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pro vyhledávání: '"Tsyawo, Emmanuel Selorm"'
Pooled panel analyses often mask heterogeneity in unit-specific treatment effects. This challenge, for example, crops up in studies of the impact of democracy on economic growth, where findings vary substantially due to differences in country composi
Externí odkaz:
http://arxiv.org/abs/2408.13047
Quantile and Distribution Treatment effects on the Treated (QTT/DTT) for non-continuous outcomes are either not identified or inference thereon is infeasible using existing methods. By introducing functional index parallel trends and no anticipation
Externí odkaz:
http://arxiv.org/abs/2408.07842
This paper considers identifying and estimating causal effect parameters in a staggered treatment adoption setting -- that is, where a researcher has access to panel data and treatment timing varies across units. We consider the case where untreated
Externí odkaz:
http://arxiv.org/abs/2308.02899
High covariate dimensionality is increasingly occurrent in model estimation, and existing techniques to address this issue typically require sparsity or discrete heterogeneity of the unobservable parameter vector. However, neither restriction may be
Externí odkaz:
http://arxiv.org/abs/2302.09255
Autor:
Jiang, Feiyu, Tsyawo, Emmanuel Selorm
In spite of the omnibus property of Integrated Conditional Moment (ICM) specification tests, they are not commonly used in empirical practice owing to, e.g., the non-pivotality of the test and the high computational cost of available bootstrap scheme
Externí odkaz:
http://arxiv.org/abs/2208.13370
Dissertation/ Thesis
Autor:
Tsyawo, Emmanuel Selorm
Firms’ research and development (R&D) efforts are known to generate spillover effects on other firms’ outcomes, e.g., innovation and productivity. Policy recommendations that ignore spillover effects may not be optimal from a social perspective w
Externí odkaz:
http://hdl.handle.net/20.500.12613/3980
Autor:
Tsyawo, Emmanuel Selorm
The relevance condition of Integrated Conditional Moment (ICM) estimators is significantly weaker than the conventional IV's in at least two respects: (1) consistent estimation without excluded instruments is possible, provided endogenous covariates
Externí odkaz:
http://arxiv.org/abs/2103.09621
This paper introduces an estimator that considerably weakens the conventional relevance condition of instrumental variable (IV) methods, allowing for instruments that are weakly correlated, uncorrelated, or even mean-independent but not independent o
Externí odkaz:
http://arxiv.org/abs/2102.07008
Autor:
Tsyawo, Emmanuel Selorm1 (AUTHOR) emmanuel.tsyawo@um6p.ma
Publikováno v:
Econometrics Journal. May2023, Vol. 26 Issue 2, p235-256. 22p.
Akademický článek
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