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Please Call Again: Correcting Nonresponse Bias in Treatment Effect Models

请再次致电:校正处理效应模型中的无应答偏差

We propose a novel selectivity correction procedure to deal with survey attrition in treatment effect models, at the crossroads of the Heckit model and the bounding approach of Lee (2009). As a substitute for the instrument needed in sample selectivity correction models, we use information on the number of prior calls made to each individual before obtaining a response to the survey. We obtain sharp bounds to the average treatment effect on the common support of responding…

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Moment Estimation With Attrition

存在样本流失时的矩估计

We study the effects of the attrition of firms from longitudinal samples on the estimates of dynamic labor demand models. The reasons for attrition from business-based longitudinal samples are extremely varied and are related to both the economic activity of the business and the methods of acquiring sampling frame information for those businesses. We do an exhaustive study of the available information regarding the attrition of French firms from our analysis sample. We…

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ESTIMATING THE INNOVATION FUNCTION FROM PATENT NUMBERS: GMM ON COUNT PANEL DATA

从专利数量估计创新函数:计数面板数据的 GMM 方法

The purpose of this paper is to estimate the patent equation, an empirical counterpart to the 'knowledge-production function'. Innovation output is measured through the number of European patent applications and the input by research capital, in a panel of French manufacturing firms. Estimating the innovation function raises specific issues related to count data. Using the framework of models with multiplicative errors, we explore and test for various specifications:…

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