Geert Ridder
University of Southern California, Economics, Faculty Member
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Research Interests: Mathematics, Computer Science, Economics, Econometrics, Nonparametric Statistics, and 11 moreSocial Interaction, Production economics, Social Science Research Network, Developing Country, Quantitative Economics, Production Function, Assortative Matching, Small samples, Estimator, Nonparametric Estimation, and Matching statistics
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ABSTRACT
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We consider statistical inference on a single component of a parameter vector that satisfies a finite number of moment inequalities. The null hypothesis for this single component is given a dual characterization as a composite hypothesis... more
We consider statistical inference on a single component of a parameter vector that satisfies a finite number of moment inequalities. The null hypothesis for this single component is given a dual characterization as a composite hypothesis regarding point identified parameters. We also are careful in the specification of the alternative hypothesis that also has a dual characterization as a composite hypothesis regarding point identified parameters. This setup substantially simplifies the conceptual basis of the inference problem. For an interval identified parameter we obtain closed form expressions for the confidence interval obtained by inverting the test statistic of the composite null against the composite alternative. JEL code: C01, C12
Research Interests: C and Confidence Interval
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Economists who use survey or administrative data for inferences regarding a population may want to combine information obtained from two or more samples drawn from the population. This is the case if there is no single sample that... more
Economists who use survey or administrative data for inferences regarding a population may want to combine information obtained from two or more samples drawn from the population. This is the case if there is no single sample that contains all relevant variables. A special case occurs if longitudinal or panel data are needed but only repeated cross-sections are available. In this chapter we survey sample combination. If two (or more) samples from the same population are combined, there are variables that are unique to one of the samples and variables that are observed in each sample. What can be learned by combining such samples, depends on the nature of the samples, the assumptions that one is prepared to make, and the goal of the analysis. The most ambitious objective is the identification and estimation of the joint distribution, but often we settle for the estimation of economic models that involve these variables or a subset thereof. Sometimes the goal is to reduce biases due t...
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A sizable volume of literature on the study of income and consumption dynamics has developed through the application of panel data surveys. Very few researchers, however, have provided solutions to the measurement error bias generated by... more
A sizable volume of literature on the study of income and consumption dynamics has developed through the application of panel data surveys. Very few researchers, however, have provided solutions to the measurement error bias generated by surveyed ...
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We propose a new approach to statistical inference on parameters that depend on population parameters in a non-standard way. As examples we consider a parameter that is interval identified and a parameter that is the maximum (or minimum)... more
We propose a new approach to statistical inference on parameters that depend on population parameters in a non-standard way. As examples we consider a parameter that is interval identified and a parameter that is the maximum (or minimum) of population parameters. In both examples we transform the inference problem into a test of a composite null against a composite alternative hypothesis involving point identified population parameters. We use standard tools in this testing problem. This setup substantially simplifies the conceptual basis of the inference problem. By inverting the Likelihood Ratio test statistic for the composite null and composite alternative inference problem, we obtain a closed form expression for the confidence interval that does not require any tuning parameter and is uniformly valid. We use our method to derive a confidence interval for a regression coefficient in a multiple linear regression with an interval censored dependent variable.
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We consider nonlinear models with an independent variable that is measured with error. The measurement error can be correlated with the true value, ie the measurement error is allowed to be nonclassical. We show that we can use a control... more
We consider nonlinear models with an independent variable that is measured with error. The measurement error can be correlated with the true value, ie the measurement error is allowed to be nonclassical. We show that we can use a control variate estimator to estimate the ...
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In this paper we nonparametrically analyze the effects of reallocating individuals across social groups in the presence of social spillovers. Individuals are either 'high' or 'low' types. Own outcomes may vary with the... more
In this paper we nonparametrically analyze the effects of reallocating individuals across social groups in the presence of social spillovers. Individuals are either 'high' or 'low' types. Own outcomes may vary with the fraction of high types in one's social group. We characterize the average outcome and inequality effects of small increases in segregation by type. We also provide a
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In this paper we analyze the causal eects of reallocating individuals across social groups in the presence of social interactions or spillovers. We consider the case where individuals are either 'high'or 'low'types. Own... more
In this paper we analyze the causal eects of reallocating individuals across social groups in the presence of social interactions or spillovers. We consider the case where individuals are either 'high'or 'low'types. Own outcomes may depend on the fraction of high types in one's social group. We characterize the average outcome eect and inter-type inequality eects of 'local'increases in segregation.
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We analyze the impact of unemployment benefits and minimum wages us- ing an equilibrium search model which allows for dispersion of benefits and productivity levels, job-to-job transitions, and structural and frictional un- employment.... more
We analyze the impact of unemployment benefits and minimum wages us- ing an equilibrium search model which allows for dispersion of benefits and productivity levels, job-to-job transitions, and structural and frictional un- employment. The estimation method uses readily available aggregate data on marginal distributions of unemployment durations as well as wages and benefit levels. Dierent causes of structural and frictional
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Ridder and Woutersen (2003) have shown that under a weak condition on the baseline hazard there exist root-N consistent estimators of the parameters in a semiparametric Mixed Proportional Hazard model with a parametric baseline hazard and... more
Ridder and Woutersen (2003) have shown that under a weak condition on the baseline hazard there exist root-N consistent estimators of the parameters in a semiparametric Mixed Proportional Hazard model with a parametric baseline hazard and unspecified distribution of the unobserved heterogeneity. We extend the Linear Rank Estimator (LRE) of Tsiatis (1990) and Robins and Tsiatis (1991) to this class
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On the basis of the baseline data collected for the evaluation of the Bolivian Social Investment Fund (SIF) this paper assesses (1) the benefit incidence of the SIF and (2) the quality of the evaluation design. We find that the benefits... more
On the basis of the baseline data collected for the evaluation of the Bolivian Social Investment Fund (SIF) this paper assesses (1) the benefit incidence of the SIF and (2) the quality of the evaluation design. We find that the benefits in education are most equally distributed over the population, the investments in health and sanitation favor those relatively well
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The authors investigate whether an equilibrium search model, in which the wage offer distribution is endogenous, is able to describe observed labor market histories. They find that the distributions of job and unemployment spells are... more
The authors investigate whether an equilibrium search model, in which the wage offer distribution is endogenous, is able to describe observed labor market histories. They find that the distributions of job and unemployment spells are consistent with the data, and qualitative predictions of the model for the wages set by employers are confirmed. The authors distinguish between separate segments of
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In van Ours and Ridder (1992), the authors showed that employers use a nonsequential search strategy when filling job vacancies. In this paper, they explicitly decompose a vacancy duration into an applicant period and a selection period.... more
In van Ours and Ridder (1992), the authors showed that employers use a nonsequential search strategy when filling job vacancies. In this paper, they explicitly decompose a vacancy duration into an applicant period and a selection period. The authors formulate a simple theory for the determination of the application period. By making some distributional assumptions, they obtain estimates of the average application and selection period. The authors conclude that vacancy durations are devoted to selection. Copyright 1993 by Blackwell Publishing Ltd
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We show that a sufficient condition for the identification of all parameters of the censored regression model with a stochastic and unobserved threshold is that the errors are jointly normally distributed. Exclusion restrictions are not... more
We show that a sufficient condition for the identification of all parameters of the censored regression model with a stochastic and unobserved threshold is that the errors are jointly normally distributed. Exclusion restrictions are not needed.
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We study the asymptotic distribution of three-step estimators of a finite dimensional parameter vector where the second step consists of one or more nonparametric regressions on a regressor that is estimated in the first step. The first... more
We study the asymptotic distribution of three-step estimators of a finite dimensional parameter vector where the second step consists of one or more nonparametric regressions on a regressor that is estimated in the first step. The first step estimator is either parametric or non-parametric. Using Newey’s (1994) path-derivative method we derive the contribution of the first step estimator to the influence function. In this derivation it is important to account for the dual role that the first step estimator plays in the second step non-parametric regression, i.e., that of conditioning variable and that of argument. We consider three examples in more detail: the partial linear regression model estimator with a generated regressor, the Heckman, Ichimura and Todd (1998) estimator of the Average Treatment Effect and a semi-parametric control variable estimator.
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We investigate the effect of the expulsion of a player on the outcome of a soccer match by means of a probability model for the score. We propose estimators of the expulsion effect that are independent of the relative strength of the... more
We investigate the effect of the expulsion of a player on the outcome of a soccer match by means of a probability model for the score. We propose estimators of the expulsion effect that are independent of the relative strength of the teams. We use the estimates to illustrate the expulsion effect on the outcome of a match.
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We examine the effect of a rent subsidy program. Rent Assistance, on the demand for rental housing in The Netherlands. The RA program lowers the marginal price of housing services if households consume more than a minimal amount. To... more
We examine the effect of a rent subsidy program. Rent Assistance, on the demand for rental housing in The Netherlands. The RA program lowers the marginal price of housing services if households consume more than a minimal amount. To estimate the effect of the program ...