Robust Inference for the Frisch Labor Supply Elasticity

A-Tier
Journal: Journal of Labor Economics
Year: 2025
Volume: 43
Issue: S1
Pages: S179 - S219

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Many studies estimate the Frisch elasticity via two-stage least squares (2SLS) regression of hours changes on wage changes. However, 2SLS suffers from a power asymmetry problem that makes estimates far away from ordinary least squares appear spuriously imprecise. Hence, it is difficult for t-tests to detect a positive Frisch elasticity. We illustrate the problem using NLSY97 data. We estimate an elasticity of 0.60 for young men, but the t-test indicates that it is insignificant. The Anderson-Rubin (AR) test, which avoids the power asymmetry problem, indicates that it is highly significant. We argue that the AR test should be widely adopted in lieu of the t-test in instrumental variable applications.

Technical Details

RePEc Handle
repec:ucp:jlabec:doi:10.1086/732771
Journal Field
Labor
Author Count
2
Added to Database
2026-01-25