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Charters without lotteries : testing takeovers in New Orleans and Boston
Abdulkadiroğlu, Atila; Angrist, Joshua D.; Hull, Peter; … - 2015
Lottery estimates suggest oversubscribed urban charter schools boost student achievement markedly. But these estimates needn't capture treatment effects for students who haven't applied to charter schools or for students attending charters for which demand is weak. This paper reports estimates...
Persistent link: https://www.econbiz.de/10010510717
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Microeconomic models with latent variables : applications of measurement error models in empirical industrial organization and labor economics
Hu, Yingyao - 2015
This paper reviews recent developments in nonparametric identi.cation of mea- surement error models and their applications in applied microeconomics, in particular, in empirical industrial organization and labor economics. Measurement error models describe mappings from a latent distribution to...
Persistent link: https://www.econbiz.de/10010469057
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Endogenous variables in non-linear models with mixed effects : inconsistence under perfect identification conditions?
Buscha, Franz; Conte, Anna - 2013
This paper examines the consequences of introducing a normally distributed effect into a system where the dependent variable is ordered and the explanatory variable is ordered and endogenous. Using simulation techniques we show that a naive bivariate ordered probit estimator which fails to take...
Persistent link: https://www.econbiz.de/10009784046
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Identifying Latent Structures in Panel Data
Su, Liangjun - 2016
likelihood (PPL) estimation for the general nonlinear models without endogenous regressors, and penalized GMM (PGMM) estimation …
Persistent link: https://www.econbiz.de/10013006358
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Identifying Latent Structures in Panel Data
Su, Liangjun - 2014
models without endogenous regressors, and penalized GMM (PGMM) for models with endogeneity. In both cases we develop a new …
Persistent link: https://www.econbiz.de/10013043165
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Identifying demand elasticity via heteroscedasticity : a panel GMM approach to estimation and inference
Brasch, Thomas von; Raknerud, Arvid; Vigtel, Trond C. - 2024
This paper introduces a panel GMM framework for identifying and estimating demand elasticities via heteroscedasticity … suffers from inconsistency, inefficiency, and lacks a valid framework for inference. We develop a constrained GMM (C-GMM … the parameter space. A Monte Carlo study demonstrates the consistency of the C-GMM estimator and shows that it …
Persistent link: https://www.econbiz.de/10015073836
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Identification and inference in regression discontinuity designs with a manipulated running variable
Gerard, François; Rokkanen, Miikka; Rothe, Christoph - 2015
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/10011428251
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Instrumental variables estimation of a generalized correlated random coefficients model
Masten, Matthew; Torgovitsky, Alexander - 2014
We study identification and estimation of the average treatment effect in a correlated random coefficients model that allows for first stage heterogeneity and binary instruments. The model also allows for multiple endogenous variables and interactions between endogenous variables and covariates....
Persistent link: https://www.econbiz.de/10010227690
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Equilibrium unemployment dynamics in a panel of OECD countries
Nymoen, Ragnar; Sparrman, Victoria - 2013 - This version July 11, 2013
We focus on the equilibrium unemployment rate as a parameter implied by a dynamic aggregate model of wage- and price setting. The equilibrium unemployment rate depends on institutional labour market institutions through mark-up coefficients. Compared to existing studies, the resulting final...
Persistent link: https://www.econbiz.de/10009787067
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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