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Finite- and large-sample inference for ranks using multinomial data with an application to ranking political parties

Bazylik, Sergei; Mogstad, Magne; Romano, Joseph P.; … - 2021

. We additionally develop confidence sets using the bootstrap that are valid only approximately in large samples. We use … contrast, the bootstrap-based confidence sets may sometimes be considerably less informative. These findings motivate us to … often perform better than their large-sample, bootstrap-based counterparts, especially in settings that resemble our …

Persistent link: https://www.econbiz.de/10012667308

Inference for ranks with applications to mobility across neighborhoods and academic achievement across countries

Mogstad, Magne; Romano, Joseph P.; Shaikh, Azeem M.; … - 2022

It is often desired to rank different populations according to the value of some feature of each population. For example, it may be desired to rank neighborhoods according to some measure of intergenerational mobility or countries according to some measure of academic achievement. These rankings...

Persistent link: https://www.econbiz.de/10012813620

Permutation tests for equality of distributions of functional data

Bugni, Federico A.; Horowitz, Joel - 2021

Economic data are often generated by stochastic processes that take place in continuous time, though observations may occur only at discrete times. For example, electricity and gas consumption take place in continuous time. Data generated by a continuous time stochastic process are called...

Persistent link: https://www.econbiz.de/10012436894

Layered policy analysis program evaluation using the marginal treatment effect

Mourifié, Ismael; Wan, Yuanyuan - 2021 - This version: Sunday 4th April, 2021

This paper proposes a unified approach to derive sharp bounds on all conventional policy parameters when the instrumental variables (IVs) are potentially invalid. Using a Vine Copula approach, we propose a novel characterization of the identified sets for the marginal treatment effect (MTE) and...

Persistent link: https://www.econbiz.de/10012508661

Inference for ranks with applications to mobility across neighborhoods and academic achievement across countries

Mogstad, Magne; Romano, Joseph P.; Shaikh, Azeem M.; … - 2021

Persistent link: https://www.econbiz.de/10012500502

Discordant relaxations of misspecified models

Kédagni, Désiré; Li, Lixiong; Mourifié, Ismael - 2021

In many set identified models, it is difficult to obtain a tractable characterization of the identified set, therefore, empirical works often construct confidence region based on an outer set of the identified set. Because an outer set is always a superset of the identified set, this practice is...

Persistent link: https://www.econbiz.de/10012501418

Inference under covariate-adaptive randomization

Bugni, Federico A.; Canay, Ivan A.; Shaikh, Azeem M. - 2017

This paper studies inference for the average treatment effect in randomized controlled trials with covariate-adaptive randomization. Here, by covariate-adaptive randomization, we mean randomization schemes that first stratify according to baseline covariates and then assign treatment status so...

Persistent link: https://www.econbiz.de/10011648910

Inference for ranks with applications to mobility across neighborhoods and academic achievement across countries

Mogstad, Magne; Romano, Joseph P.; Shaikh, Azeem M.; … - 2023

Persistent link: https://www.econbiz.de/10013500955

Kernel block bootstrap

Parente, Paulo M. D. C.; Smith, Richard J. - 2018 - This draft: July 2018

This article introduces and investigates the properties of a new bootstrap method for time-series data, the kernel … block bootstrap. The bootstrap method, although akin to, offers an improvement over the tapered block bootstrap of … bootstrap estimator of the spectrum at zero asymptotically close to the optimal Parzen (1957) estimator is possible. The paper …

Persistent link: https://www.econbiz.de/10011878210

Mostly harmless simulations? : on the internal validity of empirical Monte Carlo studies

Advani, Arun; Kitagawa, Toru; Słoczyński, Tymon - 2018 - This version: September 21, 2018

. They are better when selecting estimators that minimise mean squared error. However, using a simple bootstrap is at least …

Persistent link: https://www.econbiz.de/10011912535