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Persistent link: https://www.econbiz.de/10012038090
This paper derives the asymptotic distribution of the F-test for the significance of linear regression coefficients as both the number of regressors, k, and the number of observations, n, increase together so that their ratio remains positive in the limit. The conventional critical values for...
Persistent link: https://www.econbiz.de/10010577507
Persistent link: https://www.econbiz.de/10011906958
This chapter develops a novel bootstrap procedure to obtain robust bias-corrected confidence intervals in regression discontinuity (RD) designs. The procedure uses a wild bootstrap from a second-order local polynomial to estimate the bias of the local linear RD estimator; the bias is then...
Persistent link: https://www.econbiz.de/10015363285