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Implementation-neutral causation in structural models

LeRoy, Stephen F. - In: Contemporary economics 12 (2018) 3, pp. 253-268

Analysts associated with the Cowles Commission attached great importance to the distinction between structural and reduced-form models: in their view structural models, but not reduced-form models, allow the analysis of causal relations. They did not present clear justification for this view....

Persistent link: https://www.econbiz.de/10012177106

Partial sample regressions

Czasonis, Megan; Kritzman, Mark; Turkington, David - 2019 - This version: November 13, 2019

Financial analysts assume that the reliability of predictions derived from regression analysis improves with sample … identifying relevant observations by recasting the prediction of a regression equation as a weighted average of the historical …

Persistent link: https://www.econbiz.de/10012225139

Robust Regression When the True R2 is Mediocre

Blankmeyer, Eric - 2016

It is well known that several high-breakdown procedures can produce robust estimates of linear-regression coefficients … regression where vertical outliers and bad-leverage observations affect 25% of the data and R2 is mediocre. One high …

Persistent link: https://www.econbiz.de/10014157348

Visual Inference and Graphical Representation in Regression Discontinuity Designs

Korting, Christina; Lieberman, Carl; Matsudaira, Jordan D. - 2022

statistical information they are meant to convey ("visual inference"). We study visual inference within the context of regression …

Persistent link: https://www.econbiz.de/10014083988

A Note on Regressions with Interval Data on a Regressor

Cerquera, Daniel; Laisney, François; Ullrich, Hannes - 2014

Motivated by Manski and Tamer (2002) and especially their partial identification analysis of the regression model where …

Persistent link: https://www.econbiz.de/10014141412

A Note on Regressions with Interval Data on a Regressor

Cerquera, Daniel; Laisney, François; Ullrich, Hannes - 2015

We reconsider the partial identification analysis of the regression model in Manski and Tamer (2002) where one …

Persistent link: https://www.econbiz.de/10014143561

Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration

Yang, Lijian - 2017

regression model. Asymptotic distribution theory is developed for the estimation method which enjoys the same rate of convergence …

Persistent link: https://www.econbiz.de/10012966219

Censored Regressors and Expansion Bias

Rigobon, Roberto; Stoker, Thomas M. - 2003

. We show the necessity of this effect in bivariate regression and illustrate the bias using results for normal regressors …

Persistent link: https://www.econbiz.de/10014029676

Considerations on Partially Identified Regression Models

Cerquera, Daniel - 2012

Motivated by Manski and Tamer (2002) and especially their partial identification analysis of the regression model where …

Persistent link: https://www.econbiz.de/10013107857

Considerations on Partially Identified Regression Models

Cerquera, Daniel - 2014

Motivated by Manski and Tamer (2002) and especially their partial identification analysis of the regression model where …

Persistent link: https://www.econbiz.de/10013066961