Four essays in econometrics

Quatre essais en économétrie

Laurent Davezies ()
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Laurent Davezies: ECON - Département d'économie (Sciences Po) - Sciences Po - Sciences Po - CNRS - Centre National de la Recherche Scientifique

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Abstract: This work consists of four independent chapters. The first deals with partially identified models, i.e. models in which the parameter of interest is not uniquely identified from the data and the model's assumptions. In some cases, no value of the parameter of interest is compatible with the data and the model's assumption. And conversely in some cases, many values are compatible with the data and the model's assumptions. This work demonstrates among other things that if the set of probability distributions compatible with the model is convex, then this set is characterized by its the extreme parts. The second paper proposes a method based on an exclusion restriction to correct endogenous attrition in panels. We apply this method to estimate the transitions on the labor market from the French Labour Force Survey. The third paper proposes a simple method to estimate a Logit model with fixed effects and state dependence as studied by Honoré and Kiriazidou. It also proposes a new method for inference. The fourth work is an evaluation of a French educational policy, implemented in 2006 whose objective is to provide extra resource to a subset of junior high schools. We exploit a discontinuity in treatment selection to build a credible counterfactual. Our results indicate some adverse treatment effects.

Keywords: Partial identification; Attrition; State dependence; Policy Evaluation; Identification partielle; Dépendance d’état; Evaluation de politiques publiques (search for similar items in EconPapers)
Date: 2013-12-19
Note: View the original document on HAL open archive server: https://theses.hal.science/tel-03521376
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Published in Economics and Finance. Institut d'études politiques de paris - Sciences Po, 2013. English. ⟨NNT : 2013IEPP0046⟩

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