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subject:"Estimation theory"
subject:"Share price"
~institution:"University of California, San Diego / Department of Economics"
~person:"Sun, Yixiao"
~person:"Ullah, Aman"
~type:"book"
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Estimation theory
Share price
Schätztheorie
4
Regression analysis
3
Regressionsanalyse
3
Statistical test
2
Statistischer Test
2
unconditional policy effect
2
Autocorrelation
1
Autokorrelation
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Difference-in-Differences
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Estimation
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F distribution
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Fixed-smoothing Asymptotics
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Heteroscedasticity and Autocorrelation Robust
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IV-Schätzung
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Quantile regression
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Robust statistics
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Robustes Verfahren
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Students t distribution
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Time series analysis
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Volatility
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Volatilität
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Wirkungsanalyse
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Zeitreihenanalyse
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continuous time model
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high frequency regression
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instrumental variables
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long run variance estimation
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marginal policy-relevant treatment effect
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marginal treatment effect
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selection models
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Sun, Yixiao
Ullah, Aman
Cattaneo, Matias D.
1
Jansson, Michael
1
Liu, Cheng
1
Ma, Xinwei
1
Martinez-Iriarte, Julian
1
Martínez-Iriarte, Julián
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Montes-Rojas, Gabriel
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Pellatt, Daniel
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University of California, San Diego / Department of Economics
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ECONIS (ZBW)
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Location-scale and compensated effects in unconditional quantile regressions
Martinez-Iriarte, Julian
;
Montes-Rojas, Gabriel
;
Sun, Yixiao
-
University of California, San Diego / Department of …
-
2022
Persistent link: https://www.econbiz.de/10012872849
Saved in:
2
Identification and estimation of unconditional policy effects of an endogenous binary treatment : an unconditional MTE approach
Martínez-Iriarte, Julián
;
Sun, Yixiao
-
University of California, San Diego / Department of …
-
2021
Persistent link: https://www.econbiz.de/10012504094
Saved in:
3
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel
;
Sun, Yixiao
-
University of California, San Diego / Department of …
-
2020
Persistent link: https://www.econbiz.de/10012504149
Saved in:
4
A simple and trustworthy asymptotic t test in difference-in-differences regressions
Liu, Cheng
;
Sun, Yixiao
-
University of California, San Diego / Department of …
-
2019
Persistent link: https://www.econbiz.de/10011987343
Saved in:
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