 | Professor of Economics, University of Texas at Austin Verified email at austin.utexas.edu Cited by 908 |
JA Hausman,
J Abrevaya… - Journal of Econometrics, 1998 - Elsevier
Misclassification of dependent variables in a discrete-response model causes inconsistent
coefficient estimates when traditional estimation techniques (eg, probit or logit) are used. A
modified maximum likelihood estimator that corrects for misclassification is proposed. A ...
J Abrevaya… - Journal of Business and Economic Statistics, 2008 - ASA
Unobserved heterogeneity among childbearing women makes it difficult to isolate the causal
effects of smoking and prenatal care on birth outcomes (such as birthweight). Whether a
mother smokes, for instance, is likely to be correlated with unobserved characteristics of ...
J Abrevaya… - Annales d'Economie et de Statistique, 1999 - JSTOR
This paper considers mismeasurement of the dependent variable in a general linear index
model, which includes qualitative choice models, proportional and additive hazard models,
and censored models as special cases. The monotone rank estimator of Cavanagh and ...
Abstract. This paper utilizes quantile-regression techniques in order to estimate the effects of
demographics and maternal behavior during pregnancy at various quantiles of the
birthweight distribution. Due to the high costs and long-term effects (both medical and ...
J Abrevaya… - Econometrica, 2005 - Wiley Online Library
This paper shows that the bootstrap does not consistently estimate the asymptotic
distribution of the maximum score estimator. The theory developed also applies to other
estimators within a cube-root convergence class. For some single-parameter estimators in ...
J Abrevaya - Journal of Econometrics, 1999 - Elsevier
This paper considers a fixed-effects panel version of the linear transformation model, in
which the dependent variable is h (yt) for an unspecified, strictly monotonic h. Examples of
the model include the multiple-spell proportional hazards model and dependent-variable ...
J Abrevaya - Journal of Econometrics, 2000 - Elsevier
This paper considers estimation of a fixed-effects version of the generalized regression
model of Han (1987, Journal of Econometrics 35, 303–316). The model allows for censoring,
places no parametric assumptions on the error disturbances, and allows the fixed effects ...
J Abrevaya - Journal of economic behavior & organization, 2002 - Elsevier
This paper examines performance in ladder tournaments, using data from professional
bowling competitions. Although there is a distinct advantage to starting with a higher rank in
a ladder tournament, the results indicate that “underdogs” win more often than expected. ...
J Abrevaya - American Economic Journal: Applied Economics, 2009 - JSTOR
We offer evidence of gender selection within the United States. Analysis of comprehensive
birth data shows unusually high boy-birth percentages after 1980 among later children (most
notably third and fourth children) born to Chinese and Asian Indian mothers. Based upon ...
J Abrevaya… - Journal of Business and Economic …, 2005 - Taylor & Francis
This article considers the problem of testing curvature (eg, linearity, concavity, convexity) in a
multivariate nonparametric regression model. A measure of curvature, called the simplex
statistic, that does not require bandwidth choice and is easy to compute, is introduced. A ...
J Abrevaya - Journal of Applied Econometrics, 2006 - Wiley Online Library
Estimating the casual effect of smoking on birth outcomes is difficult since omitted
(unobserved) variables are likely to be correlated with a mother's decision to smoke. While
some previous work has dealt with this endogeneity problem by using instrumental ...
This note shows that the scale-adjusted maximum likelihood estimator suggested by a result
of [Andersen, 1973. Conditional inference and models for measuring. Mentalhygiejnisk
Forlag, Copenhagen.] is equivalent to the conditional logit estimator of [Chamberlain, ...
This paper shows that the objective function for the maximum rank correlation estimator can
be evaluated in O (n log n) calculations (where n is the sample size). Previously, O (n2)
calculations were thought necessary for computation of the objective function.
J Abrevaya - Journal of Sports Economics, 2004 - jse.sagepub.com
Abstract This article examines the incentive effects of different payoff structures in the
National Hockey League. A rule change prior to the 1999-2000 season, which changed the
way that teams were awarded points in overtime games, provides a natural experiment to ...
ZD Ozdemir… - Information & management, 2007 - Elsevier
We investigated the factors that facilitated the fast adoption and utilization of Technology-
Mediated Distance Education (TMDE) among higher education institutions. Our analysis
was based on a rich data set on the utilization of TMDE between the 1997–1998 and 2000 ...
J Abrevaya - Econometric Reviews, 2002 - Taylor & Francis
ABSTRACT This paper considers computation of fitted values and marginal effects in the
Box–Cox regression model. Two methods, 1 the “smearing” technique suggested by Duan
(see Ref.[10]) and 2 direct numerical integration, are examined and compared with the “ ...
J Abrevaya - Journal of Business and Economic Statistics, 2003 - ASA
This article considers pairwise-difference rank estimators of the coefficient vector in a
transformation model. These estimators, like other existing rank estimators, require no
subjective bandwidth choice. Monte Carlo simulations, numerical asymptotic efficiency ...
J Abrevaya, JA Hausman… - Econometrica, 2010 - Wiley Online Library
A unifying framework to test for causal effects in nonlinear models is proposed. We consider
a generalized linear-index regression model with endogenous regressors and no
parametric assumptions on the error disturbances. To test the significance of the effect of ...
J Abrevaya - Unpublished working paper. Purdue …, 2005 - pol285.blog.gustavus.edu
ABSTRACT Gender selection, manifested by unusually high percentages of male births, has
spread in parts of Asia since the introduction of ultrasound technology. This paper provides
the first empirical evidence consistent with the occurrence of gender selection within the ...
J Abrevaya… - The Econometrics Journal, 2004 - Wiley Online Library
Summary This paper considers estimation of a transformation model in which the
transformed dependent variable is subject to classical measurement error. We consider
cases in which the transformation function is known and unspecified. In special cases (eg ...
J Abrevaya - The Econometrics Journal, 1999 - Wiley Online Library
This paper introduces rank estimators for a general transformation model withobservable
truncation points. The estimators, which are modified versions of the rank estimators of Han
(1987) and Cavanagh and Sherman (1998), are asymptotically normal and require no ...
J Abrevaya - Experimental Economics, 2008 - Springer
Abstract The recombinant estimation technique of Mullin and Reiley (2006) can be a useful
tool for analyzing data from normal-form games. The recombinant estimator falls within a
general category of statistics known as U-statistics. This classification has both theoretical ...
Using a very large sample of matched author-referee pairs, we examine how the gender of
referees and authors affects the former's recommendations. Relying on changing matches of
authors and referees, we find no evidence of gender differences among referees in ...
J Abrevaya - Journal of Applied Statistics, 2000 - Taylor & Francis
This paper proposes two non-parametric statistics that test for a treatment effect in a
heterogeneous population. In the model considered, data on two examinations for both a
control and a treatment group are needed to perform the test. The model allows for ...
Abstract Missing data is one of the most common challenges facing empirical researchers.
This paper presents a general GMM framework for dealing with missing data on explanatory
variables or instrumental variables. For a linear-regression model with missing covariate ...
DS Hamermesh… - 2011 - nber.org
We measure the impact of individuals' looks on life satisfaction/happiness. Using five data
sets, from the US, Canada, the UK, and Germany, we construct beauty measures in different
ways that allow placing lower bounds on the effects of beauty. Beauty raises happiness: A ...
[CITATION] Morton (1998). VMisclassification of the dependent variable in a discrete) response setting
A Jason, J Hausman… - V Journal of Econometrics, 1998
J Abrevaya… - Empirical Economics, 2011 - Springer
Abstract Previous studies have documented spousal and intergenerational correlations in
body mass index (BMI) but few have considered familial weight data augmented with
socioeconomic and behavioral control variables. This article considers a US dataset that ...
RP Larrick, TA Timmerman, AM Carton… - Psychological …, 2011 - pss.sagepub.com
Abstract In this study, we analyzed data from 57,293 Major League Baseball games to test
whether high temperatures interact with provocation to increase the likelihood that batters
will be hit by a pitch. Controlling for a number of other variables, we conducted analyses ...
J Abrevaya - Manuscript in preparation, University of Texas at …, 2008 - papers.ssrn.com
Abstract: Gender selection, manifested by unusually high percentages of male births, has
spread in parts of Asia since the introduction of ultrasound technology. This paper provides
the first empirical evidence consistent with the occurrence of gender selection within the ...
[CITATION] A Nonparametric Approach to Measuring and Testing
J Abrevaya… - 2003
[CITATION] Semiparametric Estimation with Mismeasured De
J Abrevaya… - 1999
J Abrevaya… - Journal of Health Economics, 2011 - Elsevier
This paper utilizes longitudinal data on varicella (chickenpox) immunizations in order to
estimate the causal effects of state-level school-entry and daycare-entry immunization
mandates within the United States. We find significant causal effects of mandates upon ...
Abstract Missing data is one of the most common challenges facing empirical researchers.
This paper presents a general GMM framework for dealing with missing data on explanatory
variables or instrumental variables. For a linear-regression model with missing covariate ...
J Abrevaya - Journal of Econometrics, 2000 - elmu.umm.ac.id
Abstract This paper considers estimation of a" xed-e! ects version of the generalized
regression model of Han (1987, Journal of Econometrics 35, 303} 316). The model allows
for censoring, places no parametric assumptions on the error disturbances, and allows the ...
J Abrevaya - Sankhyā: The Indian Journal of Statistics, 2005 - JSTOR
This paper considers a nonparametric model in which (i) the conditional quantile function is
assumed to be nondecreasing and (ii) the distribution of the error disturbance may depend
upon the covariate. For this general model, the (pointwise) limiting distribution of the ...
Previous studies have consistently found that increases in cigarette prices and taxes lead to
lower consumption of cigarettes, as measured by both (i) the percentage of smokers and (ii)
the number of cigarettes per day consumed by smokers. 1 From a public-health ...
J Abrevaya - Nicotine & tobacco research, 2008 - ntr.oxfordjournals.org
Abstract We examined the trends and determinants of second-pregnancy smoking behavior
among Michigan young-adult mothers who smoked during their first pregnancy (N= 14,731).
Maternally linked Michigan birth certificate data (1989–2004) were used to identify first ...
ABSTRACT Nonlinearity and heterogeneity complicate the estimation and interpretation of
partial effects. This paper provides a systematic characterization of the various partial effects
in non-linear panel-data models that might be of interest to empirical researchers. The ...
S Donald… - lib.utexas.edu
In this paper, we focus on a question that for some time now has been at the center of
heated public debates in the United States and in Asia. We study the link between a
multinational corporation's (MNC) employment growth rate at home and its decision to ...
J Abrevaya… - The Econometrics Journal, 2011 - Wiley Online Library
Summary We consider a generalized regression model with a partially linear index. The
index contains an additive non-parametric component in addition to the standard linear
component, and the model is characterized by an unknown monotone link function. We ...
[CITATION] Estimation of censored panel-data models with slope heterogeneity
J Abrevaya - Journal of Sports Economics, 2007 - jse.sagepub.com
Longley and Sankaran provide additional theoretical analysis for the incentive effects of the
NHL overtime system studied in Abrevaya (2004). 1 They generalize my original story by
allowing the probability of winning in a tied game (either late in regulation or in overtime) ...
Publication View. 4807517. Pay and performance in major league baseball : a re-examination
of the period from 1970 to 1990 / (1992). Abrevaya, Jason. Abstract. Thesis (AB, Honors in Applied
Mathematics)--Harvard University, 1992.. Includes bibliographical references. ...
YC Hsu… - Working Papers, 2011 - ideas.repec.org
Nonlinearity and heterogeneity complicate the estimation and interpretation of partial effects.
This paper provides a systematic characterization of the various partial effects in non-linear
panel-data models that might be of interest to empirical researchers. The estimation and ...
ABSTRACT We measure the impact of individuals' looks on their life satisfaction or
happiness. Using four data sets, the Quality of American Life surveys from the 1970s, the
British National Child Development Study, and the Wisconsin Longitudinal Survey, we ...
J Hausman, W Newey… - 1996 - dspace.mit.edu
Abstract This thesis consists of three papers on semiparametric estimation in various
econometric models. Panel models are the focus of the first two chapters, and mismeasured
dependent variables are the focus of the final chapter. The first chapter considers a panel ...
[CITATION] Endogeneity in a generalized regression model
Publikationsansicht. 741803. Semiparametric estimation methods for nonlinear panel data models
and mismeasured dependent variables (1996). Abrevaya, Jason. Abstract. ... of Economics, 1996..
Includes bibliographical references (p. 90-91).. by Jason Abrevaya.. Ph.D. ...
[CITATION] NONPARAMETRIC ECONOMETRICS
J Abrevaya - The Economic Journal, 2001 - John Wiley & Sons, Inc.
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