کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5097120 | 1376572 | 2007 | 33 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Instrumental variable estimation based on conditional median restriction
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله
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چکیده انگلیسی
We develop a method, named the L1 IV estimator, to estimate structural equations based on the conditional median restriction imposed on the error terms. We study its asymptotic behavior and show how to estimate its asymptotic covariance matrix. We also discuss the point identification in the L1 IV estimation and propose an over-identifying restriction test. We further demonstrate the performance of the L1 IV estimator in comparison with the familiar two-stage least squares estimator. The proposed method is applied to estimate the labor supply and wage offer functions for working, married women.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Econometrics - Volume 141, Issue 2, December 2007, Pages 350-382
Journal: Journal of Econometrics - Volume 141, Issue 2, December 2007, Pages 350-382
نویسندگان
Shinichi Sakata,