Essays on Measurement Error, Nonstationary Panels and Nonparametrics Econometrics.

Author:   Long Liu
Publisher:   Proquest, Umi Dissertation Publishing
ISBN:  

9781243555915


Pages:   182
Publication Date:   03 September 2011
Format:   Paperback
Availability:   Not yet available   Availability explained
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Essays on Measurement Error, Nonstationary Panels and Nonparametrics Econometrics.


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My dissertation consists three independent chapters. The first chapter studies the asymptotic properties of standard panel data estimators in a simple panel regression model with random error component disturbances. Both the regressor and the remainder disturbance term are assumed to be autoregressive and possibly non-stationary. Ordinary least squares (OLS), fixed effects (FE), first-difference (FD), and generalized least squares (GLS) estimators are shown to have asymptotic normal distributions and have different convergence rates dependent on the non-stationarity of the regressors and the remainder disturbances. The second chapter extends Robinson's (1988) partially linear estimator to admit the mix of datatypes typically encountered by applied researchers, namely, categorical (nominal and ordinal) and continuous. We employ Racine and Li's (2004) mixed data kernel method, and extend this so that a mix of continuous and/or categorical variables can appear in the nonparametric part. The coefficient estimator appearing in the linear part is shown to be n -consistent. The third chapter examines measurement errors contained in hourly and weekly earnings reported or calculated in the Outgoing Rotation Group of Current Population Survey (CPS) and March Supplementary Survey from 1998 to 2004. The findings suggest that weekly earnings contain less errors than hourly wages, and that the Outgoing Rotation Group contains less errors than the March Supplementary CPS. The chapter also finds that the errors in the Outgoing Rotation Group and the March Supplementary CPS are not normally distributed nor independent of respondents' demographic characteristics.

Full Product Details

Author:   Long Liu
Publisher:   Proquest, Umi Dissertation Publishing
Imprint:   Proquest, Umi Dissertation Publishing
Dimensions:   Width: 20.30cm , Height: 1.20cm , Length: 25.40cm
Weight:   0.372kg
ISBN:  

9781243555915


ISBN 10:   1243555912
Pages:   182
Publication Date:   03 September 2011
Audience:   General/trade ,  General
Format:   Paperback
Publisher's Status:   Active
Availability:   Not yet available   Availability explained
This item is yet to be released. You can pre-order this item and we will dispatch it to you upon its release.

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