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Using matching to estimate treatment effects : data requirements, matching metrics, and Monte Carlo evidence
Zhao, Zhong - In: The review of economics and statistics 86 (2004) 1, pp. 91-107
Persistent link: https://www.econbiz.de/10002017315
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A matching estimator based on a bilevel optimization problem
Díaz, Juan; Rau, Tomás; Rivera Cayupi, Jorge - In: The review of economics and statistics 97 (2015) 4, pp. 803-812
Persistent link: https://www.econbiz.de/10011399439
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When to control for covariates? : Panel asymptotics for estimates of treatment effects
Angrist, Joshua D.; Hahn, Jinyong - In: The review of economics and statistics 86 (2004) 1, pp. 58-72
Persistent link: https://www.econbiz.de/10002017295
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Purchasing power parity tests in cointegrated panels
Pedroni, Peter Louis - In: The review of economics and statistics 83 (2001) 4, pp. 727-731
Persistent link: https://www.econbiz.de/10001627259
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Assessing the "engines of liberation" : home appliances and female labor force participation
Cavalcanti, Tiago; Tavares, José - In: The review of economics and statistics 90 (2008) 1, pp. 81-88
Persistent link: https://www.econbiz.de/10003688417
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Interpreting OLS estimands when treatment effects are heterogeneous : smaller groups get larger weights
Słoczyński, Tymon - In: The review of economics and statistics 104 (2022) 3, pp. 501-509
Persistent link: https://www.econbiz.de/10013281460
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A portrait of trade in value-added over four decades
Johnson, Robert C.; Noguera, Guillermo - In: The review of economics and statistics 99 (2017) 5, pp. 896-911
Persistent link: https://www.econbiz.de/10011781306
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Are the effects of financial market disruptions big or small?
Barnichon, Regis; Matthes, Christian; Ziegenbein, Alexander - In: The review of economics and statistics 104 (2022) 3, pp. 557-570
Persistent link: https://www.econbiz.de/10013282522
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Consistent covariance matrix estimation with spatially dependent panel data
Driscoll, John C. - In: The review of economics and statistics 80 (1998) 4, pp. 549-560
Persistent link: https://www.econbiz.de/10001254696
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Predicting time-varying parameters with parameter-driven and observation-driven models
Koopman, Siem Jan; Lucas, André; Scharth, Marcel - In: The review of economics and statistics 98 (2016) 1, pp. 97-110
Persistent link: https://www.econbiz.de/10011477094