作者：Carneiro, Pedro; Heckman, James J.; Vytlacil, Edward
作者单位：University of London; University College London; University of Chicago; University College Dublin; Yale University; Yale University
摘要：This paper develops methods for evaluating marginal policy changes. We characterize how the effects of marginal policy changes depend on the direction of the policy change, and show that marginal policy effects are fundamentally easier to identify and to estimate than conventional treatment parameters. We develop the connection between marginal policy effects and the average effect of treatment for persons on the margin of indifference between participation in treatment and nonparticipation, a...
作者：Beare, Brendan K.
作者单位：University of California System; University of California San Diego
摘要：An emerging literature in time series econometrics concerns the modeling of potentially nonlinear temporal dependence in stationary Markov chains using copula functions. We obtain sufficient conditions for a geometric rate of mixing in models of this kind. Geometric beta-mixing is established under a rather strong sufficient condition that rules out asymmetry and tail dependence in the copula function. Geometric -mixing is obtained under a weaker condition that permits both asymmetry and tail ...
