Search Results - "LEWBEL, ARTHUR"
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Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models
Published in Journal of business & economic statistics (01-01-2012)“…This article proposes a new method of obtaining identification in mismeasured regressor models, triangular systems, and simultaneous equation systems. The…”
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Identification and estimation using heteroscedasticity without instruments: The binary endogenous regressor case
Published in Economics letters (01-04-2018)“…Lewbel (2012) provides an estimator for linear regression models containing an endogenous regressor, when no outside instruments or other such information is…”
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IDENTIFYING THE EFFECT OF CHANGING THE POLICY THRESHOLD IN REGRESSION DISCONTINUITY MODELS
Published in The review of economics and statistics (01-12-2015)“…Regression discontinuity models are commonly used to nonparametrically identify and estimate a local average treatment effect (LATE). We show that the…”
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SHARING RULE IDENTIFICATION FOR GENERAL COLLECTIVE CONSUMPTION MODELS
Published in Econometrica (01-09-2015)“…We propose a method to set identify bounds on the sharing rule for a general collective household consumption model. Unlike the effects of distribution…”
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Identification of additive and polynomial models of mismeasured regressors without instruments
Published in Journal of econometrics (01-10-2017)“…We show nonparametric point identification of a measurement error model with covariates that can be interpreted as invalid instruments. Our main contribution…”
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Why Is Consumption More Log Normal than Income? Gibrat’s Law Revisited
Published in The Journal of political economy (01-12-2009)“…Significant departures from log normality are observed in income data, in violation of Gibrat’s law. We show empirically that the distribution of consumption…”
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Gary Becker's A Theory of the Allocation of Time
Published in The Economic journal (London) (01-03-2015)“…Becker's (1965) paper, 'A Theory of the Allocation of Time' revolutionised the modelling of household behaviour, by unifying Marshallian demand functions for…”
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The Identification Zoo: Meanings of Identification in Econometrics
Published in Journal of economic literature (01-12-2019)“…Over two dozen different terms for identification appear in the econometrics literature, including set identification, causal identification, local…”
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Correlates of Bushmeat Hunting among Remote Rural Households in Gabon, Central Africa
Published in Conservation biology (01-04-2012)“…Hunted wild animals (i.e., bushmeat) are a main source of protein for many rural populations in the tropics, and the unsustainable harvest of these animals…”
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10
Kotlarski with a factor loading
Published in Journal of econometrics (01-07-2022)“…This note extends the Kotlarski (1967) Lemma to show exactly what is identified when we allow for an unknown factor loading on the common unobserved factor…”
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Advice on using heteroskedasticity-based identification
Published in The Stata journal (01-12-2019)“…Lewbel (2012, Journal of Business and Economic Statistics 30: 67–80) provides a heteroskedasticity-based estimator for linear regression models containing an…”
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12
Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients
Published in The Journal of political economy (01-08-2017)“…We prove a new identification theorem showing nonparametric identification of the joint distribution of random coefficients in general nonlinear and additive…”
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13
Estimation of Average Treatment Effects with Misclassification
Published in Econometrica (01-03-2007)“…This paper considers identification and estimation of the effect of a mismeasured binary regressor in a nonparametric or semiparametric regression, or the…”
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14
Inefficient Collective Households: Cooperation and Consumption
Published in The Economic journal (London) (01-07-2022)“…Abstract We propose a model of consumption inefficiency in collective households. Inefficiency depends on a ‘cooperation factor’, which can also affect both…”
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15
Identification of semiparametric model coefficients, with an application to collective households
Published in Journal of econometrics (01-02-2022)“…We prove identification of coefficients for a set of semiparametric specifications that are related to multiple index models. Potential applications of these…”
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16
Tricks with Hicks: The EASI Demand System
Published in The American economic review (01-06-2009)“…We invent Implicit Marshallian demands, which combine desirable features of Hicksian and Marshallian demands. We propose and estimate the Exact Affine Stone…”
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17
A Simple Estimator for Binary Choice Models with Endogenous Regressors
Published in Econometric reviews (07-02-2015)“…This paper provides a few variants of a simple estimator for binary choice models with endogenous or mismeasured regressors, or with heteroskedastic errors, or…”
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18
Estimating a model of inefficient cooperation and consumption in collective households
Published in Review of economics of the household (01-09-2024)“…Lewbel and Pendakur ( 2021 ) propose a model of consumption inefficiency in collective households, based on “cooperation factors". We simplify that model to…”
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LATE With Missing or Mismeasured Treatment
Published in Journal of business & economic statistics (02-10-2022)“…We provide a new estimator, MR-LATE, that consistently estimates local average treatment effects when treatment is missing for some observations, not at…”
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20
Endogenous selection or treatment model estimation
Published in Journal of econometrics (01-12-2007)“…In a sample selection or treatment effects model, common unobservables may affect both the outcome and the probability of selection in unknown ways. This paper…”
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