9 datasets found

Using state administrative records matched to the 1984 Survey of Income and Program Participation, we examine intertemporal relationships in response errors. False negative...

We develop a panel data model explaining answers to subjective probabilities about binary events and estimate it using data from the Health and Retirement Study on six such...

Decision makers often observe point forecasts of the same variable computed, for instance, by commercial banks, IMF and the World Bank, but the econometric models used by such...

A new estimator is proposed for linear triangular systems, where identification results from the model errors following a bivariate and diagonal GARCH(1,1) process with...

We examine the effect of survey measurement error on the empirical relationship between child mental health and personal and family characteristics, and between child mental...

Many empirical applications of regression discontinuity (RD) models use a running variable that is rounded and hence discrete, e.g.?age in years, or birth weight in ounces. This...

Factor models of disaggregate inflation indices suggest that sectoral shocks generate the bulk of sectoral inflation variance, but no persistence. Aggregate shocks, by contrast,...

This paper investigates measurement error biases in estimated poverty transition matrices. We compare transition matrices based on survey expenditure data to transition matrices...

We characterize the optimal loss functions for predicted click-through rates in auctions for online advertising. Whereas standard loss functions such as mean squared error or...