Metadaten







Promotionsordnung


PromO05

Kumulative Dissertation


ja

Titel


Microeconometric Estimators and Tests based on Nonparametric Methods, Quantile Regression, and Resampling

Titel (englisch)



Autor/Autorin


Huber, Martin

Unter Mitarbeit von


Melly, Blaise (Ph.D.)

Geburtsdatum


06.05.1980

Geburtsort


Innsbruck

Matrikelnummer


05612858

Schlagwörter (GND)


Nichtparametrische Regression; Resampling; Mikroökonomie

DDC (Dewey Decimal Classification)


Wirtschaft - 330

Freie Stichwörter (deutsch)


Schätzverfahren; Ökonometrie; Schätzung; Regressionsanalyse; Statistischer Test

Freie Stichwörter (englisch)


Microeconometrics; Nonparametric Methods; Quantile Regression

Kurzfassung



Kurzfassung (englisch)


This work is concerned with (i) identification under sample selection and (ii) testing of conditions necessary for the consistency of particular classes of estimators. Although methodological, the microeconometric methods discussed are motivated by the problems of applied researchers. Therefore, the main contribution of this work is the proposition of methods which combine existing work in the fields of semi/nonparametric econometrics, quantile regression, and resampling methods in order to provide better tools for applied econometricians.
More specifically, this work proposes identification results and estimators for treatment evaluation in general sample selection models and two test procedures that verify whether two different classes of microeconometric estimators can be validly applied. The first test applies to estimators controlling for sample selection bias and checks whether regressors and errors are independent given the conditional selection probability. This is a necessary condition for the consistency of many procedures proposed in the sample selection literature. The second test applies to propensity score matching estimators used in 'selection on observables' problems and examines whether the treatment variable and other observed confounders (variables related with the treatment and the outcome) are independent given the treatment propensity score, i.e., the conditional probability to be treated.

Universität


Universität St.Gallen

Referent/Referentin


Lechner, Michael (Prof. Dr.)

Korreferent/Korreferentin


Mammen, Enno (Prof. Dr.)

Erweitertes Diss. Komitee


Audrino, Francesco (Prof. Dr.)

Fachgebiet


Economics and Finance (PEF)

Sprache


ENG

Promotionstermin (dd.mm.yyyy)


22.02.2010

Erstellungsjahr (yyyy)


2010

Dokumentart


Dissertation

Format


PDF

Dissertationsnummer


3742

Quelle



PDF-File


dis3742.pdf

Dokumentverknüpfung


Link zu diesem Dokument







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