Marcia Schafgans

Associate and Associate Professor in Economics

Expertise: microeconometrics, semi- & nonparametric econometrics, spatial econometrics

Telephone:

+44 (0)20 7955 7487

Email:

m.schafgans@lse.ac.uk

Room:

LSE

Connect:

Website

Links:

Econometrics
Department of Economics

Biography

Marcia Schafgans's current research interests are:

Theoretical and applied microeconometrics
semiparametric and nonparametric estimation techniques
limited dependent variable models
sample selection models
development economics
spatial econometrics

Latest

Econometrics Papers

Multivariate kernel regression in vector and product metric spaces

09 May 2024

Marcia M Schafgans and Victoria Zinde-Walsh

Nonparametric kernel regression is widely used in econometrics and has been applied to models with cross-sectional, time series and panel data. As functional data analysis is gaining attention, our analysis extends to th... Read more...

Econometrics Papers

Inference Without Smoothing for Large Panels with Cross- Sectional and Temporal Dependence

20 February 2018

Javier Hidalgo and Marcia M Schafgans

This paper addresses inference in large panel data models in the presence of both cross-sectional and temporal dependence of unknown form. We are interested in making inferences without relying on the choice of any smoo... Read more...

Econometrics Papers

Inference and Testing Breaks in Large Dynamic Panels with Strong Cross Sectional Dependence

01 April 2015

Javier Hidalgo and Marcia M Schafgans

This paper is concerned with various issues related to inference in large dynamic panel data models (where both n and T increase without bound) in the presence of, possibly, strong cross-sectional dependence. Our first a... Read more...

Economics of Industry Papers

Multiproduct Firms, Income Distribution, and Trade

01 July 2014

Marcia M Schafgans and Joachim Stibora

We develop a general equilibrium model of multiproduct fi…rms with quality differentiated goods. Households are characterized by an heterogeneous taste for the differentiated good and their income level. The use of non-h... Read more...

Econometrics Papers

Adapting Kernel Estimation to Uncertain Smoothness

01 April 2011

Yulia Kotlyarova, Marcia M Schafgans and Victoria Zinde-Walsh

For local and average kernel based estimators, smoothness conditions ensure that the kernel order determines the rate at which the bias of the estimator goes to zero and thus allows the econometrician to control the rate... Read more...

Econometrics Papers

Smoothness Adaptive Average Derivative Estimation

01 August 2008

Marcia M Schafgans and Victoria Zinde-Walsh

Many important models, such as index models widely used in limited dependent variables, partial linear models and nonparametric demand studies utilize estimation of average derivatives (sometimes weighted) of the conditi... Read more...

Econometrics Papers

Selectivity and the gender wage gap decomposition in the presence of a joint decision process

01 December 2006

Marcia M Schafgans and Morton Stelcnery

In this paper we revisit the gender decomposition of wages in the presence of selection bias. We show that when labor market participation decisions of couples are not independent, the sample selection corrections used i... Read more...

Econometrics Papers

A method of moments estimator for semiparametric index models

01 July 2005

Bas Donkers and Marcia M Schafgans

We propose an easy to use derivative based two-step estimation procedure for semi-parametric index models. In the first step various functionals involving the derivatives of the unknown function are estimated using nonpa... Read more...

Econometrics Papers

Semiparametric Estimation of a Sample Selection Model: A Simulation Study

01 March 1997

Marcia M Schafgans

Standard approaches to the estimation of sample selection models are known to be inconsistent under non-normality. In particular, this paper considers the two-step Heckman (1976, 1979) estimator of the interecept of the ... Read more...

Econometrics Papers

Gender Wage Differences in Malaysia: Parametric and Semiparametric Estimation

01 March 1997

Marcia M Schafgans

This paper is an empirical study on the labor force in (Peninsular) Malaysia. It applies both parametric and semiparametric sample selection methods to the estimation of wage equations. These equations are then used to a... Read more...