Otsu, Taisuke and Tanaka, Shiori (2022) Empirical likelihood inference for Oaxaca-Blinder decomposition. Economics Letters, 219. ISSN 0165-1765
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Identification Number: 10.1016/j.econlet.2022.110812
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.
Item Type: | Article |
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Official URL: | https://www.sciencedirect.com/journal/economics-le... |
Additional Information: | © 2022 Elsevier B.V. |
Divisions: | Economics |
Subjects: | H Social Sciences > HB Economic Theory Q Science > QA Mathematics |
JEL classification: | C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods: General > C14 - Semiparametric and Nonparametric Methods |
Date Deposited: | 15 Aug 2022 10:36 |
Last Modified: | 14 Sep 2024 16:03 |
URI: | http://eprints.lse.ac.uk/id/eprint/115982 |
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