The second chapter extends Robinson's (1988) partially linear estimator to admit the mix of datatypes typically encountered by applied researchers, namely, categorical (nominal and ordinal) and continuous. We employ Racine and Li's (2004) mixed data kernel method, and extend this so that a mix of continuous and/or categorical variables can appear in the nonparametric part. The coefficient estimator appearing in the linear part is shown to be n -consistent.As a result, the sample is usually limited to a specific company or program.2 For instance, the sample used in Rodgers, Brown and Duncan (1993) was restricted to unionized workers within a single manufacturing firm. The generalization of the anbsp;...
|Title||:||Essays on Measurement Error, Nonstationary Panels and Nonparametrics Econometrics|
|Publisher||:||ProQuest - 2008|