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Description:: The first chapter of this dissertation develops a two-stage inference method for structural parameters in the linear instrumental variables model. In the first stage, a new statistic is used to detect whether the correlation between the structural error and the reduced form error is small. In the second stage, a...
Keyword:: Inference and Econometrics
Subject:: Economics
Creator:: Sun Yi
Owner:: Scholarly Digital Publishing
Date Uploaded:: 02/12/2018
Date Modified:: 02/13/2018
Date Created:: 2016-01-01
Resource Type:: Dissertation

Description:: This dissertation consists of three essays on the identification analysis of econometric models. The first essay explores the identification question in semiparametric binary response models when all regressors have discrete support. I suggest a recursive procedure that finds sharp bounds on the parameter of interest and can be applied to...
Keyword:: Economics and Econometrics
Subject:: Economics
Creator:: Tatiana Komarova
Owner:: Jason Christ Chandra
Date Uploaded:: 09/16/2018
Date Modified:: 09/16/2018
Date Created:: 2008-10-24
Resource Type:: Dissertation

Description:: This dissertation proposes an oracle efficient estimator in the context of a sparse linear model. Chapter 1 introduces the penalty and the estimator that optimizes a penalized least squares objective. Unlike existing methods, the penalty is differentiable – once, and hence the estimator does not engage in model selection. This...
Keyword:: Lasso, Econometrics, Sparsity, Penalized estimation, and Bootstrap
Subject:: Statistics and Economics
Creator:: Gitlin, Sergey
Owner:: Scholarly Digital Publishing
Language:: en
Date Uploaded:: 02/12/2020
Date Created:: 2019-01-01
Resource Type:: Dissertation
Alternate Identifier:: etdadmin_upload_682504 and http://dissertations.umi.com/northwestern:14786

Description:: This thesis considers identification, estimation, and inference in nonparametric settings. Special attention is given to identification with instrumental variables of small support, and in time series via the ergodic assumption. Chapter 1 considers a nonparametric instrumental regression model in which the regressor and instrument are discretely distributed. Here, we strengthen...
Keyword:: Instrumental variables and Econometrics
Subject:: Economics
Creator:: Loh, Isaac
Owner:: Scholarly Digital Publishing
Language:: en
Date Uploaded:: 06/28/2021
Date Created:: 2021-01-01
Resource Type:: Dissertation
Alternate Identifier:: etdadmin_upload_822161 and http://dissertations.umi.com/northwestern:15599

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