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    Consequences of Specification Error for Distributional Analysis with an Application to Intergenerational Mobility


    O'Neill, Donal and Sweetman, Olive and Van de gaer, Dirk (2001) Consequences of Specification Error for Distributional Analysis with an Application to Intergenerational Mobility. Working Paper. UNSPECIFIED. (Unpublished)

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    Abstract

    We Analyze the consequences of three types of specification error from cumulative conditional distribution functions F (y/a): measurement error in y, in a and omitted conditioning variables. The paper uses exact results to obtain conditions under which the effect of the misspecification on the computer cumulative distribution function can be signed. The effects are shown to depend on both the curvature of the true distribution and the properties of the error distribution. We illustrate our findings using a model of intergeneratioonal mobilit

    Item Type: Monograph (Working Paper)
    Additional Information: N111/01/02
    Keywords: Specification error; mobility; conditional distributions;
    Academic Unit: Faculty of Social Sciences > Economics, Finance and Accounting
    Item ID: 80
    Depositing User: Ms Sandra Doherty
    Date Deposited: 27 Feb 2003
    Refereed: No
    URI:

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