Similar Search Results

Sparse models and methods for optimal instruments with an application to eminent domain

Belloni, A.; Chen, D.; Chernozhukov, Victor; Hansen, … - 2010

sample size, n. We rigorously develop asymptotic distribution and inference theory for the resulting IV estimators and … functions which are of independent theoretical and practical interest. Specifically, we develop the asymptotic theory for these … innovatively using moderate deviation theory for self-normalized sums, we provide convergence rates for these estimators that are …

Persistent link: https://www.econbiz.de/10008695561

Possibly ill-behaved posteriors in econometric models

Hoogerheide, Lennart; Dijk, Herman K. van - 2008

Highly non-elliptical posterior distributions may occur in several econometric models, in particular, when the likelihood information is allowed to dominate and data information is weak. We explain the issue of highly non-elliptical posteriors in a model for the effect of education on income...

Persistent link: https://www.econbiz.de/10011374406

Identification of nonseparable models using instruments with small support

Torgovitsky, Alexander - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 3, pp. 1185-1197

Persistent link: https://www.econbiz.de/10011378601

Education and entrepreneurial choice : an instrumental variables analysis

Block, Jörn; Hoogerheide, Lennart; Thurik, Adriaan R. - 2010 - Current version: November 2010

Education is argued to be an important driver of the decision to start a business. The measurement of its influence, however, is difficult since it is considered to be an endogenous variable. This study accounts for this endogeneity by using an instrumental variables approachand a data set of...

Persistent link: https://www.econbiz.de/10011379198

Quantile models with endogeneity

Chernozhukov, Victor; Hansen, Christian Bailey - 2013

In this article, we review quantile models with endogeneity. We focus on models that achieve indentification through the use of instrumental variables and discuss conditions under which partial and point identification are obtained. We discuss key conditions, which include monotonicity and...

Persistent link: https://www.econbiz.de/10009747939

Sparse models and methods for optimal instruments with an application to eminent domain

Belloni, Alexandre; Chen, Daniel L.; Chernozhukov, Victor; … - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 6, pp. 2369-2429

Persistent link: https://www.econbiz.de/10009689519

Does foreign aid reduce tax revenue? : further evidence

Thornton, John - In: Applied economics 46 (2014) 4/6, pp. 359-373

Persistent link: https://www.econbiz.de/10010359029

Instrumental variables : an econometrician's perspective

Imbens, Guido - 2014

I review recent work in the statistics literature on instrumental variables methods from an econometrics perspective. I discuss some of the older, economic, applications including supply and demand models and relate them to the recent applications in settings of randomized experiments with...

Persistent link: https://www.econbiz.de/10010259577

Local quantile treatment effects

Melly, Blaise; Wüthrich, Kaspar - 2016

This chapter reviews instrumental variable models of quantile treatment effects. We focus on models that achieve identification through a monotonicity assumption in the treatment choice equation. We discuss the key conditions, the role of control variables as well as the estimands in detail and...

Persistent link: https://www.econbiz.de/10011442004

From late to MTE : alternative methods for the evaluation of policy interventions

Cornelißen, Thomas; Dustmann, Christian; Raute, Anna; … - 2016

This paper provides an introduction into the estimation of Marginal Treatment Effects (MTE). Compared to the existing surveys on the subject, our paper is less technical and speaks to the applied economist with a solid basic understanding of econometric techniques who would like to use MTE...

Persistent link: https://www.econbiz.de/10011502829

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