Showing 51 - 60 of 102,517
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 … general framework that allows the investigation of the identification of a broad class of counterfactuals (covering virtually …
Persistent link: https://www.econbiz.de/10013189735
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 … general framework that allows the investigation of the identification of a broad class of counterfactuals (covering virtually …
Persistent link: https://www.econbiz.de/10012598419
This paper addresses the issue of threshold effects between public debt and economic growth in the Caribbean. The main finding is that there exists a threshold debt to gross domestic product (GDP) ratio of 55–56 percent. Moreover, the debt dynamics begin changing well before this threshold is...
Persistent link: https://www.econbiz.de/10011260325
Block rate pricing is often applied to income taxation, telecommunication services, and brand marketing in addition to its best-known application in public utility services. Under block rate pricing, consumers face piecewise-linear budget constraints. A discrete/continuous choice approach is...
Persistent link: https://www.econbiz.de/10008629488
This paper analyzes the identification question in censored panel data models, where the censoring can depend on both …
Persistent link: https://www.econbiz.de/10009145723
This paper develops a nonparametric methodology for treatment evaluation with multiple outcome periods under treatment endogeneity and missing outcomes. We use instrumental variables, pre-treatment characteristics, and short-term (or intermediate) outcomes to identify the average treatment...
Persistent link: https://www.econbiz.de/10010747353
This study develops a two-step estimator for a panel data Tobit model based on taking first-differences of the equation of interest, under conditional mean independence assumptions.The necessary correction terms are non-standard and a substantial part is therefore devoted to the formal...
Persistent link: https://www.econbiz.de/10011092714
The aim of this note is to present a root-N consistent estimator for the regression coefficients in a fixed-effects panel data sample selection model that has one selection equation and two regression equations. Other than the condition that the error terms satisfy a control function type of...
Persistent link: https://www.econbiz.de/10010594084
Evidence from an experiment investigating the “house money effect” in the context of a public goods game is reconsidered. Analysis is performed within the framework of the panel hurdle model, in which subjects are assumed to be one of two types: free-riders, and potential contributors. The...
Persistent link: https://www.econbiz.de/10010553336
This paper empirically explores small and medium enterprises export intensity dynamics in Argentina, over the 2004-2011 period, and its decomposition by regions and technology sectors. Evidence is presented about general determinants of the export intensity, defined as the exported share of...
Persistent link: https://www.econbiz.de/10010939170