The DOI matches its Crossref record; 3 of the 3 references it cites were found in a registry or an index.
Measuring the Sensitivity of Parameter Estimates to Estimation Moments*
Abstract
We propose a local measure of the relationship between parameter estimates and the moments of the data they depend on. Our measure can be computed at negligible cost even for complex structural models. We argue that reporting this measure can increase the transparency of structural estimates, making it easier for readers to predict the way violations of identifying assumptions would affect the results. When the key assumptions are orthogonality between error terms and excluded instruments, we show that our measure provides a natural extension of the omitted variables bias formula for nonlinear models. We illustrate with applications to published articles in several fields of economics.
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Cites
Global Sensitivity Analysis. The Primer
Saltelli, A., Ratto, M., Andres, T., Campolongo, F., Cariboni, J., Gatelli, D., Saisana, M., & Tarantola, S. (2007) · doi:10.1002/9780470725184 · Cited by 6,430
Vaart, A. W. V. D. (1998) · doi:10.1017/cbo9780511802256 · Cited by 4,159
Angrist, J. D., & Pischke, J.-S. (2010) · Journal of Economic Perspectives · doi:10.1257/jep.24.2.3 · Cited by 1,566
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Pre-Event Trends in the Panel Event-Study Design
Freyaldenhoven, S., Hansen, C., & Shapiro, J. M. (2019) · American Economic Review · doi:10.1257/aer.20180609 · Cited by 427
Self-citationStock Market Wealth and the Real Economy: A Local Labor Market Approach
Chodorow-Reich, G., Nenov, P. T., & Simsek, A. (2021) · American Economic Review · doi:10.1257/aer.20200208 · Cited by 165
Productivity Shocks, Long-Term Contracts, and Earnings Dynamics
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Macro, Finance, and Macro Finance: Solving Nonlinear Models in Continuous Time with Machine Learning
Duarte, V. (2017) · SSRN Electronic Journal · doi:10.2139/ssrn.3012602 · Cited by 9
Metadata
- Authors
- Andrews, I., Gentzkow, M., & Shapiro, J. M.
- Venue
- The Quarterly Journal of Economics
- Publisher
- Oxford University Press (OUP)
- Published
- 2017-06-06
- Volume
- 132
- Issue
- 4
- Pages
- 1553-1592
- ISSN
- 0033-5533 (ISSN-L)
- 1531-4650
- OpenAlex
- W2557178949
- Cited by
- 313
- References
- 3
- FWCI
- 18.28
- Type
- journal article
- Language
- en
- Open access
- closed
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
