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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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Algorithm as experiment: machine learning, market design, and policy eligibility rules
Narita, Yusuke; Yata, Kohei - 2024
Persistent link: https://www.econbiz.de/10014539002
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Experimental persuasion
Ball, Ian; Espín-Sánchez, José-Antonio - 2021
, our analysis does not require concavification. Since we focus on experiments rather than beliefs, we can accommodate …
Persistent link: https://www.econbiz.de/10012618374
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Buying locally
Mailath, George J.; Postlewaite, Andrew; Samuelson, Larry - 2015
Persistent link: https://www.econbiz.de/10010490235
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A specification test for instrumental variables regression with many instruments
Lee, Yoonseok; Okui, Ryo - 2009
Persistent link: https://www.econbiz.de/10003906732
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GMM estimation for dynamic panels with fixed effects and strong instruments at unity
Han, Chirok (contributor); Phillips, Peter C. B. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003462523
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Applications of subsampling, hybrid, and size-correction methods
Andrews, Donald W. K. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003462609
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Inference with weak instruments
Andrews, Donald W. K. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003468408
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A remark on bimodality and weak instrumentation in structural equation estimation
Phillips, Peter C. B. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003468424
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Optimal estimation of cointegrated systems with irrelevant instruments
Phillips, Peter C. B. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003468433