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A New Panel Data Treatment for Heterogeneity in Time Trends

Kneip, Alois; Sickles, Robin Christopher; Song, Wonho - 2006

Our paper introduces a new estimation method for arbitrary temporal heterogeneity in panel data models. The paper provides a semiparametric method for estimating general patterns of cross-sectional specific time trends. The methods proposed in the paper are related to principal component...

Persistent link: https://www.econbiz.de/10010263160

Sequential estimation of structural models with a fixed point constraint

Kasahara, Hiroyuki; Shimotsu, Katsumi - 2008

This paper considers the estimation problem of structural models for which empirical restrictions are characterized by a fixed point constraint, such as structural dynamic discrete choice models or models of dynamic games. We analyze the conditions under which the nested pseudo-likelihood (NPL)...

Persistent link: https://www.econbiz.de/10010264523

Adaptive experimental design using the propensity score

Hahn, Jinyong; Hirano, Keisuke; Karlan, Dean S. - 2008

Many social experiments are run in multiple waves, or are replications of earlier social experiments. In principle, the sampling design can be modified in later stages or replications to allow for more efficient estimation of causal effects. We consider the design of a two-stage experiment for...

Persistent link: https://www.econbiz.de/10010264885

Statistical treatment choice: an application to active labour market programmes

Frölich, Markus - 2006

Choosing among a number of available treatments the most suitable for a given subject is an issue of everyday concern. A physician has to choose an appropriate drug treatment or medical treatment for a given patient, based on a number of observed covariates X and prior experience. A case worker...

Persistent link: https://www.econbiz.de/10010267863

Does the quality of training programs matter? Evidence from bidding processes data

Chong, Alberto; Galdo, Jose - 2006

We estimate the effect of training quality on earnings using a Peruvian program, which targets disadvantaged youths. The identification of causal effects is possible because of two attractive features in the data. First, selection of training courses is based on public bidding processes that...

Persistent link: https://www.econbiz.de/10010267868

A note on parametric and nonparametric regression in the presence of endogenous control variables

Frölich, Markus - 2006

This note argues that nonparametric regression not only relaxes functional form assumptions vis-a-vis parametric regression, but that it also permits endogenous control variables. To control for selection bias or to make an exclusion restriction in instrumental variables regression valid,...

Persistent link: https://www.econbiz.de/10010268065

A martingale representation for matching estimators

Abadie, Alberto; Imbens, Guido W. - 2009

Matching estimators are widely used in statistical data analysis. However, the distribution of matching estimators has … matching estimators. This representation allows the use of martingale limit theorems to derive the asymptotic distribution of … matching estimators. As an illustration of the applicability of the theory, we derive the asymptotic distribution of a matching …

Persistent link: https://www.econbiz.de/10010269062

Identification and estimation of causal mechanisms and net effects of a treatment under unconfoundedness

Flores, Carlos A.; Flores-Lagunes, Alfonso - 2009

An important goal when analyzing the causal effect of a treatment on an outcome is to understand the mechanisms through which the treatment causally works. We define a causal mechanism effect of a treatment and the causal effect net of that mechanism using the potential outcomes framework. These...

Persistent link: https://www.econbiz.de/10010269294

Non-parametric inference for the effect of a treatment on survival times with application in the health and social sciences

Luna, Xavier de; Johansson, Per - 2009

In this paper we perform inference on the effect of a treatment on survival times in studies where the treatment assignment is not randomized and the assignment time is not known in advance. Two such studies are discussed: a heart transplant program and a study of Swedish unemployed eligible for...

Persistent link: https://www.econbiz.de/10010269367

Quantile treatment effects in the regression discontinuity design: Process results and gini coefficient

Frölich, Markus; Melly, Blaise - 2010

the outcome distribution. We propose uniformly consistent estimators for both potential outcome distributions (treated and …-dimensional nonparametric regression. We apply the proposed estimators to estimate the effects of summer school on the distribution of school …

Persistent link: https://www.econbiz.de/10010269846