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"Statistical adequacy" is an important prerequisite for securing reliable inference in empirical modelling. This paper … argues for more emphasis on replication that specifically assesses whether the results reported in empirical studies are … diagnostic tests for misspecification. A replication plan is briefly outlined to illustrate what this would involve in practice …
Persistent link: https://www.econbiz.de/10011917266
In econometrics some nonparametric instrumental regression models and nonparametric demand models with endogeneity lead to nonlinear integral equations with unknown integral kernels. We prove convergence rates of the risk for the iteratively regularized Newton method applied to these problems....
Persistent link: https://www.econbiz.de/10011392754
"rudimentary models" and models for "limited information inference", (ii) the distinction between exogeneity of variables and the …
Persistent link: https://www.econbiz.de/10011779245
Under treatment effect heterogeneity, an instrument identifies the instrument-specific local average treatment effect (LATE). If a regression model is estimated by the two-stage least squares (2SLS) using multiple instruments, then 2SLS is consistent for a weighted average of different LATEs. In...
Persistent link: https://www.econbiz.de/10013030149
(with asymptotic guarantees) for choosing the regularization parameter. We also sketch an inference strategy built upon this …
Persistent link: https://www.econbiz.de/10012937114
This paper considers identification and inference about the sign of the average effect of a binary endogenous regressor … each set of restrictions, we also develop methods for simultaneous inference about the consistency of the distribution of … with our restrictions. We show that our inference procedures are valid uniformly over a large class of possible …
Persistent link: https://www.econbiz.de/10012892857
Persistent link: https://www.econbiz.de/10011795504
) inference with respect to possible endogeneity in the explanatory variables of the usual k-variate linear multiple regression … whether any selected inference is "robust" versus "fragile." The usefulness of this sensitivity analysis-as a "screen" for …
Persistent link: https://www.econbiz.de/10012265401
Persistent link: https://www.econbiz.de/10014637609
This paper estimates demand for residential solar photovoltaic (PV) systems using a new approach to address three empirical challenges that often arise with count data: excess zeros, unobserved heterogeneity, and endogeneity of price. Our results imply a price elasticity of demand for solar PV...
Persistent link: https://www.econbiz.de/10011994860