Grouped-data estimation and testing in simple labor-supply models

DOI10.1016/0304-4076(91)90101-IMaRDI QIDQ751160zbMATH OpenOpenAlexWikidataFDO

Authors Joshua D. Angrist

Publication date 1991

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4076(91)90101-i

zbMATH Keywords

Analysis-of-Covariance estimatorsestimation of labor-supply modelsgeneralization of Wald's method of fitting straight lineslabor-supply elasticitiespanel datatest for measurement errorTSLS overidentification test statisticTwo-Stage Least-SquaresWald estimator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

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Cites work

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• scientific article; zbMATH DE number 3976184 (Why is no real title available?)
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• Panel data from time series of cross-sections
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• Specification Tests in Econometrics
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Cited in

(20)

• Estimation of a model containing unobservable variables using grouped observations. An application to the permanent income hypothesis
• Restrictions in labor supply estimation:
• Law enforcement, the price of cocaine and cocaine use
• The measurement of labor supply using March CPS: a cautionary tale
• Difference-in-differences with variation in treatment timing
• Moderate deviations for LS estimator in simple linear EV regression model
• Estimating dynamic models from repeated cross-sections
• Estimation of models with grouped and ungrouped data by means of ``2SLS
• Efficient estimation and inference in linear pseudo-panel data models
• Empirical analysis of married women's working time and paid-work equation estimation in Italy
• Consistency for the LS estimator in the linear EV regression model with replicate observations
• scientific article; zbMATH DE number 813727 (Why is no real title available?)
• Instrumental variable estimation based on grouped data
• The loglog law for LS estimator in simple linear EV regression models
• The Central Limit Theorem for LS Estimator in Simple Linear EV Regression Models
• Instrumental variable estimation for functional concurrent regression models
• Identification and estimation of dynamic models with a time series of repeated cross-sections
• The robust F-statistic as a test for weak instruments
• Convergence rate for LS estimator in simple linear EV regression models
• Grouped-data estimation and testing in simple labor-supply models

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