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Essays on nonparametric estimation o...

Geng, Xin.

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Essays on nonparametric estimation of partially linear models under endogeneity.

Record Type:	Electronic resources : Monograph/item
Title/Author:	Essays on nonparametric estimation of partially linear models under endogeneity./
Author:	Geng, Xin.
Description:	64 p.
Notes:	Source: Dissertation Abstracts International, Volume: 76-10(E), Section: A.
Contained By:	Dissertation Abstracts International76-10A(E).
Subject:	Economic theory. -
Online resource:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=3704700
ISBN:	9781321772913

Essays on nonparametric estimation of partially linear models under endogeneity.
Geng, Xin.

Essays on nonparametric estimation of partially linear models under endogeneity. - 64 p.

Source: Dissertation Abstracts International, Volume: 76-10(E), Section: A.

Thesis (Ph.D.)--University of Colorado at Boulder, 2015.

We propose a kernel based estimator for a partially linear model in triangular systems where endogenous variables appear both in the nonparametric and linear component functions. This model has a wide range of applications in many fields of economics. Compared with the two alternative estimators currently available in the literature for such model, this estimator has an explicit functional form, is much easier to implement, and may significantly outperform theirs in finite sample simulation. Our estimator is inspired by the control function approach of Newey (1999) and was initially proposed by Martins-Filho and Yao (2012). It builds on the additive regression estimation by Kim et al. (1999).

ISBN: 9781321772913Subjects--Topical Terms:

1556984
Economic theory.

Essays on nonparametric estimation of partially linear models under endogeneity.
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020 $a 9781321772913
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100 1 $a Geng, Xin. $3 1278437
245 1 0 $a Essays on nonparametric estimation of partially linear models under endogeneity.
300 $a 64 p.
500 $a Source: Dissertation Abstracts International, Volume: 76-10(E), Section: A.
500 $a Advisers: Carlos Martins-Filho; Donald Waldman.
502 $a Thesis (Ph.D.)--University of Colorado at Boulder, 2015.
520 $a We propose a kernel based estimator for a partially linear model in triangular systems where endogenous variables appear both in the nonparametric and linear component functions. This model has a wide range of applications in many fields of economics. Compared with the two alternative estimators currently available in the literature for such model, this estimator has an explicit functional form, is much easier to implement, and may significantly outperform theirs in finite sample simulation. Our estimator is inspired by the control function approach of Newey (1999) and was initially proposed by Martins-Filho and Yao (2012). It builds on the additive regression estimation by Kim et al. (1999).
520 $a In the first chapter, we fully describe the model and estimators, give the finite sample performance via a Monte Carlo study, and establish: (i) square root n asymptotic normality of the estimator for the parametric component, and (ii) consistency and the uniform convergence rate of the estimator for the nonparametric component. In addition, for statistical inference, a consistent estimator for the covariance of the limiting distribution of the parametric estimator is also provided. Various intermediate results will also be of use to theorists.
520 $a In the second chapter, we study the effects of foreign aid and policy on economic growth. This aid-policy-growth relationship has been a popular topic and quite controversial in the past decade. We use the same data sets of Burnside and Dollar (2000) and Easterly et al. (2004) but implement the estimator derived earlier in the semiparametric model rather than a linear specification. We find that good policy significantly promotes growth, irrespective of aid; aid effect on growth in general is not obvious, but with good policies, aid is growth enhancing at high levels.
590 $a School code: 0051.
650 4 $a Economic theory. $3 1556984
650 4 $a Statistics. $3 517247
650 4 $a Economics. $3 517137
690 $a 0511
690 $a 0463
690 $a 0501
710 2 $a University of Colorado at Boulder. $b Economics. $3 1022426
773 0 $t Dissertation Abstracts International $g 76-10A(E).
790 $a 0051
791 $a Ph.D.
792 $a 2015
793 $a English
856 4 0 $u http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=3704700