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1
Big G
Cox, Lydia
;
Müller, Gernot J.
;
Pastén, Ernesto
; …
-
2022
impact
inflation
, little crowding out of private expenditure exists, and the multiplier tends to be larger compared to a one …
Persistent link: https://www.econbiz.de/10013321645
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2
Robust Standard Errors in Small Samples : Some Practical Advice
Imbens, Guido W.
-
2012
In this paper we discuss the properties of confidence intervals for regression parameters based on robust standard errors. We discuss the motivation for a modification suggested by Bell and McCaffrey (2002) to improve the finite sample properties of the confidence intervals based on the...
Persistent link: https://www.econbiz.de/10013099125
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3
Robust Inference with Multi-Way Clustering
Cameron, A. Colin
-
2007
In this paper we propose a new variance estimator for OLS as well as for nonlinear estimators such as logit, probit and GMM, that provcides cluster-robust inference when there is two-way or multi-way clustering that is non-nested. The variance estimator extends the standard cluster-robust...
Persistent link: https://www.econbiz.de/10012778337
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4
Robust Bond Risk Premia
Bauer, Michael
-
2017
A consensus has recently emerged that variables beyond the level, slope, and curvature of the yield curve can help predict bond returns. This paper shows that the statistical tests underlying this evidence are subject to serious small-sample distortions. We propose more robust tests, including a...
Persistent link: https://www.econbiz.de/10012954916
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5
Monte Carlo Techniques in Studying Robust Estimators
Hoaglin, David C.
-
2010
Recent work on robust estimation has led to many procedures, which are easy to formulate and straightforward to program but difficult to study analytically. In such circumstances experimental sampling is quite attractive, but the variety and complexity of both estimators and sampling situations...
Persistent link: https://www.econbiz.de/10012763233
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6
Robust Benchmark Design
Duffie, Darrell
-
2014
Recent scandals over the manipulation of LIBOR, foreign exchange benchmarks, and other financial benchmarks have spurred policy discussions over their appropriate design. We characterize the optimal fixing of a benchmark as an estimator of a market value or reference rate. The fixing data are...
Persistent link: https://www.econbiz.de/10013046173
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7
The Bidder Exclusion Effect
Coey, Dominic
-
2014
We introduce a simple and robust approach to answering two key questions in empirical auction analysis: discriminating between models of entry and quantifying the revenue gains from improving auction design. The approach builds on Bulow and Klemperer (1996), connecting their theoretical results...
Persistent link: https://www.econbiz.de/10013046604
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8
Monte Carlo for Robust Regression : The Swindle Unmasked
Holland, Paul W.
-
2021
This paper gives an alternative derivation of a Monte Carlo method that has been used to study robust estimators. Extensions of the technique to the regression case are also considered and some computational points are briefly mentioned
Persistent link: https://www.econbiz.de/10013219725
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9
Confidence Regions for Robust Regression
Welsch, Roy E.
-
2021
of modest kurtosis, the covariance estimators all give reasonable results and, after adjusting for asymptotic
bias
, some …
Persistent link: https://www.econbiz.de/10013232037
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10
Robust Line Estimation with Errors in Both Variables
Brown, Michael L.
-
2021
The estimator holding the central place in the theory of the multivariate "errors-in-the-variables" (EV) model results from performing orthogonal recession on variables rescaled according to the covariance matrix of the errors [7]. Our first principal finding, via Monte Carlo on the univariate...
Persistent link: https://www.econbiz.de/10013237292
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