Using matching, instrumental variables and control functions to estimate economic choice models
By James J. Heckman, Salvador Navarro-Lozano. 2004
259 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/8fe3fddf81d6f6698590e2532b81f01dd6ae78bc
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In Economics and Econometrics
- Xun Lu
- A. Shivdasani
- Irina Stefanescu
- Halbert White
- Mariagrazia Squicciarini
- Liangjun Su
- Andrew J. Patton
- Dimitris Nicolas Politis
Citations in the corpus
- Selection Bias, Comparative Advantage and Heterogeneous Returns to Education: Evidence from China in 2000 (2003, unknown): “is a consistent estimator for () X β (Heckman, 1997 and Heckman and Navarro-Lozano, 2003 ).”
- Sensitivity of Propensity Score Methods to the Specifications (2008, unknown): “…set ( ( ) p x ), they will be also independent conditional on a larger information set ( ( ) b x ), i.e., 0 0 [ | 1, ( ) ] [ | 0, ( ) ] E Y T p X p E Y T p X p = = = = = 0 0 [ | 1, ( ) ] [ | 0, ( ) ] E Y T b X b E Y T b X b ⇒ = = = = = Heckman and Navarro-Lozano (2004) formally discuss this point.”
- Robustness checks and robustness tests in applied economics (2014, background): “…contain more information than is minimally needed to identify o : To obtain core covariates, we therefore seek a subvector W 1 of W such that X 1 = (Z 0 ; W 0 1 ) 0 generates what Heckman and Navarro-Lozano (2004) call the minimum relevant information set, the smallest information set giving D ?”
- Recruiting for Ideas: How Firms Exploit the Prior Inventions of New Hires (2010, unknown): “…also depend on unobservables or on observables that are impractical to fully match on, any matching-based procedure (in the absence of an exogenous instrument or a natural experiment) can only reduce endogeneity concerns rather than completely eliminate them (Heckman and Navarro-Lozano 2004).”
- Formal Versus Informal Finance : Evidence from China (2008, unknown): “As Li and Prabhala (2007) and Heckman and Navarro-Lozano (2004) note, strictly speaking we do not need any exclusion restrictions because the model is identified by non-linearity, thus allowing estimation.”