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Markov-switching quantile autoregression : a Gibbs sampling approach

Liu, Xiaochun; Luger, Richard - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 2, pp. 1-33

Persistent link: https://www.econbiz.de/10011897360

Weak convergence of local quantile treatment effect processes

Kim, Ju Hyun; Park, Byoung Gun - In: Economics letters 162 (2018), pp. 49-52

Persistent link: https://www.econbiz.de/10011939753

A unit-level quantile nested error regression model for domain prediction with continuous and discrete outcomes

Weidenhammer, Beate; Schmid, Timo; Salvati, Nicola; … - 2016

In this paper we will present recent work on a new unit-level small area methodology that can be used with continuous and discrete outcomes. The proposed method is based on constructing a model-based estimator of the distribution function by using a nested-error regression model for the...

Persistent link: https://www.econbiz.de/10011496844

On quantile estimator in volatility model with non-negative error density and Bayesian perspective

Dutta, Debajit; Dhar, Subhra Sankar; Mitra, Amit - 2019

Persistent link: https://www.econbiz.de/10012244179

Instrument validity tests with causal forests

Farbmacher, Helmut; Guber, Raphael; Klaaßen, Sven - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 605-614

Persistent link: https://www.econbiz.de/10013533997

Sensitivity of policy relevant treatment parameters to violations of monotonicity

Yap, Luther - 2022

Persistent link: https://www.econbiz.de/10013490605

Kim, Ju Hyun; Park, Byoung Gun - In: Econometric reviews 41 (2022) 10, pp. 1265-1286

Persistent link: https://www.econbiz.de/10013490706

Choosing exogeneity assumptions in potential outcome models

Masten, Matthew A; Poirier, Alexandre - In: The econometrics journal 26 (2023) 3, pp. 327-349

Persistent link: https://www.econbiz.de/10014391678

Regression discontinuity designs

Cattaneo, Matias D.; Titiunik, Rocío - In: Annual review of economics 14 (2022), pp. 821-851

Persistent link: https://www.econbiz.de/10014428457

The econometric model for causal policy analysis

Heckman, James J.; Pinto, Rodrigo - In: Annual review of economics 14 (2022), pp. 893-923

Persistent link: https://www.econbiz.de/10014428471