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The Romano-Wolf multiple hypothesis correction in Stata
Clarke, Damian; Romano, Joseph P.; Wolf, Michael - 2019
When considering multiple hypothesis tests simultaneously, standard statistical techniques will lead to over-rejection of null hypotheses unless the multiplicity of the testing framework is explicitly considered. In this paper we discuss the Romano-Wolf multiple hypothesis correction, and...
Persistent link: https://www.econbiz.de/10012147332
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Resampling and bootstrap to assess the relevance of variables : a new algorithmic approach with applications to entrepreneurship data
Gimenez-Nadal, José Ignacio; Lafuente, Miguel; Molina, … - 2016
In this paper, we propose an algorithmic approach based on resampling and bootstrap techniques to measuring the …
Persistent link: https://www.econbiz.de/10011476420
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Bootstrap inference for K-nearest neighbour matching estimators
DeLuna, Xavier; Johansson, Per-Olov; Sjöstedt-de Luna, Sara - 2010
Abadie and Imbens (2008, Econometrica) showed that classical bootstrap schemes fail to provide correct inference for K …-nearest neighbour (KNN) matching estimators of average causal effects. This is an interesting result showing that bootstrap should not … respect to the matching covariate, we obtain a bootstrap scheme valid also with heterogeneous causal effects where mild …
Persistent link: https://www.econbiz.de/10009312907
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When, where and how to perform efficiency estimation
Badunenko, Oleg; Henderson, Daniel J.; Kumbhakar, Subal - 2011
. -- bootstrap ; nonparametric kernel ; technical efficiency …
Persistent link: https://www.econbiz.de/10009422459
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Purchasing power parity for developing and developed countries : what can we learn from non-stationary panel data models?
Drine, Imed (contributor); Rault, Christophe (contributor) - 2007
The aim of this paper is to apply recently developed panel cointegration techniques proposed by Pedroni (1999, 2004 …
Persistent link: https://www.econbiz.de/10003610062
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International financial integration and Real Exchange Rate long-run dynamics in emerging countries : some panel evidence
Caporale, Guglielmo Maria; Amor, Thouraya Hadj; Rault, … - 2009
integration ; misalignment ; second-generation panel unit root and cointegration tests …
Persistent link: https://www.econbiz.de/10003816542
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The effect of high school employment on educational attainment : a conditional difference-in-differences approach
Buscha, Franz; Maurel, Arnaud; Page, Lionel; … - 2008
Using American panel data from the National Educational Longitudinal Study of 1988 (NELS:88) this paper investigates the effect of working during grade 12 on attainment. We exploit the longitudinal nature of the NELS by employing, for the first time in the related literature, a semiparametric...
Persistent link: https://www.econbiz.de/10003755942
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Testing dependence among serially correlated multi-category variables
Pesaran, M. Hashem (contributor);  … - 2006
The contingency table literature on tests for dependence among discrete multi-category variables is extensive. Existing tests assume, however, that draws are independent, and there are no tests that account for serial dependencies -- a problem that is particularly important in economics and...
Persistent link: https://www.econbiz.de/10003344606
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A permutation test and estimation alternatives for the Regression Kink design
Ganong, Peter; Jäger, Simon - 2014
The Regression Kink (RK) design is an increasingly popular empirical method, with more than 20 studies circulated using RK in the last 5 years since the initial circulation of Card, Lee, Pei and Weber (2012). We document empirically that these estimates, which typically use local linear...
Persistent link: https://www.econbiz.de/10010379273
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Testing for selection bias
Joo, Joonhwi; LaLonde, Robert John - 2014
This paper uses the control function to develop a framework for testing for selection bias. The idea behind our framework is if the usual assumptions hold for matching or IV estimators, the control function identifies the presence and magnitude of potential selection bias. Averaging this...
Persistent link: https://www.econbiz.de/10010407986