Similar Search Results

It is never too LATE : a new look at local average treatment effects with or without defiers

Dahl, Christian M.; Huber, Martin; Mellace, Giovanni - In: The econometrics journal 26 (2023) 3, pp. 378-404

Persistent link: https://www.econbiz.de/10014391694

Chapter 59 Evaluating Anti-Poverty Programs

Ravallion, Martin - In: Handbook of development economics : volume 4, (pp. 3787-3846). 2007

The chapter critically reviews the methods available for the ex post counterfactual analysis of programs that are assigned exclusively to individuals, households or locations. The emphasis is on the problems encountered in applying these methods to anti-poverty programs in developing countries,...

Persistent link: https://www.econbiz.de/10014024661

Should Welfare Administration Be Centralized or Decentralized? Evidence from a Policy Experiment

Boockmann, Bernhard - 2011

The 2005 reform of the German welfare system introduced two competing organizational models for welfare administration …. In most districts, a centralized organization was established where local welfare agencies are bound to central … of both types of organizations. Compared to centralized organization, decentralized organization of welfare …

Persistent link: https://www.econbiz.de/10013131526

Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments

Swanson, Norman R.; Chao, John C. - 2003

This paper analyzes conditions under which various single-equation estimators are asymptotically normal in a simultaneous equations framework with many weak instruments. In particular, our paper adds to the many instruments asymptotic normality literature, including papers by Morimune (1983),...

Persistent link: https://www.econbiz.de/10010263213

Instrumental variables estimation with partially missing instruments

Mogstad, Magne; Wiswall, Matthew - 2010

We examine instrumental variables estimation in situations where the instrument is only observed for a sub-sample, which is fairly common in empirical research. Typically, researchers simply limit the analysis to the sub-sample where the instrument is non-missing. We show that when the...

Persistent link: https://www.econbiz.de/10010269473

Using Matching, Instrumental Variables and Control Functions to Estimate Economic Choice Models

Heckman, James Joseph; Navarro-Lozano, Salvador - 2003

This paper investigates four topics. (1) It examines the different roles played by the propensity score (probability of selection) in matching, instrumental variable and control functions methods. (2) It contrasts the roles of exclusion restrictions in matching and selection models. (3) It...

Persistent link: https://www.econbiz.de/10010274216

Tests of hypotheses arising in the correlated random coefficient model

Heckman, James J.; Schmierer, Daniel - 2010

This paper examines the correlated random coefficient model. It extends the analysis of Swamy (1971, 1974), who pioneered the uncorrelated random coefficient model in economics. We develop the properties of the correlated random coefficient model and derive a new representation of the variance...

Persistent link: https://www.econbiz.de/10010274693

Linearity in instrumental variables estimation: Problems and solutions

Mogstad, Magne; Wiswall, Matthew - 2010

The linear IV estimator, in which the dependent variable is a linear function of a potentially endogenous regressor, is a major workhorse in empirical economics. When this regressor takes on multiple values, the linear specification restricts the marginal effects to be constant across all...

Persistent link: https://www.econbiz.de/10010274706

Testing the correlated random coefficient model

Heckman, James Joseph; Schmierer, Daniel; Urzúa, Sergio - 2009

The recent literature on instrumental variables (IV) features models in which agents sort into treatment status on the basis of gains from treatment as well as on baseline-pretreatment levels. Components of the gains known to the agents and acted on by them may not be known by the observing...

Persistent link: https://www.econbiz.de/10010276910

Testing overidentifying restrictions with many instruments and heteroskedasticity

Chao, John C.; Hausman, Jerry A.; Newey, Whitney K.; … - 2011

This paper gives a test of overidentifying restrictions that is robust to many instruments and heteroskedasticity. It is based on a jackknife version of the Sargan test statistic, having a numerator that is the objective function minimized by the JIVE2 estimator of Angrist, Imbens, and Krueger...

Persistent link: https://www.econbiz.de/10010282842

1
2
3
4
5
6
7
8
9
10
Next
Last