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regression discontinuity (RD) framework to applications where time is the running variable and treatment begins at a particular … threshold in time. In this guide for practitioners, we discuss several features of this “Regression Discontinuity in Time” (RDiT … framework closer to an event study than a regression discontinuity design. Based on these features and motivated by hypothetical …
Persistent link: https://www.econbiz.de/10012951355
Many empirical studies use Fuzzy Regression Discontinuity (FRD) designs to identify treatment effects when the receipt …
Persistent link: https://www.econbiz.de/10013039759
A regression kink design (RKD or RK design) can be used to identify casual effects in settings where the regressor of …
Persistent link: https://www.econbiz.de/10012980189
represented as the orthogonality between the underlying shocks and a shock-level unobservable. SSIV regression coefficients can … similarly be obtained from an equivalent shock-level regression, motivating shock-level conditions for their consistency. We …
Persistent link: https://www.econbiz.de/10012911479
Despite the clear success of forecast combination in many economic environments, several important issues remain incompletely resolved. The issues relate to selection of the set of forecasts to combine, and whether some form of additional regularization (e.g., shrinkage) is desirable. Against...
Persistent link: https://www.econbiz.de/10012911728
We consider a linear panel event-study design in which unobserved confounds may be related both to the outcome and to the policy variable of interest. We provide sufficient conditions to identify the causal effect of the policy by exploiting covariates related to the policy only through the...
Persistent link: https://www.econbiz.de/10012920350
regression of Y onto X in a subpopulation homogenous in W = w (formally a conditional linear predictor). Let b<sub>0</sub> (w) be … the coefficient vector on X in this regression. We introduce a semiparametrically efficient estimate of the average β … methods of semiparametric regression (e.g., the partially linear regression model) …
Persistent link: https://www.econbiz.de/10012908172
In structural dynamic discrete choice models, unobserved and mis-measured state variables may lead to biased parameter estimates and misleading inference. In this paper, we show that instrumental variables can address such measurement problems when they relate to state variables that evolve...
Persistent link: https://www.econbiz.de/10012909858
variety of dynamic processes for updating the quantile and use regression quantile estimation to determine the parameters of …
Persistent link: https://www.econbiz.de/10013218406
In this paper we analyze estimation of coefficients in regression models under moment restrictions where the moment … weighted regression analysis. We discuss the interpretation of these weights both under the assumption that the target … weighted regression analysis of the NLS. We analyze the impacts of our weighted regression techniques on the estimated …
Persistent link: https://www.econbiz.de/10013218741