Schätzung von Behandlungseffekten. Behandlungseffekte bezeichnen den kausalen Effekt einer Variablen auf eine bestimmte Zielgröße und die semiparametrischen Schätzungen vermeiden die parametrischen Annahmen...

Persistent link: https://www.econbiz.de/10010192110

A simple and successful shrinkage method for weighting estimators of treatment effects

Pohlmeier, Winfried; Seiberlich, Ruben; Uysal, Selver Derya - 2014

A simple shrinkage method is proposed to improve the performance of weighting estimators of the average treatment …, three different variants of a shrinkage method for the propensity scores are analyzed. The results of a comprehensive Monte …

Persistent link: https://www.econbiz.de/10010412049