Download or read book Essays on Treatment Effects and Moment Inequalities written by Richard Charles Chiburis and published by . This book was released on 2009 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: This dissertation examines methods for evaluating the causal effect of a treatment on a binary outcome using observational data, in which the treatment has not been assigned randomly. For example, consider estimating the average effect of attending a private high school on the probability of graduation. Although private schools may have higher graduation rates than public schools, perhaps the students who choose to attend private schools are better students initially and would perform well at public schools too. In such a case, the treatment exhibits selection bias, making it more difficult to estimate the causal treatment effect.
Download or read book Handbook of Econometrics written by and published by Elsevier. This book was released on 2020-11-25 with total page 594 pages. Available in PDF, EPUB and Kindle. Book excerpt: Handbook of Econometrics, Volume 7A, examines recent advances in foundational issues and "hot" topics within econometrics, such as inference for moment inequalities and estimation of high dimensional models. With its world-class editors and contributors, it succeeds in unifying leading studies of economic models, mathematical statistics and economic data. Our flourishing ability to address empirical problems in economics by using economic theory and statistical methods has driven the field of econometrics to unimaginable places. By designing methods of inference from data based on models of human choice behavior and social interactions, econometricians have created new subfields now sufficiently mature to require sophisticated literature summaries. - Presents a broader and more comprehensive view of this expanding field than any other handbook - Emphasizes the connection between econometrics and economics - Highlights current topics for which no good summaries exist
Download or read book Essays in Honor of M Hashem Pesaran written by Alexander Chudik and published by Emerald Group Publishing. This book was released on 2022-01-18 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: The collection of chapters in Volume 43 Part B of Advances in Econometrics serves as a tribute to one of the most innovative, influential, and productive econometricians of his generation, Professor M. Hashem Pesaran.
Download or read book Essays on the Causes and Consequences of Inequalities in Health written by Paul Contoyannis and published by . This book was released on 1999 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Advances in Economics and Econometrics written by Econometric Society. World Congress and published by Cambridge University Press. This book was released on 2017 with total page 381 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This is the first of two volumes containing papers and commentaries presented at the Eleventh World Congress of the Econometric Society, held in Montréal, Canada in August 2015. These papers provide state-of-the-art guides to the most important recent research in economics today. This book includes surveys and interpretations of key developments in economics and econometrics, and discussion of future directions for a wide variety of topics, covering both theory and application. These volumes provide a unique, accessible survey of progress on the discipline, written by leading specialists in their fields. The first volume includes theoretical and applied papers addressing topics such as dynamic mechanism design, agency problems, and networks"--
Download or read book Recent Advances and Future Directions in Causality Prediction and Specification Analysis written by Xiaohong Chen and published by Springer Science & Business Media. This book was released on 2012-08-01 with total page 582 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a collection of articles that present the most recent cutting edge results on specification and estimation of economic models written by a number of the world’s foremost leaders in the fields of theoretical and methodological econometrics. Recent advances in asymptotic approximation theory, including the use of higher order asymptotics for things like estimator bias correction, and the use of various expansion and other theoretical tools for the development of bootstrap techniques designed for implementation when carrying out inference are at the forefront of theoretical development in the field of econometrics. One important feature of these advances in the theory of econometrics is that they are being seamlessly and almost immediately incorporated into the “empirical toolbox” that applied practitioners use when actually constructing models using data, for the purposes of both prediction and policy analysis and the more theoretically targeted chapters in the book will discuss these developments. Turning now to empirical methodology, chapters on prediction methodology will focus on macroeconomic and financial applications, such as the construction of diffusion index models for forecasting with very large numbers of variables, and the construction of data samples that result in optimal predictive accuracy tests when comparing alternative prediction models. Chapters carefully outline how applied practitioners can correctly implement the latest theoretical refinements in model specification in order to “build” the best models using large-scale and traditional datasets, making the book of interest to a broad readership of economists from theoretical econometricians to applied economic practitioners.
Download or read book Advances in Economics and Econometrics Volume 2 written by Bo Honoré and published by Cambridge University Press. This book was released on 2017-11-02 with total page 381 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the second of two volumes containing papers and commentaries presented at the Eleventh World Congress of the Econometric Society, held in Montreal, Canada in August 2015. These papers provide state-of-the-art guides to the most important recent research in economics. The book includes surveys and interpretations of key developments in economics and econometrics, and discussion of future directions for a wide variety of topics, covering both theory and application. These volumes provide a unique, accessible survey of progress on the discipline, written by leading specialists in their fields. The second volume addresses topics such as big data, macroeconomics, financial markets, and partially identified models.
Download or read book Selected Papers of J Robert Schrieffer written by John Robert Schrieffer and published by World Scientific. This book was released on 2002 with total page 528 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents papers by theoretical physicist J. Robert Schrieffer on topics in superconductivity and condensed matter physics.
Download or read book Quality and Inequality of Education written by Jaap Dronkers and published by Springer Science & Business Media. This book was released on 2010-07-03 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt: This cogent analysis of data on education and society from a variety of sources sets out to provide answers to scientific and policy questions on the quality of education and the way it relates to various forms of inequality in modern societies, particularly in Europe. The authors examine not only the well known cross-national PISA datasets, but also the European Social Survey and TIMSS, going further than many researchers by folding into their analyses economic, legal and historical factors. Most research up to now using the PISA data is restricted to educational research. Interesting as that educational question is, the chapters here use the PISA, and other data, to explore more profoundly the relationship between education and the various forms of inequality in European and other modern societies. The work comes from two different perspectives: one that looks at how the different characteristics of societies, their economies, and their educational systems influence the average educational achievements of specific groups of pupils, such as immigrants, in those societies; and a second, which explores how, and in what degree, the characteristics of schools, educational systems and labour-markets either hardens or softens differences in the educational outcomes of various groups of pupils. With a special feature of the book being its emphasis on comparing Asian and European countries, and with the content free of the political constraints that can often attend studies of these datasets, this book will be an vital resource for educationalists and policy-makers alike.
Download or read book Handbook of Research Methods and Applications in Empirical Microeconomics written by Hashimzade, Nigar and published by Edward Elgar Publishing. This book was released on 2021-11-18 with total page 672 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written in a comprehensive yet accessible style, this Handbook introduces readers to a range of modern empirical methods with applications in microeconomics, illustrating how to use two of the most popular software packages, Stata and R, in microeconometric applications.
Download or read book Essays in Econometrics written by Kirill Ponomarev and published by . This book was released on 2022 with total page 162 pages. Available in PDF, EPUB and Kindle. Book excerpt: The chapters of this dissertation are devoted to three different topics. The first chapter studies estimation of parameters expressed via non-differentiable functions. Such parameters are abundant in econometric models and typically take the form of maxima or minima of some estimable objects. Examples include bounds on the average treatment effects in non-experimental settings, identified sets for the coefficients in regression models with interval-valued data, bounds on the distribution of wages accounting for selection into employment, and many others. I consider estimators of the form $\phi(\hat{\theta}_n + \hat{v}_{1, n}) + \hat{v}_{2, n}$, where $\hat{\theta}_n$ is the efficient estimator for $\theta_0$, and $\hat{v}_{1, n}, \hat{v}_{2, n}$ are suitable adjustment terms. I characterize the optimal adjustment terms and develop a general procedure to compute them from the data. A simulation study shows that the proposed estimator can have lower finite-sample bias and variance than the existing alternatives. As an application, I consider estimating the bounds on the distribution of valuations and the optimal reserve price in English auctions with independent private values. Empirically calibrated simulations show that the resulting estimates are substantially sharper than the previously available ones. The second chapter studies inequality selection in partially identified models. Many partially identified models have the following structure: given a parameter vector and covariates, the model produces a set of predictions while the researcher observes a single outcome. Examples include entry games with multiple equilibria, network formation models, discrete-choice models with endogenous explanatory variables or heterogeneous choice sets, and auctions. Sharp identified sets for structural parameters in such models can be characterized via a special kind of moment inequalities. For a given parameter value, the inequalities verify that the observed conditional distribution of the outcome given covariates belongs to the set of distributions admitted by the model. In practice, checking all of the inequalities is often computationally infeasible, and many of them may not even be informative. Therefore, some inequality selection is required. In this chapter, I propose a new analytical criterion that dramatically reduces the number of inequalities required to characterize the sharp identified set. In settings where the outcome space is finite, I characterize the smallest subset of inequalities that guarantees sharpness and show that it can be efficiently computed using graph propagation techniques. I apply the proposed criterion in the context of market entry games, network formation, auctions, and discrete-choice. The third chapter (coauthored with Liqiang Shi) is about model selection for policy learning. When treatment effects are heterogeneous, a decision-maker that has access to (quasi- )experimental data can attempt to find the optimal policy function, mapping observable characteristics into treatment choices, to maximize utilitarian welfare. When several different policy classes are available, the choice of the policy class poses a model selection problem. In this chapter, following Athey and Wager (2021) and Mbakop and Tabord-Meehan (2021), we propose a policy learning algorithm that leverages doubly-robust estimation and incorporates data-driven model selection. We show that the proposed algorithm automatically selects the best available class of policies and achieves the optimal $n^{-1/2}$ rate of convergence in terms of expected regret. We also refine some of the existing related results and derive a new finite-sample lower bound on expected regret.
Download or read book High Dimensional Probability written by Roman Vershynin and published by Cambridge University Press. This book was released on 2018-09-27 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt: An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.
Download or read book Current Technical Papers written by and published by . This book was released on 1973 with total page 492 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1979 with total page 990 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lists citations with abstracts for aerospace related reports obtained from world wide sources and announces documents that have recently been entered into the NASA Scientific and Technical Information Database.
Download or read book ESSAYS IN SEMIPARAMETRIC IDENTIFICATION AND ESTIMATION written by Rui Wang and published by . This book was released on 2022 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Chapter 1: Our paper characterizes partial identification of a binary choice model when the binary dependent variable is potentially misreported. We propose two different approaches by exploiting different instrumental variables respectively. In the first approach, the instrument is assumed to only affect the true dependent variable but not misreporting probabilities. The second approach uses an instrument that only affects misreporting probabilities monotonically but does not influence the true dependent variable. Our approaches do not impose distributional assumptions over unobserved disturbances and do not assume parametric models for the misreporting process. We characterize conditional moment inequalities based on the identification results, and this approach is shown to perform more robustly than the parametric method via simulations. In an extension, we study the identification by using two instruments jointly and under one-sided misreporting. Chapter 2: The paper characterizes new point identification results of the local average treatment effect by using two instruments but requiring weaker assumptions on both instruments compared to Imbens and Angrist (1994). Imbens and Angrist (1994) require an instrument to satisfy the conditions of exclusion, monotonicity, and independence, while their results do not hold if one of the conditions fails. My paper uses two instruments; however, the first instrument is allowed to violate the exclusion restriction and the second instrument does not need to satisfy the monotonicity condition. Therefore, the first instrument can affect the outcome via both direct effects and a shift in the treatment status. My method can identify the direct effects of the first instrument via exogenous variation in the second instrument and consequently identify the local average treatment effect. An estimator for the local average treatment effect is developed, and using Monte Carlo simulations, it is shown to perform more robustly than the instrumental variable estimand.
Download or read book Communities in Action written by National Academies of Sciences, Engineering, and Medicine and published by National Academies Press. This book was released on 2017-04-27 with total page 583 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the United States, some populations suffer from far greater disparities in health than others. Those disparities are caused not only by fundamental differences in health status across segments of the population, but also because of inequities in factors that impact health status, so-called determinants of health. Only part of an individual's health status depends on his or her behavior and choice; community-wide problems like poverty, unemployment, poor education, inadequate housing, poor public transportation, interpersonal violence, and decaying neighborhoods also contribute to health inequities, as well as the historic and ongoing interplay of structures, policies, and norms that shape lives. When these factors are not optimal in a community, it does not mean they are intractable: such inequities can be mitigated by social policies that can shape health in powerful ways. Communities in Action: Pathways to Health Equity seeks to delineate the causes of and the solutions to health inequities in the United States. This report focuses on what communities can do to promote health equity, what actions are needed by the many and varied stakeholders that are part of communities or support them, as well as the root causes and structural barriers that need to be overcome.
Download or read book Nonlinear Statistical Modeling written by Takeshi Amemiya and published by Cambridge University Press. This book was released on 2001-01-08 with total page 472 pages. Available in PDF, EPUB and Kindle. Book excerpt: This collection investigates parametric, semiparametric, nonparametric, and nonlinear estimation techniques in statistical modeling.
