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AA10715861-00000168-0001.pdf
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Title |
Title |
Empirical likelihood inference for Oaxaca-Blinder decomposition
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大津, 泰介
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Kana |
オオツ, タイスケ
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Romanization |
Otsu, Taisuke
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Department of Economics, London School of Economics; 慶應義塾大学産業研究所
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Affiliation (Translated) |
Keio Economic Observatory
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Tanaka, Shiori
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Kana |
タナカ, シオリ
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Affiliation |
慶應義塾大学大学院経済学研究科
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Affiliation (Translated) |
Graduate School of Economics, Keio University
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Keio Economic Observatory Sangyo Kenkyujo
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2022
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KEO discussion paper
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168
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2022
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4
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Abstract |
This paper proposes an empirical likelihood inference method for the Oaxaca-Blinder decompositions. In contrast to the conventional Wald statistic using the delta method, our approach circumvents the linearization errors and estimation of the variance terms. Furthermore, the shape of the resulting empirical likelihood confidence set is determined flexibly by data. Simulation results illustrate usefulness of the proposed inference method.
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History |
Jun 9, 2022 | | インデックス を変更 |
Oct 16, 2023 | | Creator 著者ID,Creator Name,Creator Kana,Creator Romanization,Creator Affiliation,Creator Affiliation (Translated),Creator Role,Creator Link,JaLCDOI を変更 |
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Index |
/ Public / Keio Economic Observatory(KEO) / KEO discussion paper / 101-102, 104-108, 110-119, 121-144, 147-149, 152, 155-156, 158-162, 164-168, 170, 173, 175, 177-178 |
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