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  1. Robust estimation of probit models with endogeneity
    Autor*in: Naghi, Andrea A.; Váradi, Máté; Zhelonkin, Mikhail
    Erschienen: [2021]
    Verlag:  Tinbergen Institute, Amsterdam, The Netherlands

    Probit models with endogenous regressors are commonly used models in economics and other social sciences. Yet, the robustness properties of parametric estimators in these models have not been formally studied. In this paper, we derive the influence... mehr

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    Probit models with endogenous regressors are commonly used models in economics and other social sciences. Yet, the robustness properties of parametric estimators in these models have not been formally studied. In this paper, we derive the influence functions of the endogenous probit model's classical estimators (the maximum likelihood and the two-step estimator) and prove their non-robustness to small but harmful deviations from distributional assumptions. We propose a procedure to obtain a robust alternative estimator, prove its asymptotic normality and provide its asymptotic variance. A simple robust test for endogeneity is also constructed. We compare the performance of the robust and classical estimators in Monte Carlo simulations with different types of contamination scenarios. The use of our estimator is illustrated in several empirical applications.

     
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    hdl: 10419/229710
    Schriftenreihe: Array ; TI 2021, 004
    Schlagworte: Binary outcomes; Probit model; Endogenous variable; Instrumental variable; Robust Estimation
    Umfang: 1 Online-Ressource (circa 29 Seiten), Illustrationen
  2. Fertility and mothers' labour force participation in rural India
    Autor*in: Gupta, Isha
    Erschienen: [2020]
    Verlag:  Università degli studi di Padova, dSEA, [Padova]

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    Schriftenreihe: Marco Fanno working papers ; 267 (December 2020)
    Schlagworte: Female labour force participation; Fertility; Instrumental variable; Local average treatment effect (LATE); India; Compliers
    Umfang: 1 Online-Ressource (circa 49 Seiten), Illustrationen
  3. Causal impact of physical activity on child health and development
    Autor*in: Ha Trong Nguyen; Christian, Hayley; Le, Huong Thu; Connelly, Luke B.; Zubrick, Stephen R.; Mitrou, Francis
    Erschienen: 2022
    Verlag:  Global Labor Organization (GLO), Essen

    The relationship between physical activity and child health and development is well-documented, yet the extant literature provides limited causal insight into the amount of physical activity considered optimal for improving any given health or... mehr

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    The relationship between physical activity and child health and development is well-documented, yet the extant literature provides limited causal insight into the amount of physical activity considered optimal for improving any given health or developmental outcome. This paper exploits exogenous variations in local weather conditions observed across random time use diary dates for the same individuals over time to investigate the causal impact of physical activity on a comprehensive set of health, non-cognitive development, and academic outcomes of children and adolescents. Applying an individual fixed-effects instrumental variables model to a nationally representative panel dataset from Australia, we find that physical activity leads to widespread benefits in child development. These include improved health, social and emotional development, and lower health expenditure. The results further indicate that physical activity offers greater developmental benefits for females. However, we find no evidence that physical activity improves academic performance. Our study highlights that the "optimal" amount of time that children and adolescents should spend physically active each day varies by the health or non-cognitive development outcome of interest. The results are robust to a series of specification and sensitivity tests, including an over-identification test and controlling for weather conditions recorded on the day when development outcomes were assessed.

     
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    hdl: 10419/251855
    Schriftenreihe: GLO discussion paper ; no. 1081
    Schlagworte: Time Allocation; Physical Activity; Time Use Diary; Health; Child Development; Instrumental variable; Panel data
    Umfang: 1 Online-Ressource (circa 64 Seiten), Illustrationen
  4. The effect of immigration on the German housing market
    Autor*in: Unal, Umut; Hayo, Bernd; Erol, Isil
    Erschienen: [2022]
    Verlag:  Philipps-University Marburg, School of Business and Economics, Marburg

    This study provides evidence of the causal impact of immigration on German house prices, flat prices, and flat rents using an extensive dataset covering 382 administrative districts over the period 2004-2020. Employing a panel-data approach and a... mehr

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    This study provides evidence of the causal impact of immigration on German house prices, flat prices, and flat rents using an extensive dataset covering 382 administrative districts over the period 2004-2020. Employing a panel-data approach and a manually constructed shift-share instrument, we show that international migration has a significantly positive short-term effect on German flat prices and rents. House prices are not significantly affected. We estimate that an increase in international migration of 1% of the initial district population causes a hike in flat prices of up to 3% as well as a hike in flat rents of about 1%. The increase in flat prices is more than twice as high as this at the lower end of the market, whereas the flat rental market demonstrates a more linear response. We also discover that immigration's impact on flat prices and rents does not significantly differ across rural and urban areas within the country.

     
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    Schriftenreihe: Joint discussion paper series in economics ; no. 2022, 38
    Schlagworte: Immigration; Housing prices; Rents; Instrumental variable; IV quantile regression; Germanhousing market
    Umfang: 1 Online-Ressource (circa 34 Seiten), Illustrationen
  5. The drowning-out effect
    voter turnout, uncertainty, and protests
    Autor*in: Kikuta, Kyosuke
    Erschienen: [2022]
    Verlag:  Institute of Developing Economies (IDE), JETRO, Chiba, Japan

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    Weitere Identifier:
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    Schriftenreihe: IDE discussion paper ; no. 867
    Schlagworte: Election; Turnout; Conflict; Protest; Instrumental variable
    Umfang: 1 Online-Ressource (circa 40 Seiten)
  6. The effect of removing early retirement on mortality
    Autor*in: Bellés-Obrero, Cristina; Jiménez-Martín, Sergi; Ye, Han
    Erschienen: junio de 2022
    Verlag:  [FEDEA], [Madrid]

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    Schriftenreihe: Documento de trabajo / Fedea ; 2022, 06
    Schlagworte: Pension reform; Mortality; Delaying retirement; Instrumental variable
    Umfang: 1 Online-Ressource (circa 72 Seiten), Illustrationen
  7. Does irrigation development mitigate weather extremes' impacts and reduce poverty?
    evidence from rural Southeast Asia
    Autor*in: Do, Manh Hung; Nguyen, Trung Thanh
    Erschienen: 2023
    Verlag:  Thailand Vietnam Socio Economic Panel (TVSEP), TVSEP Database Centre, Leibniz Universität Hannover, Hannover, Germany

    Water is critical for agriculture in developing countries and climate change has created extreme weather events that push farmers into poverty. In this study, we first examine the role of yearround irrigation at village level in ensuring irrigation... mehr

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    Water is critical for agriculture in developing countries and climate change has created extreme weather events that push farmers into poverty. In this study, we first examine the role of yearround irrigation at village level in ensuring irrigation at household level and helping farmers to cope with weather shocks. We then investigate the effects of irrigation on crop farming efficiency, income, and poverty of rural households. We use a panel dataset of 1,681 households in Thailand and 1,699 households in Vietnam collected in 2010, 2013, and 2016 with a total number of 10,140 observations. Our results show that the availability of year-round irrigation at village level positively and significantly increases the share of irrigated land areas at household level. Besides, weather shocks significantly decrease crop farming efficiency and an improvement in irrigation has a positive effect on farming efficiency. Further, an increase in irrigated land share at household level increases crop income and total household income, and decreases poverty. Our results suggest that making irrigation water available throughout the year is needed for farmers to cope with extreme weather events and to escape from poverty. This should be done by developing infrastructure for ensuring year-round irrigation.

     
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    hdl: 10419/283447
    Schriftenreihe: TVSEP working paper ; WP-034
    Schlagworte: Thailand; Vietnam; Irrigation; Multidimensional poverty; Instrumental variable
    Umfang: 1 Online-Ressource (circa 45 Seiten), Illustrationen
  8. Agricultural commercialization and asset growth for poverty reduction
    evidence from panel data for rural Vietnam
    Autor*in: Schulte, Oliver; Mumber, Julian; Nguyen, Trung Thanh
    Erschienen: 2023
    Verlag:  Thailand Vietnam Socio Economic Panel (TVSEP), TVSEP Database Centre, Leibniz Universität Hannover, Hannover, Germany

    Poverty remains a substantial threat in rural areas of many developing countries, and solving this problem requires an in-depth understanding of the income generating capacity that determines poverty. This paper examines the impact of agricultural... mehr

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    Poverty remains a substantial threat in rural areas of many developing countries, and solving this problem requires an in-depth understanding of the income generating capacity that determines poverty. This paper examines the impact of agricultural commercialization on the capability of rural households to accumulate assets and on structural and multidimensional poverty. A longitudinal dataset of around 2000 households with a total of 9781 observations from five rural surveys undertaken in the period 2008 - 2017 in Vietnam is used. Results from a fixed effects regression with an instrumental variable and a control function approach show that agricultural commercialization has a positive effect on the accumulation of assets and reduces multidimensional and structural poverty over time. However, the effect is not homogeneous and larger for households not mainly engaged in rice commercialization. This suggests that commercialization can be a path out of poverty, especially if policy makers move towards utilizing other crops instead of rice.

     
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    hdl: 10419/283449
    Schriftenreihe: TVSEP working paper ; WP-032
    Schlagworte: Asset growth; Asset-based income; Commercialization; Fixed effects; Instrumental variable; Control function
    Umfang: 1 Online-Ressource (circa 38 Seiten), Illustrationen
  9. Internet use and agricultural productivity
    evidence from rural Vietnam
    Autor*in: Nguyen, Thanh Tung; Nguyen, Trung Thanh; Grote, Ulrike
    Erschienen: 2023
    Verlag:  Thailand Vietnam Socio Economic Panel (TVSEP), TVSEP Database Centre, Leibniz Universität Hannover, Hannover, Germany

    The use of the internet is growing rapidly and has become an engine for economic development. However, few studies have examined the impact of internet use on agricultural production, and the results are not yet conclusive. Employing a dataset of... mehr

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    The use of the internet is growing rapidly and has become an engine for economic development. However, few studies have examined the impact of internet use on agricultural production, and the results are not yet conclusive. Employing a dataset of more than 2,000 observations in rural Vietnam, our study analyses the impact of internet use on agricultural productivity using the heteroskedasticity-based instrument approach suggested by Lewbel (2012) and examines the heterogeneity and distribution of the impact using quantile regressions. Our results show that internet use has significant and positive effects on agricultural productivity. However, these effects are heterogeneous across population groups. The positive effects of internet use are stronger for households with a lower level of education, with a young and female head, and from ethnic minorities. The benefits are also found to be skewed towards the group of farmers at the bottom of the productivity distribution. Therefore, we propose facilitating the diffusion of the internet, since it not only boosts agricultural productivity, but also reduces productivity inequality. In addition, we recommend promoting rural education, supporting local markets, investing more in irrigation systems, and facilitating farm mechanisation.

     
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    hdl: 10419/283450
    Schriftenreihe: TVSEP working paper ; WP-031
    Schlagworte: Rural household; Instrumental variable; Quantile regression; Vietnam
    Umfang: 1 Online-Ressource (circa 61 Seiten)
  10. Households' resilience and local commercialization in Thailand
    Autor*in: Wang, Menglan; Do, Manh Hung
    Erschienen: 2023
    Verlag:  Thailand Vietnam Socio Economic Panel (TVSEP), TVSEP Database Centre, Leibniz Universität Hannover, Hannover, Germany

    Understanding households' resilience strategies under uncertainties is important in several domains including social protection, adaptation to climate change, minimizing disaster-related risks, and humanitarian aid. At the same time, food security is... mehr

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    Understanding households' resilience strategies under uncertainties is important in several domains including social protection, adaptation to climate change, minimizing disaster-related risks, and humanitarian aid. At the same time, food security is an important problem for developing countries, especially in places where are vulnerable to external shocks. We use the data of 1648 identical households from Thailand collected in 2010, 2013, and 2016 to examine the factors affecting households' resilience capacities and the impacts of these capacities on household consumption and crop commercialization. We employ savings per capita as households' absorptive capacity and income diversification index as households' adaptive capacity. We take into account household consumption and crop commercialization as the indicators of local food systems. Our results show that the experience of shocks in previous years positively correlates with households' saving per capita and income diversification. Further, a better absorptive capacity in the form of better savings and a better adaptive capacity in the form of higher income diversification have a significant and positive influence on household expenditure per capita and crop commercialization. Therefore, development policies and programs aiming to improve income, increase savings, and provide income diversification opportunities are strongly recommended.

     
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    hdl: 10419/283451
    Schriftenreihe: TVSEP working paper ; WP-030
    Schlagworte: Absorptive capacity; Adaptive capacity; Crop commercialization; Panel data; Instrumental variable
    Umfang: 1 Online-Ressource (circa 29 Seiten)
  11. Female migrants and online market participation in rural Southeast Asia
    Autor*in: Nguyen, Trung Thanh; Do, Manh Hung
    Erschienen: 2022
    Verlag:  Thailand Vietnam Socio Economic Panel (TVSEP), TVSEP Database Centre, Leibniz Universität Hannover, Hannover, Germany

    This research aimed to examine the factors affecting the participation of female ruralurban migrants in online marketplaces, the welfare gains and their distribution from the participation. Our analysis was based on the data of 373 female rural-urban... mehr

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    This research aimed to examine the factors affecting the participation of female ruralurban migrants in online marketplaces, the welfare gains and their distribution from the participation. Our analysis was based on the data of 373 female rural-urban migrants in Thailand and Vietnam. Online market participation is classified into three activities, financial transaction, trading, and business. We accounted for the endogeneity issue of online market participation in welfare impact assessment by using an instrumental variable approach. Our results show that the participation has a positive effect on the consumption of female migrants only when they participate in the complete bundle of online market activities. In addition, we also find that the poor benefit insignificantly from online marketplaces. This raises a concern of increasing welfare inequality and suggests that the poor should be supported in order not to be left behind.

     
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    hdl: 10419/283455
    Schriftenreihe: TVSEP working paper ; WP-026
    Schlagworte: Impact; Welfare; Poverty; Endogenous; Heterogeneity; Instrumental variable
    Umfang: 1 Online-Ressource (circa 50 Seiten), Illustrationen
  12. Limited monotonicity and the combined compliers LATE
    Autor*in: 't Hoff, Nadja van; Lewbel, Arthur; Mellace, Giovanni
    Erschienen: 2023
    Verlag:  University of Southern Denmark, Faculty of Business and Social Sciences, Department of Economics, Odense, Denmark

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    Schriftenreihe: Discussion papers on economics ; no. 2023, 2
    Schlagworte: Instrumental variable; Local Average Treatment Effect; monotonicity; multiple instruments
    Umfang: 1 Online-Ressource (circa 54 Seiten)
  13. Infant and young child feeding (IYCF) practices and children's nutritional status in Democratic Republic of Congo (DRC)
    evidence from Demographic and Health Surveys
    Autor*in: Mwisha-Kasiwa, Janvier; Mosengo, Cédrick Kalemasi; Kodila-Tedika, Oasis
    Erschienen: [2024]
    Verlag:  African Governance and Development Institute, [Yaoundé]

    This paper uses a pooled dataset of the 2007 and 2014 Demographic and Health Surveys (DHS) to establish the empirical linkages between infant and young child feeding (IYCF) practices and children's nutritional status in Democratic Republic of Congo... mehr

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    This paper uses a pooled dataset of the 2007 and 2014 Demographic and Health Surveys (DHS) to establish the empirical linkages between infant and young child feeding (IYCF) practices and children's nutritional status in Democratic Republic of Congo (DRC). The paper examines all the recommended dimensions of child feeding and builds an index from variables related to breastfeeding, use of bottle-feeding, minimum dietary diversity and number of times child ate solid, semi-solid or soft foods. A series of descriptive analyses and survey-based econometric regressions are carried out while controlling for endogeneity and heterogeneity. The key finding is that infant and young child feeding practices are an important and significant determinant of children's nutritional status as measured by the height-for-age z-score and the probability of stunting. In particular, an increase in the IYCF practices index by 1 unit increases by 0.47 standard score in the height-for-age z-score while it reduces the probability of child stunting by -0.5 controlling for other covariates. The paper recommends to the DRC's Ministry of public health to reinforce the parent's education, especially mothers of children, on the importance of infant and young child feeding practices for the nutrition of their children.

     
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    Schriftenreihe: AGDI working paper ; WP/24, 023
    Schlagworte: Feeding practices; Children's nutritional outcomes; Instrumental variable; Control functions approach; Democratic Republic of Congo
    Umfang: 1 Online-Ressource (circa 24 Seiten)
  14. Semi-parametric estimation in a single-index model with endogenous variables
    Autor*in: Birke, Melanie; Van Bellegem, Sébastien; Van Keilegom, Ingrid
    Erschienen: [2016]
    Verlag:  Centre for Operations Research and Econometrics, Louvain-la-Neuve

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    hdl: 2078.1/174857
    Schriftenreihe: CORE discussion papers ; 2016, 22
    Schlagworte: Endogeneity; Ill-posed inverse problem; Instrumental variable; Semiparametric regression; Single-index model; Tikhonov regularization
    Umfang: 1 Online-Ressource (circa 35 Seiten), Illustrationen
  15. Instrument-based estimation with binarized treatments
    issues and tests for the exclusion restriction
    Autor*in: Eckhoff Andresen, Martin; Huber, Martin
    Erschienen: [2018]
    Verlag:  University of Fribourg, Switzerland, Faculty of Economics and Social Sciences, Fribourg

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    Schriftenreihe: Working papers SES / Université de Fribourg, Faculté des sciences economiques et sociales ; n. 492 (2.2018)
    Schlagworte: Instrumental variable; LATE; binarized treatment; test; exclusion restriction; MTE
    Umfang: 1 Online-Ressource (circa 26 Seiten), Illustrationen
  16. Limited monotonicity and the combined compliers LATE
    Autor*in: 't Hoff, Nadja van; Lewbel, Arthur; Mellace, Giovanni
    Erschienen: [2023]
    Verlag:  Boston College, Chestnut Hill, MA, USA

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    Schriftenreihe: Boston College working papers in economics ; 1059
    Schlagworte: Instrumental variable; Local Average Treatment Effect; monotonicity; multiple instruments
    Umfang: 1 Online-Ressource (circa 53 Seiten), Illustrationen
  17. Inference in near singular regression
    Autor*in: Phillips, Peter C. B.
    Erschienen: 2015
    Verlag:  Cowles Foundation for Research in Economics, Yale Univ., New Haven, Conn.

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    Schriftenreihe: Cowles Foundation discussion paper ; 2009
    Schlagworte: Endogeneity; Instrumental variable; Overidentification test; Regression; Singular Signal Matrix; Structural equation
    Umfang: Online-Ressource (20 S.), graph. Darst.
  18. Dynamic panel GMM with near unity
    Autor*in: Phillips, Peter C. B.
    Erschienen: 2014
    Verlag:  Cowles Foundation for Research in Economics, Yale Univ., New Haven, Conn.

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    Schriftenreihe: Cowles Foundation discussion paper ; 1962
    Schlagworte: Cauchy limit theory; Dynamic panel; GMM estimation; Instrumental variable; Irrelevant instruments; Panel unit roots; Persistence
    Umfang: Online-Ressource (36 S.), graph. Darst.