Zobrazeno 1 - 10
of 144
pro vyhledávání: '"jel:C36"'
The set-up considered by Pesaran (Econometrica, 2006) is extended to allow for endogenous explanatory variables. A class of instrumental variables estimators is studied and it is shown that estimators in this class are consistent and asymptotically n
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0aa11b2c2db2be4497e8abc316a7e81d
This paper introduces a novel approach to study the effects of common shocks on panel data models with endogenous explanatory variables when the cross section dimension (N) is large and the time series dimension (T) is fixed: this relies on condition
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::00b0aca88e9090c597edf6483c62ba58
Autor:
Daniel Gutknecht
This paper develops a test for monotonicity of nonparametric regression models under endogeneity, which in its generality is novel in the literature. The test statistic, which is built upon a second order U-process, introduces `correction terms' base
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::34266bf407af48e28d9e70d5a0aa30f5
https://ora.ox.ac.uk/objects/uuid:b2f68e62-a382-4352-8a5a-1927b4becd5e
https://ora.ox.ac.uk/objects/uuid:b2f68e62-a382-4352-8a5a-1927b4becd5e
Autor:
Francesco Sarracino, Fabio Sabatini
Publikováno v:
Social Indicators Research. 142:229-260
We use Italian data from the Multipurpose Household Survey to explore how participation in social networking sites (SNS) such as Facebook and Twitter affects the most economically relevant aspect of social capital, trust. We account for measures of t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d0707ce44aab2caa4c49c5ff43162367
https://doi.org/10.1007/s11205-018-1887-2
https://doi.org/10.1007/s11205-018-1887-2
Autor:
Teresa D. Harrison, Maurice J.G. Bun
Publikováno v:
Econometric Reviews. 38:814-827
We analyze a class of linear regression models including interactions of endogenous regressors and exogenous covariates. We show that, under typical conditions regarding higher-order dependencies between endogenous and exogenous regressors, the OLS e
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7cd1e5dc578b5f195eec77f8d5e0b42f
https://doi.org/10.1080/07474938.2018.1427486
https://doi.org/10.1080/07474938.2018.1427486
Publikováno v:
Konig, M D, Zilibotti, F, Thoenig, M & Rohner, D 2017, ' Networks in Conflict: Theory and Evidence from the Great War of Africa ', Econometrica, vol. 85, no. 4, pp. 1093-1132 . https://doi.org/10.3982/ECTA13117
Econometrica, vol. 85, no. 4, pp. 1093–1132
Econometrica, 85(4), 1093-1132. Wiley-Blackwell
Econometrica, vol. 85, no. 4, pp. 1093–1132
Econometrica, 85(4), 1093-1132. Wiley-Blackwell
We study from both a theoretical and an empirical perspective how a network of military alliances and enmities affects the intensity of a conflict. The model combines elements from network theory and from the politico-economic theory of conflict. We
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::250376ace59285cfda7dbb45736a3ba3
https://hdl.handle.net/1871.1/6bce6ce5-1afa-4a64-b071-e2faafaaad7b
https://hdl.handle.net/1871.1/6bce6ce5-1afa-4a64-b071-e2faafaaad7b
Autor:
Seojeong Lee
Under treatment effect heterogeneity, an instrument identifies the instrument-specific local average treatment effect (LATE). If a regression model is estimated by the two-stage least squares (2SLS) using multiple instruments, then 2SLS is consistent
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ef72b907c0401104e72579b5c1036d33
Publikováno v:
Acta Oeconomica. 65:249-270
This paper aims at investigating the role of different trade regimes in determining the bilateral trade of Western Balkan countries and the enlarged European Union between 2001—2010. Special focus is laid on the intra-regional trade of Western Balk
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fed9777874988e355a8415f08c18f250
https://doi.org/10.1556/032.65.2015.2.4
https://doi.org/10.1556/032.65.2015.2.4
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments
Publikováno v:
American Economic Review. 105:486-490
In this note, we offer an approach to estimating causal/structural parameters in the presence of many instruments and controls based on methods for estimating sparse high-dimensional models. We use these high-dimensional methods to select both which
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ffa57367eb804c6deabaa0663f404bb2
https://doi.org/10.1257/aer.p20151022
https://doi.org/10.1257/aer.p20151022
Autor:
Claire-Lorentz Ugo-Ike, Daniel Ogabiela, Stone Conroy, Lisa Inks, Topher L. McDougal, Caitriona Dowd, Talia Hagerty
Publikováno v:
Economics of Peace and Security Journal. 10:54-65
This study estimates the relationship between violent conflict and household income in four states of Nigeria’s Middle Belt region (Benue, Kaduna, Nasarawa, and Plateau) where farmers and pastoralists routinely clash over access to farmland, grazin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::76adfa64d6bb46af71c7797e1747cd4f
http://www.epsjournal.org.uk/index.php/EPSJ/article/view/213
http://www.epsjournal.org.uk/index.php/EPSJ/article/view/213