This article investigates the impact of an early intervention program, which experimentally modifies the parenting and home environment of disadvantaged families, on child health in the first 3 years of life. We recruited and randomized 233 (115 intervention, 118 control) pregnant women from a...

This paper develops a Monte-Carlo backtesting procedure for risk premia strategies and employs it to study Time-Series Momentum (TSM). Relying on time-series models, empirical residual distributions and copulas we overcome two key drawbacks of conventional backtesting procedures. We create...

We develop a nonparametric instrumental variable approach for the estimation of average treatment effects on hazard rates and conditional survival probabilities, without model structure.We derive constructive identification proofs for average treatment effects under noncompliance and dynamic...