Showing 1 - 10 of 447
functionals of kernel-type estimators (1 < p < ∞) and is easy to implement in general, mainly due to its recourse to the bootstrap … method. The bootstrap procedure is based on nonparametric bootstrap applied to kernel-based test statistics, with estimated … "contact sets". We provide regularity conditions under which the bootstrap test is asymptotically valid uniformly over a large …
Persistent link: https://www.econbiz.de/10010254852
combination of a bootstrap procedure and new selection algorithms. These methods yield tests that have correct asymptotic size and …
Persistent link: https://www.econbiz.de/10009667989
validity of a test based on block multiplier bootstrap in the case of dependent data under some general mixing conditions. …
Persistent link: https://www.econbiz.de/10011525823
validity of a test based on block multiplier bootstrap in the case of dependent data under some general mixing conditions. …
Persistent link: https://www.econbiz.de/10010459258
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
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
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
The bootstrap is a method for estimating the distribution of an estimator or test statistic by resampling one's data or … a model estimated from the data. Under conditions that hold in a wide variety of econometric applications, the bootstrap … bootstrap provides a way to carry out inference in certain settings where obtaining analytic distributional approximations is …
Persistent link: https://www.econbiz.de/10011901480
This paper considers two-sided tests for the parameter of an endogenous variable in an instrumental variable (IV) model with heteroskedastic and autocorrelated errors. We develop the finite-sample theory of weighted-average power (WAP) tests with normal errors and a known long-run variance. We...
Persistent link: https://www.econbiz.de/10011485564
This paper develops a specification test for instrument validity in the heterogeneous treatment effect model with a binary treatment and a discrete instrument. The strongest testable implication for instrument validity is given by the condition for nonnegativity of point-identifiable complier's...
Persistent link: https://www.econbiz.de/10010392075