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Most Difference-in-Difference (DD) papers rely on many years of data and focus on serially correlated outcomes. Yet almost all these papers ignore the bias in the estimated standard errors that serial correlation introduces. This is especially troubling because the independent variable of...
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This paper examines the effect of systematic self-report bias, the non-random deviation between the self-reported and true values of the same measure. This bias may be constant or variable, and can mislead empirical analyses based on descriptive statistics, program evaluation and instrumental...
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geometric considerations. Within the class the distribution of the maximum likelihood estimator is easily approximated by a …
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Moderated multiple regression models allow the simple relationship between the dependent variable and an independent variable to depend on the level of another independent variable. The moderated relationship, often referred to as the interaction, is modeled by including a product term as an...
Persistent link: https://www.econbiz.de/10014046842
This paper derives the exact distribution of the maximum likelihood estimator of a first order linear autoregression … $\rho ^{T}$-consistent. Further, the likelihood ratio test statistic for a simple hypothesis on the autoregressive parameter …
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Simulation estimators, such as indirect inference or simulated maximum likelihood, are successfully employed for …
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