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Sequential causal models for the evaluation of labor market programs

Lechner, Michael - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 1, pp. 71-83

Persistent link: https://www.econbiz.de/10003805428

New evidence on the finite sample properties of propensity score matching and reweighting estimators

Busso, Matias; DiNardo, John E.; McCrary, Justin - 2009

Currently available asymptotic results in the literature suggest that matching estimators have higher variance than reweighting estimators. The extant literature comparing the finite sample properties of matching to specific reweighting estimators, however, has concluded that reweighting...

Persistent link: https://www.econbiz.de/10003809052

Identifying reduced-form relations with panel data : the case of pollution and income

Vollebergh, Herman R. J.; Melenberg, Bertrand; … - In: Journal of environmental economics and management : … 58 (2009) 1, pp. 27-42

Persistent link: https://www.econbiz.de/10003867134

Estimating the effects of free trade agreements on international trade flows using matching econometrics

Baier, Scott L.; Bergstrand, Jeffrey H. - In: Journal of international economics 77 (2009) 1, pp. 63-76

Persistent link: https://www.econbiz.de/10003819535

Blaming the exogenous environment? : conditional efficiency estimation with continuous and discrete environmental variables

De Witte, Kristof; Kortelainen, Mika - 2008

Persistent link: https://www.econbiz.de/10003825075

Stochastic volatility of volatility in continuous time

Barndorff-Nielsen, Ole E.; Veraart, Almut E. D. - 2009

Persistent link: https://www.econbiz.de/10003849562

Noisy independent factor analysis model for density estimation and classification

Amato, U.; Antoniadis, A.; Samarov, Alexander; Cybakov, … - 2009

We consider the problem of multivariate density estimation when the unknown density is assumed to follow a particular form of dimensionality reduction, a noisy independent factor analysis (IFA) model. In this model the data are generated by a number of latent independent components having...

Persistent link: https://www.econbiz.de/10003889131

Generalized single-index models : the EFM approach

Cui, Xia; Härdle, Wolfgang; Zhu, Lixing - 2009

Generalized single-index models are natural extensions of linear models and circumvent the so-called curse of … financial econometrics. Estimating and testing the model index coefficients beta is one of the most important objectives in the … statistical analysis. However, the commonly used assumption on the index coefficients, beta = 1, represents a non-regular problem …

Persistent link: https://www.econbiz.de/10003893146

Identification region of the potential outcome distributions under instrument independence

Kitagawa, Toru - 2009

This paper examines identification power of the instrument exogeneity assumption in the treatment effect model. We derive the identification region: The set of potential outcome distributions that are compatible with data and the model restriction. The model restrictions whose identifying power...

Persistent link: https://www.econbiz.de/10003899093

Global identification of the semiparametric BoxCox model

Komunjer, Ivana - In: Economics letters 104 (2009) 2, pp. 53-56

Persistent link: https://www.econbiz.de/10003870156