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This paper describes a randomization-based inference procedure for the distribution or quantiles of potential outcomes for a binary treatment and instrument. The method imposes no parametric model for the treatment effect, and remains valid for small n, a weak instrument, or inference on tail...
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In an important class of econometric problems, researchers select a target parameter by maximizing the Euclidean norm of a data-dependent vector. Examples that can be cast into this frame include threshold regression models with estimated thresholds and structural break models with estimated...
Persistent link: https://www.econbiz.de/10012241853
model. This sensitivity analysis is based on a derivation of the sampling distribution of the OLS parameter estimator …
Persistent link: https://www.econbiz.de/10012265401
In an important class of econometric problems, researchers select a target parameter by maximizing the Euclidean norm of a data-dependent vector. Examples that can be cast into this frame include threshold regression models with estimated thresholds, and structural break models with estimated...
Persistent link: https://www.econbiz.de/10012109832
Persistent link: https://www.econbiz.de/10012249406
Importance sampling is a popular Monte Carlo method used in a variety of areas in econometrics. When the variance of … the importance sampling estimator is infinite, the central limit theorem does not apply and estimates tend to be erratic …
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