Search Results - subject:"Robust inference"

Identification robust testing of risk premia in finite samples

Kleibergen, Frank; Kong, Lingwei; Zhan, Zhaoguo - In: Journal of financial econometrics 21 (2023) 2, pp. 263-297

Persistent link: https://www.econbiz.de/10014314742

Estimating marketing component effects : double machine learning from targeted digital promotions

Ellickson, Paul B.; Kar, Wreetabrata; Reeder, James C. - In: Marketing science 42 (2023) 4, pp. 704-728

Persistent link: https://www.econbiz.de/10014317639

Spotlight on researcher decisions : infrastructure evaluation, instrumental variables, and specification screening

Ankel-Peters, Jörg; Bensch, Gunther; Vance, Colin - 2023

This paper revisits the instrumental variable (IV) approach in Lipscomb et al. (2013, 2021, LMB) to study the impacts of electrification. We first make corrections to the construction of the dataset, including the modelled IV. Revised estimates on main outcomes and mechanisms are statistically...

Persistent link: https://www.econbiz.de/10014227003

A revisit to bias-adjusted predictive regression

Xu, Ke-Li - In: Journal of empirical finance 80 (2025), pp. 1-9

Persistent link: https://www.econbiz.de/10015329726

Robust inference for consumption-based asset pricing with power

Kroencke, Tim-Alexander - In: Critical finance review 14 (2025) 1, pp. 129-178

Persistent link: https://www.econbiz.de/10015409949

A powerful test needs to be size-correct : response to "robust inference for consumption-based asset pricing with power"

Kleibergen, Frank; Zhan, Zhaoguo - In: Critical finance review 14 (2025) 1, pp. 179-185

Persistent link: https://www.econbiz.de/10015409950

Leverage, influence, and the jackknife in clustered regression models: Reliable inference using summclust

MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - 2022

Cluster-robust inference is widely used in modern empirical work in economics and many other disciplines. The key unit … identify datasets and regression designs in which cluster-robust inference is likely to be challenging. The measures of …

Persistent link: https://www.econbiz.de/10013254705

Exit, voice and political change : evidence from Swedish mass migration to the United States : a comment on Karadja and Prawitz (Journal of Political Economy, 2019)

Pettersson-Lidbom, Per - In: Journal of comments and replications in economics 1 (2022), pp. 1-13

appropriate control variables, (ii) using valid cluster-robust inference, (iii) using a more appropriate measure of emigration. …

Persistent link: https://www.econbiz.de/10013349825

Cluster-robust inference : a guide to empirical practice

MacKinnon, James G.; Nielsen, Morten Ørregaard - 2022

Persistent link: https://www.econbiz.de/10013189456

Leverage, influence, and the jackknife in clustered regression models : reliable inference using summclust

MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - 2022

Persistent link: https://www.econbiz.de/10013169182