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A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators
Giacomini, Raffaella; Politis, Dimitris N.; White, Halbert - 2012
Persistent link: https://www.econbiz.de/10009554396
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Testing identifying assumptions in fuzzy regression discontinuity designs
Arai, Yoichi; Hsu, Yuchin; Kitagawa, Toru; Mourifié, Ismael - 2019
We propose a new specification test for assessing the validity of fuzzy regression discontinuity designs (FRD-validity). We derive a new set of testable implications, characterized by a set of inequality restrictions on the joint distribution of observed outcomes and treatment status at the...
Persistent link: https://www.econbiz.de/10011988234
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Testing identifying assumptions in fuzzy regression discontinuity designs
Arai, Yoichi; Hsu, Yu-Chin; Kitagawa, Toru; Mourifié, … - 2021
We propose a new specification test for assessing the validity of fuzzy regression discontinuity designs (FRD-validity). We derive a new set of testable implications, characterized by a set of inequality restrictions on the joint distribution of observed outcomes and treatment status at the...
Persistent link: https://www.econbiz.de/10012489858
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Forecast evaluation with shared data sets
Sullivan, Ryan - 2001
Persistent link: https://www.econbiz.de/10013423660
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Testing identifying assumptions in fuzzy regression discontinuity designs
Arai, Yoichi; Hsu, Yu-Chin; Kitagawa, Toru; Mourifié, … - 2018
We propose a new specification test for assessing the validity of fuzzy regression discontinuity designs (FRD-validity). We derive a new set of testable implications, characterized by a set of inequality restrictions on the joint distribution of observed outcomes and treatment status at the...
Persistent link: https://www.econbiz.de/10011895092