scholarly journals Nonparametric Identification of First-Price Auctions With Non-Separable Unobserved Heterogeneity

2010 ◽  
Author(s):  
David McAdams ◽  
Yingyao Hu ◽  
Matthew Shum
Keyword(s):  
Unobserved Heterogeneity ◽  
Nonparametric Identification

SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS

2008 ◽  
Vol 24 (3) ◽  
pp. 749-794 ◽  
Author(s):  
Herman J. Bierens
Keyword(s):  
Legendre Polynomials ◽  
Unobserved Heterogeneity ◽  
Unit Interval ◽  
Hazard Models ◽  
Nonparametric Identification ◽  
Proportional Hazard ◽  
Proportional Hazard Models ◽  
Consistency Results ◽  
Interval Censored ◽  
Mixed Proportional Hazard Models

In this paper I propose estimating distributions on the unit interval semi-nonparametrically using orthonormal Legendre polynomials. This approach will be applied to the interval-censored mixed proportional hazard (ICMPH) model, where the distribution of the unobserved heterogeneity is modeled semi-nonparametrically. Various conditions for the nonparametric identification of the ICMPH model are derived. I will prove general consistency results for M-estimators of (partly) non-euclidean parameters under weak and easy-to-verify conditions and specialize these results to sieve estimators. Special attention is paid to the case where the support of the covariates is finite.

University Dropout

2008 ◽  
Vol 29 (3) ◽  
pp. 134-147 ◽  
Author(s):  
Manuel C. Voelkle ◽  
Nicolas Sander
Keyword(s):  
Grade Point Average ◽  
Structural Equation ◽  
Unobserved Heterogeneity ◽  
School Grade ◽  
Grade Point ◽  
High School Grade ◽  
Hands On ◽  
University Dropout ◽  
The Individual ◽  
A Prospective Study

University dropout is a politically and economically important factor. While a number of studies address this issue cross-sectionally by analyzing different cohorts, or retrospectively via questionnaires, few of them are truly longitudinal and focus on the individual as the unit of interest. In contrast to these studies, an individual differences perspective is adopted in the present paper. For this purpose, a hands-on introduction to a recently proposed structural equation (SEM) approach to discrete-time survival analysis is provided ( Muthén & Masyn, 2005 ). In a next step, a prospective study with N = 1096 students, observed across four semesters, is introduced. As expected, average university grade proved to be an important predictor of future dropout, while high-school grade-point average (GPA) yielded no incremental predictive validity but was completely mediated by university grade. Accounting for unobserved heterogeneity, three latent classes could be identified with differential predictor-criterion relations, suggesting the need to pay closer attention to the composition of the student population.

Migration and the Internet

2017 ◽  
Vol 14 (3) ◽  
pp. 331-342 ◽  
Author(s):  
Thomas John Cooke ◽  
Ian Shuttleworth
Keyword(s):  
United States ◽  
Information And Communication Technologies ◽  
Unobserved Heterogeneity ◽  
Panel Study ◽  
The United States ◽  
Negative Effect ◽  
Information And Communication ◽  
Using Data ◽  
And Migration ◽  
Dynamics Models

It is widely presumed that information and communication technologies, or ICTs, enable migration in several ways; primarily by reducing the costs of migration. However, a reconsideration of the relationship between ICTs and migration suggests that ICTs may just as well hinder migration; primarily by reducing the costs of not moving.  Using data from the US Panel Study of Income Dynamics, models that control for sources of observed and unobserved heterogeneity indicate a strong negative effect of ICT use on inter-state migration within the United States. These results help to explain the long-term decline in internal migration within the United States.

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