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Determinants of Long-Term Growth : A Bayesian Averaging of Classical Estimates (BACE) Approach
Doppelhofer, Gernot - 2000
This paper examines the robustness of explanatory variables in cross-country economic growth regressions. It employs a novel approach, Bayesian Averaging of Classical Estimates (BACE), which constructs estimates as a weighted average of OLS estimates for every possible combination of included...
Persistent link: https://www.econbiz.de/10012471000
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CAViaR : Conditional Value at Risk by Quantile Regression
Engle, Robert F. - 1999
variety of dynamic processes for updating the quantile and use regression quantile estimation to determine the parameters of …
Persistent link: https://www.econbiz.de/10012471443
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Evaluating the Effect of an Antidiscrimination Law Using a Regression-Discontinuity Design
Hahn, Jinyong - 1999
The regression discontinuity (RD) data design is a quasi-experimental design with the defining characteristic that the … offer an interpretation of the IV or so-called Wald estimator as a regression discontinuity estimator. We propose …
Persistent link: https://www.econbiz.de/10012471663
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Using Digitized Newspapers to Refine Historical Measures : The Case of the Boll Weevil
Ferrara, Andreas; Ha, Joung Yeob; Walsh, Randall P. - National Bureau of Economic Research - 2022
This paper shows how to remove attenuation bias in regression analyses due to measurement error in historical data for …
Persistent link: https://www.econbiz.de/10012938777
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Synthetic Controls with Staggered Adoption
Ben-Michael, Eli; Feller, Avi; Rothstein, Jesse - National Bureau of Economic Research - 2021
causal inference. Estimation remains challenging, however, and common regression methods can give misleading results. A …
Persistent link: https://www.econbiz.de/10012585370
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Weighted-Average Quantile Regression
Četverikov, Denis N.; Liu, Yukun; Tsyvinski, Aleh - National Bureau of Economic Research - 2022
In this paper, we introduce the weighted-average quantile regression model. We argue that this model is of interest in …
Persistent link: https://www.econbiz.de/10013210042
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Partially Linear Models under Data Combination
D'Haultfœuille, Xavier; Gaillac, Christophe; Maurel, Arnaud - National Bureau of Economic Research - 2022
We consider the identification of and inference on a partially linear model, when the outcome of interest and some of the covariates are observed in two different datasets that cannot be linked. This type of data combination problem arises very frequently in empirical microeconomics. Using...
Persistent link: https://www.econbiz.de/10013191048
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Two-Way Fixed Effects and Differences-in-Differences with Heterogeneous Treatment Effects : A Survey
Chaisemartin, Clément de; D'Haultfœuille, Xavier - National Bureau of Economic Research - 2022
Linear regressions with period and group fixed effects are widely used to estimate policies' effects: 26 of the 100 most cited papers published by the American Economic Review from 2015 to 2019 estimate such regressions. It has recently been show that those regressions may produce misleading...
Persistent link: https://www.econbiz.de/10012814466
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A Relationship Between Regression Tests and Volatility Tests of Market ncy
Frankel, Jeffrey A. - 1983
Volatility tests are an alternative to regression tests for evaluating the joint null hypothesis of market efficiency …"beat the market" using a linear combination of known variables, then the regression tests are at least as powerful as the … turns out to be equivalent to the analogous regression test in terms of asymptotic power. In other applications …
Persistent link: https://www.econbiz.de/10012477997
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Identification in Tax-Price Regression Models : The Case of Charitable Giving
Feenberg, Daniel R. - 1982
In this paper we use an instrumental variable estimator to exploit sources of independent variation, which allows unbiased estimation of the tax-price elasticity under more general conditions. The estimator is applied to the demand for charitable giving. A charitable giving equation is an...
Persistent link: https://www.econbiz.de/10012478117