Tailor-made tests for goodness of fit to semiparametric hypotheses (2006)
Bickel, Peter J., Ritov, Ya'acov, Stoker, Thomas M.
We introduce a new framework for constructing tests of general semiparametric hypotheses which have nontrivial power on the $n^{-1/2}$ scale in every direction, and can be tailored to put substantial...
Tailor-made tests for goodness of fit to semiparametric hypotheses (2006)
Bickel, Peter J., Ritov, Ya’acov, Stoker, Thomas M.
We introduce a new framework for constructing tests of general semiparametric hypotheses which have nontrivial power on the n−1/2 scale in every direction, and can be tailored to put substantial...
Censored Regressors and Expansion Bias (2004)
Rigobon, Roberto, Stoker, Thomas M.
We show how using censored regressors leads to expansion bias, or estimated effects that are proportionally too large. We show the necessity of this effect in bivariate regression and illustrate the...
Censored Regressors and Expansion Bias (2004)
Rigobon, Roberto, Stoker, Thomas M.
We show how using censored regressors leads to expansion bias, or estimated effects that are proportionally too large. We show the necessity of this effect in bivariate regression and illustrate the...
Goodness-of-fit tests for regression using kernel methods (1994)
Aït-Sahalia, Yacine., Bickel, Peter J., Stoker, Thomas M.
Cover title.
Semiparametric Estimation of Index Coefficients.
Powell, James L, Stock, James H, Stoker, Thomas M
This paper gives a solution to the problem of estimating coefficients of index models, through the estimation of the density-weighted average derivative of a general regression function. A normalized...
Richard Blundell, Thomas M. Stoker
This survey covers recent solutions to aggregation problems in three application areas, consumer demand analysis, consumption growth and wealth, and labor participation and wages. Each area involves...
Models of Aggregate Economic Relationships that Account for Heterogeneity
Blundell, Richard, Stoker, Thomas M., J.J. Heckman, E.E. Leamer
This chapter covers recent solutions to aggregation problems in three application areas: consumer demand analysis, consumption growth and wealth, and labor participation and wages. Each area involves...
ESTIMATION WITH CENSORED REGRESSORS: BASIC ISSUES
Roberto Rigobon, Thomas M. Stoker
We study issues that arise for estimation of a linear model when a regressor is censored. We discuss the efficiency losses from dropping censored observations, and illustrate the losses for bound...
Tests of Additive Derivative Constraints.
This paper proposes nonparametric tests of additive constraints on the first and second derivatives of a model E(y/x) = g(x), where the true function g is unknown. Such constraints are illustrated by...
Panel data analysis of U.S. coal productivity
Stoker, Thomas M., Berndt, Ernst R., Denny Ellerman, A., Schennach, Susanne M.
Efficiency of Weighted Average Derivative Estimators and Index Models.
Newey, Whitney K, Stoker, Thomas M
Weighted average derivatives are useful parameters for semiparametric index models and nonparametric demand analysis. This paper gives efficiency results for average derivative estimators, including...
Interpreting Aggregate Wage Growth: The Role of Labor Market Participation
Richard Blundell, Howard Reed, Thomas M. Stoker
A new and easily implementable framework for the empirical analysis of the relationship between aggregate and individual wages is developed. Aggregate real wages are shown to contain three important...
The Distributional Welfare Effects of Rising Prices in the United States: The 1970's Experience.
This paper presents estimates of the distributional welfare impacts ofthe actual price rises of energy and nonenergy commodities during the1970-80 decade in the United States. Measures of welfare...
World Carbon Dioxide Emissions: 1950-2050
Richard Schmalensee, Thomas M. Stoker, Ruth A. Judson
Emissions of carbon dioxide from the combustion of fossil fuels, which may contribute to long-term climate change, are projected through 2050 using reduced-form models estimated with national-level...
The use of average and distribution data to characterize micro functions
HD28 .M414 no.1207-, 81,
Completeness, distribution restrictions and the form of aggregate functions
HD28 .M414 no.1345-, 82,
Aggregation, efficiency and cross section regression
HD28 .M414 no.1453-, 83, Regression analysis, Macroeconomics,
Omitted variable bias and cross section regression
HD28 .M414 no.1460-, 83, Regression analysis,
Aggregation, structural change and cross section estimation
HD28 .M414 no.1485-, 83, 1984, Econometrics,
Simple tests of distribution effects on macroeconomic equations
HD28 .M414 no.1529-, 84, Macroeconomics, Economics Mathematical models,
Semiparametric estimation of weighted average derivatives
Powell, James L., Stock, James H., Stoker, Thomas M.
HD28 .M414 no.1793-, 86,
Equivalence of direct and indirect estimators of average derivatives
HD28 .M414 no. 1961-, 87,
Tests of additive derivative constraints
Includes bibliographical references (p. 31-32).
Smoothing bias in density derivative estimation
Includes bibliographical references (p. 35-36).
Smoothing bias in the measurement of marginal effects
Includes bibliographical references (p. 33-34).
Optimal bandwidth choice for density-weighted averages
Powell, James L., Stoker, Thomas M.
Includes bibliographical references (p. 34-35).
Smoothing bias in the measurement of marginal effects
Includes bibliographical references (p. 35-36).
Goodness-of-fit tests for regression using kernel methods
Aït-Sahalia, Yacine., Bickel, Peter J., Stoker, Thomas M.
HD28 .M414 no.3747-94,
Censored Regressors and Expansion Bias
Rigobon, Roberto, Stoker, Thomas M.
We show how using censored regressors leads to expansion bias, or estimated effects that are proportionally too large. We show the necessity of this effect in bivariate regression and illustrate the...