Comparing marginal effects between different models and/or samples

  • Joerg Schwiebert

    Research output: Journal contributionsJournal articlesResearchpeer-review

    1 Citation (Scopus)

    Abstract

    This paper proposes a simple approach to comparing marginal effects between different models and/or samples. A Generalized Method of Moments estimation framework is set up in which the equality of marginal effects between models/samples can be tested quite easily. Three relevant examples of potential application are provided. Stata code in the appendix shows that an implementation of the proposed approach in practice is quite simple.
    Original languageEnglish
    JournalEconomics Bulletin
    Volume36
    Issue number4
    Pages (from-to)2324-2332
    Number of pages9
    ISSN1545-2921
    Publication statusPublished - 02.12.2016

    Research areas and keywords

    • Economics

    ASJC Scopus Subject Areas

    • Economics, Econometrics and Finance(all)

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