Search Results - subject:"Variables"

Narrow search

Empirical asset pricing with many test assets

Lönn, Rasmus; Schotman, Peter C. - 2024

Persistent link: https://www.econbiz.de/10015338790

The VIF score : what is it good for? : absolutely nothing

Kalnins, Arturs; Hill, Kendall Praitis - In: Organizational research methods : ORM 28 (2025) 1, pp. 58-75

Persistent link: https://www.econbiz.de/10015187537

Have we under-estimated inflation persistence before WW1? : US and international evidence

Gerlach, Stefan; Stuart, Rebecca - 2025

Persistent link: https://www.econbiz.de/10015405561

Instrumental variables with unobserved heterogeneity in treatment effects

Mogstad, Magne; Torgovitsky, Alexander - 2024

This chapter synthesizes and critically reviews the modern instrumental variables (IV) literature that allows for …

Persistent link: https://www.econbiz.de/10015173645

A powerful subvector Anderson-Rubin test in linear instrumental variables regression with conditional heteroskedasticity

Guggenberger, Patrik; Kleibergen, Frank; Mavroeidis, … - In: Econometric theory 40 (2024) 5, pp. 957-1002

Persistent link: https://www.econbiz.de/10015154314

Agglomerative hierarchical clustering for selecting valid instrumental variables

Apfel, Nicolas; Liang, Xiaoran - In: Journal of applied econometrics 39 (2024) 7, pp. 1201-1219

Persistent link: https://www.econbiz.de/10015156842

Testing asset pricing models with individual stocks : an instrumental variables approach

Candemir, Işıl; Karahan, Cenk C. - In: Borsa Istanbul Review 24 (2024) 5, pp. 952-965

a recently proposed instrumental variables (IV) technique that uses individual stocks as test assets while consistently … errors-in-variables bias, and, instead, uses factor sensitivity estimates from alternating even and odd months as IVs …

Persistent link: https://www.econbiz.de/10015141770

The finite sample performance of instrumental variable-based estimators of the local average treatment effect when controlling for covariates

Bodory, Hugo; Huber, Martin; Lechner, Michael - In: Computational economics 64 (2024) 4, pp. 2053-2078

Persistent link: https://www.econbiz.de/10015143991

Correcting regressor-endogeneity bias via instrument-free joint estimation using semiparametric odds ratio models

Qian, Yi; Xie, Hui - In: Journal of marketing research 61 (2024) 5, pp. 914-936

Persistent link: https://www.econbiz.de/10015168502

Nonparametric instrumental regression with two-way fixed effects

De Monte, Enrico - In: Journal of econometric methods 13 (2024) 1, pp. 49-66

Persistent link: https://www.econbiz.de/10014580279

A service of the

zbw