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 (Unpublished)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:
Use Licence:	This item is available under a Creative Commons Attribution Non Commercial Share Alike Licence (CC BY-NC-SA). Details of this licence are available here

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