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Full-Text Articles in Statistical Models
Finding Dynamic Treatment Effects Under Anticipation: Spanking Effects On Behavior, Myoung-Jae Lee, Fali Huang
Finding Dynamic Treatment Effects Under Anticipation: Spanking Effects On Behavior, Myoung-Jae Lee, Fali Huang
Research Collection School Of Economics
The dynamic treatment effect literature considers multiple treatments administered over time, with some treatments affected by interim outcomes. But the literature overlooks the possibility of individuals acting in anticipation of future treatments. This lack of anticipation aspect may not matter in the drug–response relationships which motivated the literature. But human beings (or animals with some intelligence) do not just respond to current and past treatments, but also ‘reflect and anticipate’ future treatments. For example, a punishment or reward is likely to prompt forward looking. Even if no personal punishment or reward is involved, people may take action in anticipation of …
Profile Likelihood Estimation Of Partially Linear Panel Data Models With Fixed Effects, Liangjun Su, Aman Ullah
Profile Likelihood Estimation Of Partially Linear Panel Data Models With Fixed Effects, Liangjun Su, Aman Ullah
Research Collection School Of Economics
We consider consistent estimation of partially linear panel data models with fixed effects. We propose profile-likelihood-based estimators for both the parametric and nonparametric components in the models and establish convergence rates and asymptotic normality for both estimators.
The Kpss Test With Seasonal Dummies, Sainan Jin, Sainan Jin
The Kpss Test With Seasonal Dummies, Sainan Jin, Sainan Jin
Research Collection School Of Economics
It is shown that the KPSS test for stationarity may be applied without change to regressions with seasonal dummies. In particular, the limit distribution of the KPSS statistic is the same under both the null and alternative hypotheses whether or not seasonal dummies are used.