Nothing Special   »   [go: up one dir, main page]

  EconPapers    
Economics at your fingertips  
 

Estimation of a Factor-Augmented Linear Model with Applications Using Student Achievement Data

Matthew Harding, Carlos Lamarche and Chris Muris

Papers from arXiv.org

Abstract: In many longitudinal settings, economic theory does not guide practitioners on the type of restrictions that must be imposed to solve the rotational indeterminacy of factor-augmented linear models. We study this problem and offer several novel results on identification using internally generated instruments. We propose a new class of estimators and establish large sample results using recent developments on clustered samples and high-dimensional models. We carry out simulation studies which show that the proposed approaches improve the performance of existing methods on the estimation of unknown factors. Lastly, we consider three empirical applications using administrative data of students clustered in different subjects in elementary school, high school and college.

Date: 2022-03
New Economics Papers: this item is included in nep-ecm and nep-ure
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://arxiv.org/pdf/2203.03051 Latest version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2203.03051

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().

 
Page updated 2024-07-06
Handle: RePEc:arx:papers:2203.03051