Palgrave Handbook of Econometrics: Applied Econometrics

752 Microeconometrics: Methods and Developments Note that (14.26) and (14.27) imply: yi=diy 1 i+( 1 −di)y 0 i=y 0 i+αidi. (14.28 ...

A. Colin Cameron 753 apply only to conditional means (and not the entire distribution). The assumption implies that: αATET(x)=E[ ...

754 Microeconometrics: Methods and Developments explainyin the absence of treatment. This more parametric method has the advan- ...

A. Colin Cameron 755 grouping onxand then calculating within each group the four relevant averages ofy. Sample selection models ...

756 Microeconometrics: Methods and Developments Evaluating at two pointszandz′and subtracting yields the LATE: αLATE(z)= E[y|z]− ...

A. Colin Cameron 757 that when difference-in-difference methods are used with panel data it is critical that one uses cluster-ro ...

758 Microeconometrics: Methods and Developments OLS estimator. For example, in the simple case of a scalar regressorxand scalar ...

A. Colin Cameron 759 To relate this to the treatment effects literature,xitmay include a binary treat- mentditthat is correlated ...

760 Microeconometrics: Methods and Developments An important result is that the fixed effects and first differences estimators o ...

A. Colin Cameron 761 marginal effect is twice as large. Quite flexible modeling of heterogeneity in E[yi|xi] and the associated ...

762 Microeconometrics: Methods and Developments multinomial data (whereuis now a vector) and normal mixtures for linear and nonl ...

A. Colin Cameron 763 a separable model. But this is not a structural model in the sense of the ASF given earlier. Controlling fo ...

764 Microeconometrics: Methods and Developments exogenous samplingg(x)does not involveθ, so that inference onθcan be based on th ...

A. Colin Cameron 765 positively correlated. The standard procedure in econometrics is to use estima- tors that ignore the cluste ...

766 Microeconometrics: Methods and Developments Microeconometrics applications rarely use multiple imputation methods, in part d ...

A. Colin Cameron 767 There are several ways to secure identification ofβ. These include instrumental variables methods (assuming ...

768 Microeconometrics: Methods and Developments Acknowledgments This chapter draws considerably on Cameron and Trivedi (2005). E ...

A. Colin Cameron 769 Bellemare, C., B. Melenberg and A. van Soest (2002) Semiparametric models for satisfaction with income.Port ...

770 Microeconometrics: Methods and Developments Chib, S. (1992) Bayes regression for the tobit censored regression model.Journal ...

A. Colin Cameron 771 Hausman, J.A., J. Abrevaya and F.M. Scott-Morton (1998) Misclassification of the dependent variable in a di ...