Narrow search
Showing 1 - 10 of 628,333
Cover Image
Should we care (more) about data aggregation? : evidence from the democracy-growth-nexus
Gründler, Klaus; Krieger, Tommy - 2019
We compile data for 186 countries (1919 - 2016) and apply different aggregation methods to create new democracy indices. We observe that most of the available aggregation techniques produce indices that are often too favorable for autocratic regimes and too unfavorable for democratic regimes....
Persistent link: https://www.econbiz.de/10011966711
Cover Image
Heterogeneous treatment effects with mismeasured endogenous treatment
Ura, Takuya - In: Quantitative economics : QE ; journal of the … 9 (2018) 3, pp. 1335-1370
deterministic monotonicity of the true treatment in the instrument. Even allowing for general measurement error (e.g., the … measurement error is endogenous), it is still possible to obtain finite bounds on the local average treatment effect. Notably, the …
Persistent link: https://www.econbiz.de/10011994692
Cover Image
Microeconomic models with latent variables : applications of measurement error models in empirical industrial organization and labor economics
Hu, Yingyao - 2015
applications in applied microeconomics, in particular, in empirical industrial organization and labor economics. Measurement error … measurement error models focus on how to obtain the latent distribution and the measurement error distribution from the observed … heterogeneity or unobserved state variables and panel data models with fixed effects. Recent developments in measurement error …
Persistent link: https://www.econbiz.de/10010469057
Cover Image
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 identification of measurement error models and their … applications in applied microeconomics, in particular, in empirical industrial organization and labor economics. Measurement error … measurement error models focus on how to obtain the latent distribution and the measurement error distribution from the observed …
Persistent link: https://www.econbiz.de/10013029599
Cover Image
Bayesian analysis of instrumental variable models : acceptance-rejection within direct Monte Carlo
Zellner, Arnold; Ando, Tomohiro; Baştürk, Nalan; … - 2012
Persistent link: https://www.econbiz.de/10009722969
Cover Image
GMM Estimation with Noncausal Instruments Under Rational Expectations
Lof, Matthijs - 2011
There is hope for the generalized method of moments (GMM). Lanne and Saikkonen (2011) show that the GMM estimator is inconsistent, when the instruments are lags of noncausal variables. This paper argues that this inconsistency depends on distributional assumptions, that do not always hold. In...
Persistent link: https://www.econbiz.de/10013117256
Cover Image
A New Method for Uniform Subset Inference of Linear Instrumental Variables Models
Zhu, Yinchu - 2015
We propose a procedure for testing simple hypotheses on a subset of the structural parameters in linear instrumental variables models. Our test is valid uniformly over a large class of distributions allowing for identification failure and heteroskedasticity. The large-sample distribution of our...
Persistent link: https://www.econbiz.de/10013020836
Cover Image
Bayesian analysis of instrumental variable models : the potential of direct Monte Carlo
Zellner, Arnold; Ando, Tomohiro; Basturk, Nalan; … - 2012
Persistent link: https://www.econbiz.de/10010191002
Cover Image
Identification, instruments, omitted variables, and rudimentary models : fallacies in the "experimental approach" to econometrics
Biørn, Erik - 2017
represented by proxies or measurement error mechanisms? These are among the questions addressed in this paper, partly with …
Persistent link: https://www.econbiz.de/10011779245
Cover Image
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo
Zellner, Arnold (posthumously); Ando, Tomohiro; … - 2012
We discuss Bayesian inferential procedures within the family of instrumental variables regression models and focus on two issues: existence conditions for posterior moments of the parameters of interest under a flat prior and the potential of Direct Monte Carlo (DMC) approaches for efficient...
Persistent link: https://www.econbiz.de/10010326354