We propose a portmanteau test for serial correlation of the error term in a fixed effects model. The test is derived as …

instrumental variables that are assumed to be uncorrelated with unobservables. We instead assume (i) the correlation between the … instrument and the error term has the same sign as the correlation between the endogenous regressor and the error term, and (ii …

reporting of polling error has focused solely on sampling error, represented by the margin of error of a poll. Survey … statisticians have long recommended measurement of the total survey error of a sample estimate by its mean square error (MSE), which … jointly measures sampling and non-sampling errors. Extending the conventional language of polling, we think it reasonable to …

This paper analyzes the performance of heteroskedasticity-and-autocorrelation-consistent (HAC) covariance matrix …

of the covariates conditional on the propensity score is low, and/or the probability of treatment is close to zero or one …

It is widely believed that correlations between international equity markets tend to increase in highly volatile bear … correlations and volatilities that increase in bad times. We model the state dependance of US, UK, and German equity returns using …-varying correlations are negligible …