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IDENTIFICATION AND ESTIMATION OF TREATMENT EFFECTS WITH A REGRESSION-DISCONTINUITY DESIGN
Ž. THE REGRESSION DISCONTINUITY RD data design is a quasi-experimental design with the defining characteristic that the probability of receiving treatment changes discontinuously as a function of oneExpand
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On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects
The role of propensity score in the efficient estimation of the average treatment effects is examined. If the treatment is ignorable given some observed characteristics, it is shown that theExpand
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Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both N and T are Large
We consider a dynamic panel AR(1) model with fixed effects when both "n" and "T" are large. Under the "T fixed n large" asymptotic approximation, the maximum likelihood estimator is known to beExpand
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JACKKNIFE AND ANALYTICAL BIAS REDUCTION FOR NONLINEAR PANEL MODELS
Fixed effects estimators of panel models can be severely biased because of the well-known incidental parameters problem. We show that this bias can be reduced by using a panel jackknife or anExpand
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Understanding Bias in Nonlinear Panel Models: Some Recent Developments ∗
The purpose of this paper is to review recently developed methods of estimation of nonlinear fixed effects panel data models with reduced bias properties. We begin by describing fixed effectsExpand
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A New Specification Test for the Validity of Instrumental Variables
We develop a new specification test for IV estimators adopting a particular second order approximation of Bekker. The new specification test compares the difference of the forward (conventional) 2SLSExpand
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An Alternative Estimator for the Censored Quantile Regression Model
This paper introduces an alternative estimator for the linear censored quantile regression model. The estimator also applies to cases where the censoring point is unknown. Since the objectiveExpand
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Estimation with Weak Instruments: Accuracy of Higher-Order Bias and MSE Approximations
In this paper, we consider parameter estimation in a linear simultaneous equations model. It is well known that two-stage least squares (2SLS) estimators may perform poorly when the instruments areExpand
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A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators
The goal of this paper is to develop techniques to simplify semiparametric inference. We do this by deriving a number of numerical equivalence results. These illustrate that in many cases, one canExpand
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Weak Instruments: Diagnosis and Cures in Empirical Econometrics
What is the weak-instruments (WI) problem and what causes it? Universal agreement does not exist on these questions. We define weak instruments by two features: (i) two-stage least squares (2SLS)Expand
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