Search Results - subject:"robust inference"

Regression discontinuity with categorical outcomes

Xu, Ke-Li - In: Journal of econometrics 201 (2017) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10011917411

Robust heteroskedasticity-robust tests

Richard, Patrick - In: Economics letters 159 (2017), pp. 28-32

Persistent link: https://www.econbiz.de/10011902875

Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects

Kim, Min Seong; Sun, Yixiao - Department of Economics, Ryerson University - 2011

This paper studies robust inference for linear panel models with fixed effects in the presence of heteroskedasticity …

Persistent link: https://www.econbiz.de/10009322600

Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects

Kim, Min Seong; Sun, Yixiao - 2011

Persistent link: https://www.econbiz.de/10009427845

Robust inference of risks of large portfolios

Fan, Jianqing; Han, Fang; Liu, Han; Vickers, Byron - In: Journal of econometrics 194 (2016) 2, pp. 298-308

Persistent link: https://www.econbiz.de/10011705149

Robust inference for the Two-Sample 2SLS estimator

Pacini, David; Windmeijer, Frank - In: Economics letters 146 (2016), pp. 50-54

Persistent link: https://www.econbiz.de/10011619048

GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference

Hill, Jonathan B.; Prokhorov, Artem - In: Journal of econometrics 190 (2016) 1, pp. 18-45

Persistent link: https://www.econbiz.de/10011591613

Inference on co-integration parameters in heteroskedastic vector autoregressions

Boswijk, Herman Peter; Cavaliere, Giuseppe; Rahbek, Anders - In: Journal of econometrics 192 (2016) 1, pp. 64-85

Persistent link: https://www.econbiz.de/10011615672

Analyzing repeated-game economics experiments: robust standard errors for panel data with serial correlation

Vossler, Christian A. - Volkswirtschaftliche Fakultät, … - 2009

The purpose of this study is to provide guidance to those who analyze data from repeated-game experiments. In particular, I propose the use of heteroskedasticity-autocorrelation consistent (HAC) covariance estimators for panel data, which allows researchers to conduct hypothesis tests without...

Persistent link: https://www.econbiz.de/10011107720

Robust Data-Driven Inference for Density-Weighted Average Derivatives

Cattaneo, Matias D.; Crump, Richard K.; Jansson, Michael - School of Economics and Management, University of Aarhus - 2009

experiment shows a remarkable improvement in performance when the bandwidth-dependent robust inference procedure proposed by … performance when the bandwidth- dependent robust inference procedure proposed by Cattaneo, Crump, and Jansson (2009) is coupled … a robust inference pro- cedure, providing a range of (small) bandwidths for which the appropriate test statistic enjoys …

Persistent link: https://www.econbiz.de/10008459760