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Informal-formal worker wage gap in Turkey : evidence from a semi-parametric appproach

Başkaya, Yusuf Soner; Hülagü, Timur - 2011

robust to estimation methodology. However, we find that the estimation methodology matters for the relative size of formal …

Persistent link: https://www.econbiz.de/10009407669

Partial identification of the long-run causal effect of food security on child health

Millimet, Daniel L.; Roy, Manan - 2013

Food security and obesity represent two of the most significant public health issues. However, little is known about how these issues are intertwined. Here, we assess the causal relationship between food security during early childhood and relatively long-run measures of child health....

Persistent link: https://www.econbiz.de/10009757388

Remittances, expenditure patterns, and gender : parametric and semiparametric evidence from Ecuador

Göbel, Kristin - In: IZA journal of migration : IZAJOM 2 (2013), pp. 1-19

This study estimates the impact of migrants’ remittances on households’ spending decisions in Ecuador. Applying both parametric and semiparametric techniques, we find strong evidence that remittances enhance expenditures on education, health, and housing, but decrease expenditures on food....

Persistent link: https://www.econbiz.de/10009758715

Adaptive nonparametric instrumental variables estimation : empirical choice of the regularisation parameter

Horowitz, Joel - 2012

In nonparametric instrumental variables estimation, the mapping that identifies the function of interest, g say, is … discontinuous and must be regularised (that is, modified) to make consistent estimation possible. The amount of modification is … in applications are not yet available. This paper presents such a method for use in series estimation, where the …

Persistent link: https://www.econbiz.de/10009760143

Confidence corridors for multivariate generalized quantile regression

Chao, Shih-kang; Proksch, Katharina; Dette, Holger; … - 2014

We focus on the construction of confidence corridors for multivariate nonparametric generalized quantile regression functions. This construction is based on asymptotic results for the maximal deviation between a suitable nonparametric estimator and the true function of interest which follow...

Persistent link: https://www.econbiz.de/10010354164

Instrumental variables estimation of a generalized correlated random coefficients model

Masten, Matthew; Torgovitsky, Alexander - 2014

We study identification and estimation of the average treatment effect in a correlated random coefficients model that …

Persistent link: https://www.econbiz.de/10010227690

Common price and volatility jumps in noisy high-frequency data

Bibinger, Markus; Winkelmann, Lars - 2014

We introduce a statistical test for simultaneous jumps in the price of a financial asset and its volatility process. The proposed test is based on high-frequency tick-data and is robust to market microstructure frictions. To localize volatility jumps, we design and analyze a nonparametric...

Persistent link: https://www.econbiz.de/10010384595

A general semiparametric approach to inference with marker-dependent hazard rate models

Berg, Gerard J. van den; Janys, Lena; Mammen, Enno; … - 2014

We examine a new general class of hazard rate models for survival data, containing a parametric and a nonparametric component. Both can be a mix of a time effect and (possibly time-dependent) marker or covariate effects. A number of well-known models are special cases. In a counting process...

Persistent link: https://www.econbiz.de/10010386392

Nonlinearity, heterogeneity and unobserved effects in the CO2-income relation for advanced countries

Mazzanti, Massimiliano; Musolesi, Antonio - 2013

We study long run carbon emissions-income relationships for advanced countries grouped in policy relevant groups: North America and Oceania, South Europe, North Europe. By relying on recent advances on Generalized Additive Mixed Models (GAMMs) and adopting interaction models, we handle...

Persistent link: https://www.econbiz.de/10010203435

Individual heterogeneity, nonlinear budget sets, and taxable income

Blomquist, Nils Sören; Kumar, Anil; Liang, Che-yuan; … - 2014 - This draft: April 2014

nonparametric estimation methods. We show how to nonparametrically estimate the conditional mean of taxable income imposing all the …

Persistent link: https://www.econbiz.de/10010349002