Comparing marginal effects between different models and/or samples

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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

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