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The literature estimating returns to education has often utilized spousal education and parental education as instrument variables (IV). However, due to usual survey designs, both IVs are available only for the individuals whose spouse or parents are present in the same household. The IV...
Persistent link: https://www.econbiz.de/10013088666
This paper addresses the estimation of a semiparametric sample selection index model where both the selection rule and … a semiparametric setting, we develop estimators for both the marginal effects and the underlying model parameters. The …
Persistent link: https://www.econbiz.de/10010280691
robust estimation of both long-run and short-run volatilities. Our estimation is semiparametric since the long-run volatility …
Persistent link: https://www.econbiz.de/10009719116
This paper asks which aspects of a structural Nonparametric Instrumental Variables Regression (NPIVR) can be identified well and which ones cannot. It contributes to answering this question by characterizing the identified set of linear continuous functionals of the NPIVR under norm constraints....
Persistent link: https://www.econbiz.de/10010188249
In this paper we consider nonparametric estimation of a structural equation model under full additivity constraint. We propose estimators for both the conditional mean and gradient which are consistent, asymptotically normal, oracle efficient and free from the curse of dimensionality. Monte...
Persistent link: https://www.econbiz.de/10010350365
Numerous empirical studies employ regression discontinuity designs with multiple cutoffs and heterogeneous treatments. A common practice is to normalize all the cutoffs to zero and estimate one effect. This procedure identifies the average treatment effect (ATE) on the observed distribution of...
Persistent link: https://www.econbiz.de/10012903703
This paper examines regression-adjusted estimation and inference of unconditional quantile treatment effects (QTEs) under covariate-adaptive randomizations (CARs). Datasets from field experiments usually contain extra baseline covariates in addition to the strata indicators. We propose to...
Persistent link: https://www.econbiz.de/10013220025
British pupils from the OECD Pisa data set. The results show that several exogenous discrete factors have a significant effect …
Persistent link: https://www.econbiz.de/10014211645
The characteristics of measurement error determine the bias of linear estimators. We propose a method for validating economic survey data allowing for measurement error in the validation source, and we apply this method by validating Survey of Health, Ageing and Retirement in Europe (SHARE) data...
Persistent link: https://www.econbiz.de/10014148700
Concern over the distributional effects of policies which induce changes in peer group structure, or associational redistributions (Durlauf, 1996c), motivates a substantial body of theoretical and empirical research in economics, sociology, psychology, and education. A growing collection of...
Persistent link: https://www.econbiz.de/10014025508