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Specification tests for nonlinear dynamic models
Kheifets, Igor - 2014
Persistent link: https://www.econbiz.de/10010257335
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Vector autoregression and causality : a theoretical overview and simulation study
Toda, Hiro Y.; Phillips, Peter C. B. - 1991
Persistent link: https://www.econbiz.de/10000828952
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Vector autoregression and causality
Toda, Hiro Y.; Phillips, Peter C. B. - 1991
Persistent link: https://www.econbiz.de/10000828076
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Algorithm is experiment: machine learning, market design, and policy eligibility rules
Narita, Yusuke; Yata, Kohei - 2021
Persistent link: https://www.econbiz.de/10012515858
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Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
Jiang, Liang; Phillips, Peter C. B.; Tao, Yubo; Zhang, … - 2021
Persistent link: https://www.econbiz.de/10012618237
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Breaking ties : regression discontinuity design meets market design
Abdulkadiroğlu, Atila; Angrist, Joshua D.; Narita, Yusuke - 2019
Persistent link: https://www.econbiz.de/10012004168
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Finite-sample optimal estimation and inference on average treatment effects under unconfoundedness
Armstrong, Timothy B.; Kolesár, Michal - 2017
Persistent link: https://www.econbiz.de/10011797261
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The method of simulated scores for the estimation of LDV models with an application to external debt crises
Hajivassiliou, Vassilis Argyrou; McFadden, Daniel - 1990 - Rev
Persistent link: https://www.econbiz.de/10000828142
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MCMC confidence sets for identified sets
Chen, Xiaohong; Christensen, Timothy M.; O'Hara, Keith; … - 2016 - First draft: August 2015; revised July 5, 2016
Persistent link: https://www.econbiz.de/10011556878
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Partial identification and inference for dynamic models and counterfactuals
Kalouptsidi, Myrto; Kitamura, Yuichi; Lima, Lucas A. de; … - 2020
Persistent link: https://www.econbiz.de/10012171597