international econometric journal
in Russian language
Enikolopov, Ruben. Estimation of treatment effects
The essay
contains a short survey of methods used for estimation of average treatment
effects, when the independent variable of interest is binary.
Newey, Whitney. Treatment effects
This
essay discusses the issues of identification and estimation of the average treatment
effect and the average effect of treatment on the treated.
Wooldridge, Jeffrey. Difference-in-differences estimation
This
article provides an overview of difference-in-differences estimation, starting
with a review of the basic methodology, discussing in some detail recent
advances in inference, and concluding with new methods for estimating treatment
effects in various nonlinear and semiparametric models.
Biørn, Erik. Estimation of discrete choice and censoring models
This
expository note gives an overview of model specifications, likelihood functions
and a structure of maximum likelihood problems for discrete choice and
censoring models. One part deals with estimation in a single equation case with
unidimensional (cross-sectional) observations. Another part extends the
framework to a two-equation case. The last part is concerned with an extension
to a panel data situation.
Anatolyev, Stanislav; Tsyplakov, Alexander. Where to find data on the
Web?
We
give thematically arranged lists of useful websites where an empirical
economist can find data for research.
Kitov, Victor. Second order bias in a forecast evaluation statistic
We derive
the second order asymptotic bias for a statistic evaluating the quality of
out-of-sample forecasts by parametric models. The existing literature admits
that the quality of the first order asymptotic approximation may be
unsatisfactory. We find that the second order asymptotic bias allows one to
explain insufficient precision of the asymptotic approximation. Simulations
confirm the obtained analytical results.