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  • Search: subject:"heteroskedasticity robust standard errors"
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Year of publication
Subject
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average treatment effect 3 bias correction 3 fixed bandwidth 3 heteroskedasticity robust standard errors 3 local polynomial estimators 3 locally parametric inference 3 Bias 2 Causality analysis 2 Estimation theory 2 Heteroscedasticity 2 Heteroskedastizität 2 Kausalanalyse 2 Regression analysis 2 Regressionsanalyse 2 Robust statistics 2 Robustes Verfahren 2 Schätztheorie 2 Statistical error 2 Statistischer Fehler 2 Systematischer Fehler 2
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Online availability
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Free 2 Undetermined 1
Type of publication
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Book / Working Paper 2 Article 1
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 3
Author
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Bartalotti, Otávio 3
Published in...
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Discussion paper series / IZA 1 IZA Discussion Papers 1 Journal of econometric methods 1
Source
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ECONIS (ZBW) 2 EconStor 1
Showing 1 - 3 of 3
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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 … to treating RD estimators as locally parametric, validating the common empirical practice of using heteroskedasticity-robust … standard errors in RD settings. Bias mitigation approaches are discussed and a novel, bootstrap higher-order bias correction …
Persistent link: https://www.econbiz.de/10011873564
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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 … to treating RD estimators as locally parametric, validating the common empirical practice of using heteroskedasticity-robust … standard errors in RD settings. Bias mitigation approaches are discussed and a novel, bootstrap higher-order bias correction …
Persistent link: https://www.econbiz.de/10011869057
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
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