Similar Search Results

Historical econometrics : instrumental variables and regression discontinuity designs

Caicedo, Felipe Valencia - 2020

Persistent link: https://www.econbiz.de/10012299251

Inference in high dimensional panel models with an application to gun control

Belloni, Alexandre; Chernozhukov, Victor; Hansen, … - 2014 - This version is of November 24, 2014

We consider estimation and inference in panel data models with additive unobserved individual specific heterogeneity in a high dimensional setting. The setting allows the number of time varying regressors to be larger than the sample size. To make informative estimation and inference feasible,...

Persistent link: https://www.econbiz.de/10010459263

Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables

Belloni, Alexandre; Chernozhukov, Victor; Hansen, … - 2017 - Current Version: December 21, 2017

High-dimensional linear models with endogenous variables play an increasingly important role in recent econometric literature. In this work we allow for models with many endogenous variables and many instrument variables to achieve identification. Because of the high-dimensionality in the second...

Persistent link: https://www.econbiz.de/10011775296

Quantile models with endogeneity

Chernozhukov, Victor; Hansen, Christian Bailey - 2013

In this article, we review quantile models with endogeneity. We focus on models that achieve indentification through the use of instrumental variables and discuss conditions under which partial and point identification are obtained. We discuss key conditions, which include monotonicity and...

Persistent link: https://www.econbiz.de/10009747939

Inference on treatment effects after selection amongst high-dimensional controls

Belloni, Alexandre; Chernozhukov, Victor; Hansen, … - 2013 - This version May 30, 2013

We propose robust methods for inference on the effect of a treatment variable on a scalar outcome in the presence of very many controls. Our setting is a partially linear model with possibly non-Gaussian and heteroscedastic disturbances where the number of controls may be much larger than the...

Persistent link: https://www.econbiz.de/10009747934

hdm : high-dimensional metrics

Chernozhukov, Victor; Hansen, Christian Bailey; … - 2016

. Efficient estimators and uniformly valid confidence intervals for regression coefficients on target variables (e.g., treatment … or policy variable) in a high-dimensional approximately sparse regression model, for average treatment effect (ATE) and … heteroscedastic and non-Gaussian errors are implemented. Moreover, joint/ simultaneous confidence intervals for regression …

Persistent link: https://www.econbiz.de/10011524715

On policy evaluation with aggregate time-series instruments

Arkhangelsky, Dmitry; Korovkin, Vasily - 2024

Persistent link: https://www.econbiz.de/10014507747

Inference on a distribution from noisy draws

Jochmans, Koen; Weidner, Martin - 2021

We consider a situation where the distribution of a random variable is being estimated by the empirical distribution of noisy measurements of that variable. This is common practice in, for example, teacher value-added models and other fixed-effect models for panel data. We use an asymptotic...

Persistent link: https://www.econbiz.de/10012792731

Inference on a distribution from noisy draws

Jochmans, Koen; Weidner, Martin - 2019

Persistent link: https://www.econbiz.de/10012063831

Impossible inference in econometrics : theory and applications

Bertanha, Marinho; Moreira, Marcelo J. - 2019 - This version: November 14, 2018

This paper studies models in which hypothesis tests have trivial power, that is, power smaller than size. This testing impossibility, or impossibility type A, arises when any alternative is not distinguishable from the null. We also study settings where it is impossible to have almost surely...

Persistent link: https://www.econbiz.de/10011958082

1
2
3
4
5
6
7
8
9
10
Next
Last