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Normalizations and misspecification in skill formation models

Joachim Freyberger

arXiv 1 Apr 2021 · Econometrics

arXiv:2104.00473 · PDF · Extracted main text

Abstract

An important class of structural models studies the determinants of skill formation and the optimal timing of interventions. In this paper, I provide new identification results for these models and investigate the effects of seemingly innocuous scale and location restrictions on parameters of interest. To do so, I first characterize the identified set of all parameters without these additional restrictions and show that important policy-relevant parameters are point identified under weaker assumptions than commonly used in the literature. The implications of imposing standard scale and location restrictions depend on how the model is specified, but they generally impact the interpretation of parameters and may affect counterfactuals. Importantly, with the popular CES production function, commonly used scale restrictions fix identified parameters and lead to misspecification. Consequently, simply changing the units of measurements of observed variables might yield ineffective investment strategies and misleading policy recommendations. I show how existing estimators can easily be adapted to solve these issues. As a byproduct, this paper also presents a general and formal definition of when restrictions are truly normalizations.

Citation extraction

43
references
116
in-text mentions
43
distinct cited
1
self-citations
18,847
main-text words

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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Attanasio, O., C. Meghir, and E. Nix (2020) Human Capital Development and Parental Investment in India0.98034594%
2Agostinelli, F. and M. Wiswall (2024) Estimating the technology of children’s skill formation0.88810470%
3Cunha, F., J. Heckman, and S. Schennach (2010) Estimating the technology of cognitive and noncognitive skill formation0.87415467%
4Cunha, F. and J. Heckman (2008) Formulating, identifying and estimating the technology of cognitive and noncognitive skill formation0.87492100%
5Del Bono, E., J. Kinsler, and R. Pavan (2022) Identification of dynamic latent factor models of skill formation with translog production0.81142100%
6Agostinelli, F. and M. Wiswall (2016) Estimating the technology of children’s skill formation0.64422100%
7Agostinelli, F. and M. Wiswall (2016) Identification of dynamic latent factor models: The implications of re-normalization in a model of child development0.64422100%
8Rubio-Ramírez, J. F., D. F. Waggoner, and T. Zha (2010) Structural vector autoregressions: Theory of identification and algorithms for inference0.64422100%
9Evdokimov, K. and H. White (2012) Some extensions of a lemma of kotlarski0.5112250%
10Attanasio, O., S. Cattan, and C. Meghir (2022) Early childhood development, human capital, and poverty0.51121100%

Showing the top 10 of 43 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
12507.189951.000156
2When “Normalization Without Loss of Generality” Loses Generality1.00085
3Controlling for Latent Confounding with Triple Proxies0.87452