EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"fixed bandwidth"
Narrow search

Narrow search

Year of publication
Subject
All
average treatment effect 6 local polynomial estimators 5 Estimation theory 4 Heteroscedasticity 4 Heteroskedastizität 4 Robust statistics 4 Robustes Verfahren 4 Schätztheorie 4 Statistical test 4 Statistischer Test 4 Time series analysis 4 Zeitreihenanalyse 4 Causality analysis 3 Fixed-bandwidth asymptotics 3 Kausalanalyse 3 Regression analysis 3 Regressionsanalyse 3 Theorie 3 Theory 3 bias correction 3 fixed bandwidth 3 heteroskedasticity robust standard errors 3 locally parametric inference 3 ARMA model 2 ARMA-Modell 2 Bias 2 Correlation 2 Fractional Integration 2 Korrelation 2 Long Memory 2 Statistical error 2 Statistischer Fehler 2 Structural Breaks 2 Structural break 2 Strukturbruch 2 Systematischer Fehler 2 fixed bandwidth asymptotics 2 regression discontinuity design 2 t-approximation 2 Autocorrelation 1
more ... less ...
Online availability
All
Free 8 Undetermined 3
Type of publication
All
Book / Working Paper 10 Article 3
Type of publication (narrower categories)
All
Working Paper 6 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Article in journal 3 Aufsatz in Zeitschrift 3
Language
All
English 10 Undetermined 3
Author
All
Bartalotti, Otávio 4 Bartalotti, Otavio 2 Kim, Min Seong 2 Leschinski, Christian 2 Sun, Yixiao 2 Wenger, Kai 2 Yang, Jingjing 2 Bunzel, Helle 1 Less, Vivien 1 Preinerstorfer, David 1 Pötscher, Benedikt M. 1 Wenger, Kai Rouven 1
more ... less ...
Institution
All
Department of Economics, Iowa State University 1 Department of Economics, Tulane University 1 Econometric Society 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
All
Discussion paper series / IZA 1 Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP) 1 Econometric Society 2004 North American Summer Meetings 1 Economics letters 1 Hannover Economic Papers (HEP) 1 IZA Discussion Papers 1 Journal of econometric methods 1 Journal of econometrics 1 MPRA Paper 1 Staff General Research Papers / Department of Economics, Iowa State University 1 Working Papers / Department of Economics, Tulane University 1 Working paper / Iowa State University, Department of Economics 1 Working papers / Ryerson University, Department of Economics 1
more ... less ...
Source
All
ECONIS (ZBW) 7 RePEc 4 EconStor 2
Showing 1 - 10 of 13
Cover Image
Fixed-bandwidth CUSUM tests under long memory
Leschinski, Christian; Wenger, Kai - 2018
We propose a family of self-normalized CUSUM tests for structural change under long memory. The test statistics apply non-parametric kernel-based fixed-b and fixed-m long-run variance estimators and have well-defined limiting distributions that only depend on the long-memory parameter. A Monte...
Persistent link: https://www.econbiz.de/10012030933
Saved in:
Cover Image
Regression Discontinuity and Heteroskedasticity Robust Standard Errors: Evidence from a Fixed-Bandwidth Approximation
Bartalotti, Otávio - 2018
heteroskedasticity-robust standard errors. This paper develops the "fixed-bandwidth" alternative asymptotic theory for RD designs, which … improvements in test coverage that fixed-bandwidth approximations achieve relative to traditional approximations, especially when … there is local heteroskedasticity. Feasible estimators of fixed-bandwidth standard errors are easy to implement and are akin …
Persistent link: https://www.econbiz.de/10011873564
Saved in:
Cover Image
Regression discontinuity and heteroskedasticity robust standard errors : evidence from a fixed-bandwidth approximation
Bartalotti, Otávio - 2018
heteroskedasticity-robust standard errors. This paper develops the "fixed-bandwidth" alternative asymptotic theory for RD designs, which … improvements in test coverage that fixed-bandwidth approximations achieve relative to traditional approximations, especially when … there is local heteroskedasticity. Feasible estimators of fixed-bandwidth standard errors are easy to implement and are akin …
Persistent link: https://www.econbiz.de/10011869057
Saved in:
Cover Image
Fixed-bandwidth CUSUM tests under long memory
Leschinski, Christian; Wenger, Kai - 2018
We propose a family of self-normalized CUSUM tests for structural change under long memory. The test statistics apply non-parametric kernel-based fixed-b and fixed-m long-run variance estimators and have well-defined limiting distributions that only depend on the long-memory parameter. A Monte...
Persistent link: https://www.econbiz.de/10011957769
Saved in:
Cover Image
A modified Wilcoxon test for change points in long-range dependent time series
Wenger, Kai Rouven; Less, Vivien - In: Economics letters 192 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012508757
Saved in:
Cover Image
A fixed-bandwith view of the pre-asymptotic inference for Kernel smooting with time series data
Kim, Min Seong; Sun, Yixiao; Yang, Jingjing - 2015
Persistent link: https://www.econbiz.de/10011378410
Saved in:
Cover Image
Regression discontinuity and heteroskedasticity robust standard errors : evidence from a fixed-bandwidth approximation
Bartalotti, Otávio - In: Journal of econometric methods 8 (2019) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10012022999
Saved in:
Cover Image
Theory and practice of inference in regression discontinuity : a fixed-bandwidth asymptotics approach
Bartalotti, Otavio - 2014
Persistent link: https://www.econbiz.de/10010471186
Saved in:
Cover Image
Theory and Practice of Inference in Regression Discontinuity: A Fixed-Bandwidth Asymptotics Approach
Bartalotti, Otávio - Department of Economics, Tulane University - 2013
former, while most applications in the literature treat the estimates as parametric. This paper develops the "fixed-bandwidth … light on implicit assumptions on both approaches. The fixed-bandwidth approach provides alternative formulas, i ….e. alternative approximations, for the bias and variance of RD estimators. Simulations indicate that fixed-bandwidth approximations …
Persistent link: https://www.econbiz.de/10011094584
Saved in:
Cover Image
On Size and Power of Heteroscedasticity and Autocorrelation Robust Tests
Preinerstorfer, David; Pötscher, Benedikt M. - Volkswirtschaftliche Fakultät, … - 2013
Testing restrictions on regression coefficients in linear models often requires correcting the conventional F-test for potential heteroscedasticity or autocorrelation amongst the disturbances, leading to so-called heteroskedasticity and autocorrelation robust test procedures. These procedures...
Persistent link: https://www.econbiz.de/10011113717
Saved in:
  • 1
  • 2
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...