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Let Y be an outcome of interest, X a vector of treatment measures, and W a vector of pre-treatment control variables. Here X may include (combinations of) continuous, discrete, and/or non-mutually exclusive "treatments". Consider the linear regression of Y onto X in a subpopulation homogenous in...
Persistent link: https://www.econbiz.de/10011924562
designs (RDD), which may increase precision of treatment effect estimation. It is shown that conditioning on covariates … illustrate the estimation approach and its properties, we provide a simulation study and an empirical application to an Austrian …
Persistent link: https://www.econbiz.de/10011760113
This paper discusses pairing double/debiased machine learning (DDML) with stacking, a model averaging method for combining multiple candidate learners, to estimate structural parameters. We introduce two new stacking approaches for DDML: short-stacking exploits the cross-fitting step of DDML to...
Persistent link: https://www.econbiz.de/10014454715
Given a set of baseline assumptions, a breakdown frontier is the boundary between the set of assumptions which lead to a specific conclusion and those which do not. In a potential outcomes model with a binary treatment, we consider two conclusions: First, that ATE is at least a specific value...
Persistent link: https://www.econbiz.de/10012202176
In this paper, we consider a class of time-varying panel data models with individual-specific regression coefficients …
Persistent link: https://www.econbiz.de/10012898777
This paper develops an innovative way of estimating a functional-coefficient spatial autoregressive panel data model … effects from the model by transforming the latter into a semiparametric additive model, the estimation of which however does …
Persistent link: https://www.econbiz.de/10012944279
In this paper, we propose a single-index panel data model with unobserved multiple interactive fixed effects. This …
Persistent link: https://www.econbiz.de/10012979793
This paper proposes a robust method for semiparametric identification and estimation in panel multinomial choice models … obtain identifying restrictions. We provide a consistent estimation procedure, and demonstrate the practical advantages of …
Persistent link: https://www.econbiz.de/10012850938
This paper develops a consistent series-based specification test for semiparametric panel data models with fixed … quadratic form in the restricted model residuals. The use of series methods facilitates both estimation of the null model and … correction. This correction makes it possible to account for the estimation variance and obtain refined asymptotic results. It …
Persistent link: https://www.econbiz.de/10012862375
coefficients. Two classes of estimation procedures are proposed, one based on station averaged data the other on the full panel … communally by all individuals in the sample. To capture such behavioral features, we employ a functional coefficient panel model … in which certain communal covariates may jointly influence panel interactions by means of their impact on the model …
Persistent link: https://www.econbiz.de/10012863610