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Displaying results 1 to 10 of 10.

  1. Essays in macroeconomics with household heterogeneity
    Author: Wöhrmüller, Stefan
    Published: [2024]
    Publisher:  Tinbergen Institute, [Amsterdam]

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    Source: Union catalogues
    Language: English
    Media type: Dissertation
    Format: Online
    Other identifier:
    hdl: 11245.1/e7189112-2806-4369-b7da-d393382bdb1f
    Series: Tinbergen Institute research series ; no. 854
    Subjects: Ökonometrie; Privater Haushalt; Konsum; Versicherung; Kredit; Schock; Ökosteuer; Sparen; Engel-Kurve; Umweltökonomik
    Scope: 1 Online-Ressource (circa 175 Seiten), Illustrationen
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    Dissertation, , Universiteit van Amsterdam$f2024
  2. Introduction to econometrics with R
    Author: Hanck, Christoph; Arnold, Martin; Gerber, Alexander; Schmelzer, Martin
    Published: 2024

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 11159/654504
    Edition: 2024-02-13
    Subjects: Ökonometrie; Programmiersprache; Open Source; Theorie
    Scope: 1 Online-Ressource (circa 408 Seiten), Illustrationen
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    Open Review
  3. Advances in panel and network econometrics
    Author: Miyazato Szini, Gabriela
    Published: [2024]
    Publisher:  Tinbergen Institute, [Amsterdam]

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    Source: Union catalogues
    Language: English
    Media type: Dissertation
    Format: Online
    ISBN: 9789036107525
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    hdl: 11245.1/45b89437-21ce-46a0-9c03-11d4243eb6b6
    Series: Tinbergen Institute research series ; no. 847
    Subjects: Panel; Netzwerkökonomik; Ökonometrie; Differenz von Differenzen
    Scope: 1 Online-Ressource (circa 232 Seiten), Illustrationen
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    Dissertation, , Universiteit van Amsterdam$f2024
  4. Applications of cross-fit variance estimator for testing model specification, overidentification, and structural parameter hypotheses
    Author: Matsushita, Yukitoshi; Otsu, Taisuke; Sunada, Keita
    Published: [2024]
    Publisher:  [Keio Economic Observatory], [Tokyo, Japan]

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: KEO discussion paper ; no. 181
    Subjects: Ökonometrie; Varianzanalyse; Modellierung; Induktive Statistik; Statistischer Test; Theorie
    Scope: 1 Online-Ressource (circa 24 Seiten), Illustrationen
  5. A Sharp Test for the Judge Leniency Design
    Author: Coulibaly, Mohamed; Hsu, Yu-Chin; Mourifié, Ismael; Wan, Yuanyuan
    Published: May 2024
    Publisher:  National Bureau of Economic Research, Cambridge, Mass

    We propose a new specification test to assess the validity of the judge leniency design. We characterize a set of sharp testable implications, which exploit all the relevant information in the observed data distribution to detect violations of the... more

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    Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky
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    We propose a new specification test to assess the validity of the judge leniency design. We characterize a set of sharp testable implications, which exploit all the relevant information in the observed data distribution to detect violations of the judge leniency design assumptions. The proposed sharp test is asymptotically valid and consistent and will not make discordant recommendations. When the judge's leniency design assumptions are rejected, we propose a way to salvage the model using partial monotonicity and exclusion assumptions, under which a variant of the Local Instrumental Variable (LIV) estimand can recover the Marginal Treatment Effect. Simulation studies show our test outperforms existing non-sharp tests by significant margins. We apply our test to assess the validity of the judge leniency design using data from Stevenson (2018), and it rejects the validity for three crime categories: robbery, drug selling, and drug possession

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: NBER working paper series ; no. w32456
    Subjects: IV-Schätzung; Statistischer Test; Kausalanalyse; Kriminalität; Ökonometrie; "Judge Leniency" Design; Econometric and Statistical Methods and Methodology: General; Hypothesis Testing: General; Methodological Issues: General; Instrumental Variables (IV) Estimation
    Scope: 1 Online-Ressource, illustrations (black and white)
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    Hardcopy version available to institutional subscribers
  6. Frühzeitige Ermittlung stabiler Ergebnisse zum Bruttoinlandsprodukt bzw. realen Wirtschaftswachstum und der Bruttowertschöpfung auf Länderebene
    Endbericht
    Published: Februar 2024
    Publisher:  RWI - Leibniz-Institut für Wirtschaftsforschung, Essen, Germany

    In dieser Studie wird geprüft, ob die Genauigkeit der ersten Schätzung der Bruttowertschöpfung und des Bruttoinlandsprodukts für die Bundesländer erhöht und damit das Ausmaß der nachfolgenden Revisionen reduziert werden kann. Dazu werden alternative... more

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    In dieser Studie wird geprüft, ob die Genauigkeit der ersten Schätzung der Bruttowertschöpfung und des Bruttoinlandsprodukts für die Bundesländer erhöht und damit das Ausmaß der nachfolgenden Revisionen reduziert werden kann. Dazu werden alternative ökonometrische Methoden und zusätzliche Daten herangezogen. Zunächst wird untersucht, in welchen Bereichen die Revisionen stärker ausfallen als in anderen. Dabei werden das BIP und die Bruttowertschöpfung (BWS) auf der Wirtschaftszweig-Gliederungsebene A*10 mit Zusammenfassungen in die Untersuchung einbezogen. Anschließend werden die amtlichen Ergebnisse mit denen der alternativen Ansätze verglichen. Insgesamt ist das Ausmaß, in dem der Revisionsbedarf mit alternativen Methoden verringert werden konnte, relativ gering.

     
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    Source: Union catalogues
    Language: German
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/296879
    Series: [RWI Projektberichte]
    RWI Projektbericht
    Subjects: Bruttoinlandsprodukt; Wertschöpfung; Wirtschaftswachstum; Schätzung; Ökonometrie; Teilstaat; Deutschland
    Scope: 1 Online-Ressource (circa 88 Seiten), Illustrationen
  7. A Practical Guide to Endogeneity Correction Using Copulas
    Author: Qian, Yi; Koschmann, Anthony; Xie, Hui
    Published: March 2024
    Publisher:  National Bureau of Economic Research, Cambridge, Mass

    Causal inference is of central interests in many empirical applications yet often challenging because of the presence of endogenous regressors. The classical approach to the problem requires using instrumental variables that must satisfy the... more

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    Universitätsbibliothek Freiburg
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    Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky
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    Causal inference is of central interests in many empirical applications yet often challenging because of the presence of endogenous regressors. The classical approach to the problem requires using instrumental variables that must satisfy the stringent condition of exclusion restriction. At the forefront of recent research, instrument-free copula methods have been increasingly used to handle endogenous regressors. This article aims to provide a practical guide for how to handle endogeneity using copulas. The authors give an overview of copula endogeneity correction and its usage in marketing research, discuss recent advances that broaden the understanding, applicability, and robustness of copula correction, and examine implementation challenges of copula correction such as construction of copula control functions and handling of higher-order terms of endogenous regressors. To facilitate the appropriate usage of copula correction, the authors detail a process of checking data requirements and identification assumptions to determine when and how to use copula correction methods, and illustrate its usage using empirical examples

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: NBER working paper series ; no. w32231
    Subjects: Multivariate Verteilung; Ökonometrie; Econometrics; General; Econometric Modeling
    Scope: 1 Online-Ressource, illustrations (black and white)
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    Hardcopy version available to institutional subscribers
  8. On Recoding Ordered Treatments as Binary Indicators
    Author: Rose, Evan K.; Shem-Ṭov, Yotam
    Published: March 2024
    Publisher:  National Bureau of Economic Research, Cambridge, Mass

    Researchers using instrumental variables to investigate ordered treatments often recode treatment into an indicator for any exposure. We investigate this estimand under the assumption that the instruments shift compliers from no treatment to some but... more

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    Researchers using instrumental variables to investigate ordered treatments often recode treatment into an indicator for any exposure. We investigate this estimand under the assumption that the instruments shift compliers from no treatment to some but not from some treatment to more. We show that when there are extensive margin compliers only (EMCO) this estimand captures a weighted average of treatment effects that can be partially unbundled into each complier group's potential outcome means. We also establish an equivalence between EMCO and a two-factor selection model and apply our results to study treatment heterogeneity in the Oregon Health Insurance Experiment

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: NBER working paper series ; no. w32234
    Subjects: IV-Schätzung; Schätztheorie; Ökonometrie; Econometrics; Instrumental Variables (IV) Estimation
    Scope: 1 Online-Ressource, illustrations (black and white)
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    Hardcopy version available to institutional subscribers
  9. Event-Studies with a Continuous Treatment
    Author: Callaway, Brantly; Goodman-Bacon, Andrew; Sant'Anna, Pedro H. C.
    Published: February 2024
    Publisher:  National Bureau of Economic Research, Cambridge, Mass

    This paper considers methods for defining aggregate parameters of interest in a difference-in-differences design with a continuous and staggered treatment. It also discusses how aggregation choices often simplify estimation more

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    This paper considers methods for defining aggregate parameters of interest in a difference-in-differences design with a continuous and staggered treatment. It also discusses how aggregation choices often simplify estimation

     
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    Source: Union catalogues
    Language: English
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    Series: NBER working paper series ; no. w32118
    Subjects: Ereignisstudie; Differenz von Differenzen; Ökonometrie; Econometrics; Semiparametric and Nonparametric Methods: General
    Scope: 1 Online-Ressource, illustrations (black and white)
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    Hardcopy version available to institutional subscribers
  10. Stacked Difference-in-Differences
    Author: Wing, Coady; Freedman, Seth; Hollingsworth, Alex
    Published: January 2024
    Publisher:  National Bureau of Economic Research, Cambridge, Mass

    This paper introduces the concept of a "trimmed aggregate ATT," which is a weighted average of a set of group-time average treatment effect on the treated (ATT) parameters identified in a staggered adoption difference-in-differences (DID) design. The... more

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    Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky
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    This paper introduces the concept of a "trimmed aggregate ATT," which is a weighted average of a set of group-time average treatment effect on the treated (ATT) parameters identified in a staggered adoption difference-in-differences (DID) design. The set of identified group-time ATTs that contribute to the aggregate is trimmed to achieve compositional balance across an event window, ensuring that comparisons of the aggregate parameter over event time reveal dynamic treatment effects and differential pre-trends rather than compositional changes. Taking the trimmed aggregate ATT as a target parameter, we investigate the performance of stacked DID estimators. We show that the most basic stacked estimator does not identify the target aggregate or any other average causal effect because it applies different implicit weights to treatment and control trends. The bias can be eliminated using corrective sample weights. We present a weighted stacked DID estimator, and show that it correctly identifies the target aggregate, providing justification for using the estimator in applied work

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: NBER working paper series ; no. w32054
    Subjects: Differenz von Differenzen; Kausalanalyse; Schätztheorie; Ökonometrie; Econometrics; Estimation: General; General
    Scope: 1 Online-Ressource, illustrations (black and white)
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    Hardcopy version available to institutional subscribers