international econometric journal
in Russian language
Nivorozhkin, Anton. Regression discontinuity design
This essay
presents a brief review of the theory and empirical implementation of the
discontinuity design for estimation of treatment effects of programs. Using
published studies as examples, we consider the main difficulties in
applications of the discontinuity design in practice and interpretation of
results.
Sándor, Zsolt. Multinomial discrete choice models
This
essay briefly describes the main features of some well-known multinomial
discrete choice models: the standard logit, the mixed logit, and the probit.
Aguirregabiria, Victor. Some notes on sample selection models
Sample
selection problems are pervasive when working with micro economic models and
datasets of individuals, households or firms. During the last three decades,
there have been very significant developments in this area of econometrics.
Different type of models have been proposed and used in empirical applications.
And new estimation and inference methods, both parametric and semiparametric,
have been developed. These notes provide a brief introduction to this large
literature.
Anatolyev, Stanislav. Nonparametric regression
This
essay covers the principles and methodology of nonparametric estimation of a
mean regression. The emphasis is put on kernel smoothing, but non-kernel
methods are also reviewed.
Kristensen, Dennis. Semiparametric modelling and estimation
Semiparametric
models are characterized by a finite- and infinite-dimensional (functional)
component. As such they allow for added flexibility over fully parametric
models, and at the same time estimators of parametric components can be
developed that exhibit standard parametric convergence rates. These two
features have made semiparametric models and estimators increasingly popular in
applied economics. We give a partial overview over the literature on
semiparametric modelling and estimation with particular emphasis on
semiparametric regression models. The main focus is on developing two-step
semiparametric estimators and deriving their asymptotic properties. We do
however also briefly discuss sieve-based estimators and semiparametric
efficiency.