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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
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Covariate selection and model averaging in semiparametric estimation of treatment effects
Kitagawa, Toru; Muris, Chris - 2013
In the practice of program evaluation, choosing the covariates and the functional form of the propensity score is an … procedures that address this issue for the propensity score weighting estimation of the average treatment effects for treated …
Persistent link: https://www.econbiz.de/10010209255
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GARCH Models with Long Memory and Nonparametric Specifications
Conrad, Christian - 2006
Persistent link: https://www.econbiz.de/10003402366
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A term structure decomposition of the Australian yield curve
Finlay, Richard; Chambers, Mark - 2008
Persistent link: https://www.econbiz.de/10003798286
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The decline in r* according to a robust multivariate trend-cycle decomposition
Morley, James C.; Trung Duc Tran; Wong, Benjamin - 2022
Persistent link: https://www.econbiz.de/10012878807
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A semi-parametric approach to the Oaxaca-Blinder decomposition with continuous group variable and self-selection
Rios-Avila, Fernando - 2019
This paper describes the application of a semiparametric approach, known as a varying coefficients model (Hastie and Tibshirani 1993), to implement a Oaxaca-Blinder type of decomposition in the presence of self-selection into treatment groups for a continuum of comparison groups. The flexibility...
Persistent link: https://www.econbiz.de/10012016731
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Nonparametric stochastic discount factor decomposition
Christensen, Timothy - 2015
We introduce econometric methods to perform estimation and inference on the permanent and transitory components of the …
Persistent link: https://www.econbiz.de/10010532537
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Intra-sectoral structural change and aggregate productivity development : a robust stochastic nonparametric frontier function approach
Krüger, Jens (contributor) - 2008
This paper investigates the sources of total factor productivity growth in the German manufacturing sector, 1981-1998. Decomposition formulae for aggregate productivity growth are used to identify the effects of structural change and entry-exit on aggregate productivity growth. Documented is a...
Persistent link: https://www.econbiz.de/10003723101
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What explains the wealth gap between immigrants and the New Zealand born?
Gibson, John K. (contributor); Le, Trinh (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003562200
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What explains the wealth gap between immigrants and the New Zealand born?
Gibson, John K. (contributor); Le, Trinh (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003610800