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  1. Marginal effects for probit and tobit with endogeneity
    Autor*in: Evdokimov, Kirill S.; Kalnina, Ilze; Zeleneev, Andrei
    Erschienen: [2023]
    Verlag:  Cemmap, Centre for Microdata Methods and Practice, The Institute for Fiscal Studies, Department of Economics, UCL, [London]

    When evaluating partial effects, it is important to distinguish between structural endogeneity and measurement errors. In contrast to linear models, these two sources of endogeneity affect partial effects differently in nonlinear models. We study... mehr

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    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    DS 243
    Fernleihe:
    keine Fernleihe

     

    When evaluating partial effects, it is important to distinguish between structural endogeneity and measurement errors. In contrast to linear models, these two sources of endogeneity affect partial effects differently in nonlinear models. We study this issue focusing on the Instrumental Variable (IV) Probit and Tobit models. We show that even when a valid IV is available, failing to differentiate between the two types of endogeneity can lead to either under- or over-estimation of the partial effects. We develop simple estimators of the bounds on the partial effects and provide easy to implement confidence intervals that correctly account for both types of endogeneity. We illustrate the methods in a Monte Carlo simulation and an empirical application.

     
    Export in Literaturverwaltung   RIS-Format
      BibTeX-Format
    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Weitere Identifier:
    hdl: 10419/284135
    Auflage/Ausgabe: This version: June 22, 2023
    Schriftenreihe: Cemmap working paper ; CWP23, 11
    Schlagworte: (Average) Partial Effects; Instrumental Variable; Control Variable; Errors-in-Variables; Counterfactuals
    Umfang: 1 Online-Ressource (circa 15 Seiten), Illustrationen
  2. The effect of mass migration on economic development
    Autor*in: Turkum, Betul; Benitez Rubiano, Mariana
    Erschienen: [2023]
    Verlag:  [Aix-Marseille School of Economics], [Aix-en-Provence

    Zugang:
    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    VS 717
    Fernleihe:
    keine Fernleihe
    Export in Literaturverwaltung   RIS-Format
      BibTeX-Format
    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Schriftenreihe: Working papers / AMSE, Aix-Marseille School of Economics ; WP 2023, nr 32
    Schlagworte: Refugees; Economic Development; Regional Variation; Difference-in Differences; Instrumental Variable; GDP per capita
    Umfang: 1 Online-Ressource (circa 45 Seiten), Illustrationen