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Generic inference on quantile and quantile effect functions for discrete outcomes

Chernozhukov, Victor; Fernández-Val, Iván; Melly, Blaise - 2017

This paper provides a method to construct simultaneous confidence bands for quantile and quantile effect functions for … and does not depend on the sampling schemes. It is based upon projection of simultaneous confidence bands for distribution … rendering standard inference methods invalid for obtaining uniform confidence bands for quantile and quantile effects functions. …

Persistent link: https://www.econbiz.de/10011647471

Causal inference by quantile regression kink designs

Chiang, Harold D.; Sasaki, Yuya - In: Journal of econometrics 210 (2019) 2, pp. 405-433

Persistent link: https://www.econbiz.de/10012303554

Exact inference in long-horizon predictive quantile regressions with an application to stock returns

Gungor, Sermin; Luger, Richard - In: Journal of financial econometrics 19 (2021) 4, pp. 746-788

Persistent link: https://www.econbiz.de/10012654991

From conditional quantile regression to marginal quantile estimation with applications to missing data and causal inference

Ma, Huijuan; Qin, Jing; Zhou, Yong - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 4, pp. 1377-1390

Persistent link: https://www.econbiz.de/10014448657

Estimation and inference for multi-kink quantile regression

Zhong, Wei; Wan, Chuang; Zhang, Wenyang - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1123-1139

Persistent link: https://www.econbiz.de/10013539465

Nonparametric estimation and conformal inference of the sufficient forecasting with a diverging number of factors

Yu, Xiufan; Yao, Jiawei; Xue, Lingzhou - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 342-354

Persistent link: https://www.econbiz.de/10012804117

Estimating causal effects with observational data guidelines for agricultural and applied economists

Henningsen, Arne; Low, Guy; Wuepper, David; Dalhaus, Tobias - 2024

Most research questions in agricultural and applied economics are of a causal nature, i.e., how one or more variables (e.g., policies, prices, the weather) affect one or more other variables (e.g., the welfare of individuals or the society, the demanded or produced quantity, pollution). Only a...

Persistent link: https://www.econbiz.de/10015162983

Estimation and inference of discontinuity in density

Otsu, Taisuke; Xu, Ke-li; Matsushita, Yukitoshi - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 4, pp. 507-524

Persistent link: https://www.econbiz.de/10010337854

Inferring the predictability induced by a persistent regressor in a predictive threshold model

Gonzalo, Jesús; Pitarakis, Jean-Yves - 2015

Persistent link: https://www.econbiz.de/10010515364

Efficient estimation and inference for difference-in-difference regressions with persistent errors

Greenaway-McGrevy, Ryan; Han, Chirok; Sul, Donggyu - In: Essays in honor of Peter C. B. Phillips, (pp. 281-302). 2014

Persistent link: https://www.econbiz.de/10010442862