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New evidence on long-term effects of start-up subsidies : matching estimates and their robustness

Caliendo, Marco; Tübbicke, Stefan - 2019

. Using propensity score matching (PSM) as our main empirical approach, we provide estimates of long-term effects of the post …

Persistent link: https://www.econbiz.de/10011997323

Matching as a regression estimator : matching avoids making assumptions about the functional form of the regression equation, making analysis more reliable

Black, Dan A. - 2015

"Matching" is a statistical technique used to evaluate the effect of a treatment by comparing the treated and non …-treated units in an observational study. Matching provides an alternative to older estimation methods, such as ordinary least … remarkable increase in computing power since then has made other methods, in particular matching, very easy to implement. …

Persistent link: https://www.econbiz.de/10011433502

Chapter 75 The Econometrics of Data Combination

Ridder, Geert; Moffitt, Robert - In: Handbook of econometrics : volume 6B, (pp. 5469-5547). 2007

due to mismeasured variables. We consider sample merger by matching on identifiers that may be imperfect in the case that …

Persistent link: https://www.econbiz.de/10014024940

Location, location, location: Extracting location value from house prices

Kolbe, Jens; Schulz, Rainer; Wersing, Martin; Werwatz, Axel - 2013

We propose a novel semiparametric method to extract location values from house prices. After splitting house prices into building and land components, location values are estimated with adaptive weight smoothing. The adaptive estimator requires neither strong smoothness assumptions nor local...

Persistent link: https://www.econbiz.de/10010329269

Counterfactual mapping and individual treatment effects in nonseparable models with binary endogeneity

Vuong, Quang H. - In: Quantitative Economics 8 (2017) 2, pp. 589-610

This paper establishes nonparametric identification of individual treatment effects in a nonseparable model with a binary endogenous regressor. The outcome variable may be continuous, discrete, or a mixture of both, while the instrumental variable can take binary values. First, we study the case...

Persistent link: https://www.econbiz.de/10011995498

A true expert knows which question should be asked.

Dekel, Eddie; Feinberg, Yossi - 2004

We suggest a test for discovering whether a potential expert is informed of the distribution of a stochastic process. In a non-Bayesian non-parametric setting, the expert is asked to make a prediction which is tested against a single realization of the stochastic process. It is shown that by...

Persistent link: https://www.econbiz.de/10010266301

Identification of counterfactuals in dynamic discrete choice models

Kalouptsidi, Myrto; Scott, Paul T.; Rodrigues, Eduardo … - In: Quantitative Economics 12 (2021) 2, pp. 351-403

Dynamic discrete choice (DDC) models are not identified nonparametrically, but the non-identification of models does not necessarily imply the nonidentification of counterfactuals. We derive novel results for the identification of counterfactuals in DDC models, such as non-additive changes in...

Persistent link: https://www.econbiz.de/10013189735

Cointegration in Frequency Domain

Levy, Daniel - 2002

Existence of a cointegration relationship between two time series in the time domain imposes restrictions on the series zero-frequency behaviour in terms of their squared coherence, phase, and gain, in the frequency domain. I derive these restrictions by studying cross-spectral properties of a...

Persistent link: https://www.econbiz.de/10013204725

A review of some recent developments in the modelling and seasonal adjustment of infra-monthly time series

Webel, Karsten - 2022

Infra-monthly time series have increasingly appeared on the radar of official statistics in recent years, mostly as a consequence of a general digital transformation process and the outbreak of the COVID-19 pandemic in 2020. Many of those series are seasonal and thus in need for seasonal...

Persistent link: https://www.econbiz.de/10013342596

Structural modeling of simultaneous discrete choice

Chesher, Andrew; Rosen, Adam M. - 2020

Models of simultaneous discrete choice may be incomplete, delivering multiple values of out- comes at certain values of the latent variables and covariates, and incoherent, delivering no val- ues. Alternative approaches to accommodating incompleteness and incoherence are considered in a unifying...

Persistent link: https://www.econbiz.de/10012621086