Econometric Models and Methods

Johnston, J.; Christ, Carl F.

doi:10.2307/1907509

Cited by 64 publications

(73 citation statements)

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“…To estimate the regression parameters with control of first-order autocorrelation, we used the Cochrane-Orcutt procedure, according to the methodology described by Johnston (1991). For configuration of the time-series models with control of higher order autocorrelation, we used generalized least squares regression analysis, as described by Hamilton (1994).…”

Section: B) Methodsmentioning

confidence: 99%

“…The Kendall-Stuart ( Johnston, 1991) and GoldfeldQuandt (Chow, 1983;Johnston, 1991) tests were applied for control purposes and for the dimensioning of heteroscedasticity in the distribution of regression residues. The KolmogorovSmirnov goodness-of-fit test (Daniel, 1995) was applied to evaluate the normality of this distribution, and the Durbin-Watson indicator (Gaynor & Kirkpatrick, 1994;Frees, 1996) to test the values' autocorrelation.…”

Section: B) Methodsmentioning

confidence: 99%

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Tuberculosis in the twentieth century: time-series mortality in São Paulo, Brazil, 1900-97

Antunes

Waldman

1999

Cad. Saúde Pública

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Section: B) Methodsmentioning

confidence: 99%

Section: B) Methodsmentioning

confidence: 99%

Tuberculosis in the twentieth century: time-series mortality in São Paulo, Brazil, 1900-97

Antunes

Waldman

1999

Cad. Saúde Pública

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“…While this was often a necessity in the past, it is now standard to have access to household-level datasets with which to estimate benefit incidence. Grouping observations into province/quantile averages reduces the efficiency of the estimates, yielding larger estimated standard errors (Johnston, 1972). In the application below, I estimate the model on both group averages and household data.…”

Section: Estimating the Benefits Of A Marginal Expansion Of Servicesmentioning

confidence: 99%

Benefits on the Margin: Observations on Marginal Benefit Incidence

Younger

2003

The World Bank Economic Review

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Benefit incidence analysis has become a popular tool over the past decade, especially for researchers at the World Bank (Demery 1997, van de Walle and Nead 1995, Selden and Wasylenko 1992. Despite, or perhaps because of, the popularity of this method, more recent research has pointed out many of its limitations (van de Walle 1998, Lanjouw andRavallion 1999). One of the most common criticisms of the standard benefit incidence method is that its description of average participation rates is not necessarily useful in guiding marginal changes in public expenditure policy from the status quo. This paper considers a variety of options for analyzing the marginal benefit incidence of policy changes. A key conceptual point is that, despite the fact that each method measures "marginal" incidence, they do not in fact measure the same thing, nor are they intended to do so. There are many possible policy changes, and thus many margins of interest. Each method captures one of these, and so is at least potentially of interest for some analyses, while potentially inappropriate for others. Empirically, the precision of the methods differs substantially, with those relying on differenced data or aggregations of households into groups yielding standard errors that are quite large relative to the estimated shares.3

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“…the textbooks by Johnston, 1963or Maddala, 1992. Switching regression models, in which the effects of observed and unobserved characteristics are allowed to differ across states (where the state could be a treatment, and thus the treatment effect would depend on observed and unobserved characteristics) present early approaches of modelling treatment effect heterogeneity and date back to the 1970's (see Quandt, 1972;Heckman, 1976;and Lee, 1979).…”

Section: Introductionmentioning

confidence: 99%

From LATE to MTE: Alternative methods for the evaluation of policy interventions

et al. 2016

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Standard-Nutzungsbedingungen:Die Dokumente auf EconStor dürfen zu eigenen wissenschaftlichen Zwecken und zum Privatgebrauch gespeichert und kopiert werden.Sie dürfen die Dokumente nicht für öffentliche oder kommerzielle Zwecke vervielfältigen, öffentlich ausstellen, öffentlich zugänglich machen, vertreiben oder anderweitig nutzen.Sofern die Verfasser die Dokumente unter Open-Content-Lizenzen (insbesondere CC-Lizenzen) zur Verfügung gestellt haben sollten, gelten abweichend von diesen Nutzungsbedingungen die in der dort genannten Lizenz gewährten Nutzungsrechte. Compared to the existing surveys on the subject, our paper is less technical and speaks to the applied economist with a solid basic understanding of econometric techniques who would like to use MTE estimation. Our framework of analysis is a generalized Roy model based on the potential outcomes framework, within which we define different treatment effects of interest, and review the well-known case of IV estimation with a discrete instrument resulting in a local average treatment effect (LATE). Turning to IV estimation with a continuous instrument we demonstrate that the 2SLS estimator may be viewed as a weighted average of LATEs, and discuss MTE estimation as an alternative and more informative way of exploiting a continuous instrument. We clarify the assumptions underlying the MTE framework and illustrate how the MTE estimation is implemented in practice. Terms of use: Documents inJEL-Codes: C260, I260.

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Econometric Models and Methods

Cited by 64 publications

References 0 publications

Tuberculosis in the twentieth century: time-series mortality in São Paulo, Brazil, 1900-97

Tuberculosis in the twentieth century: time-series mortality in São Paulo, Brazil, 1900-97

Benefits on the Margin: Observations on Marginal Benefit Incidence

From LATE to MTE: Alternative methods for the evaluation of policy interventions

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