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Takeaways from the special issue on the practice of replication

Reed, W. Robert - 2019

In July 2017, issued a call for papers for a special issue on "The Practice of Replication." In that call, the journal explained that there was no generally accepted procedure for how to do a replication. Likewise, there was no generally accepted standard for determining whether a replication...

Persistent link: https://www.econbiz.de/10011963834

Takeaways from the special issue on The Practice of Replication

Reed, W. Robert - 2019

In July 2017, Economics: The Open Access, Open Assessment E-Journal issued a call for papers for a special issue on “The Practice of Replication.” In that call, the journal explained that there was no generally accepted procedure for how to do a replication. Likewise, there was no generally...

Persistent link: https://www.econbiz.de/10011965714

Co-Occurrence : A New Perspective on Portfolio Diversification

Kinlaw, William B.; Kritzman, Mark; Turkington, David - 2023

Investors typically measure an asset’s potential to diversify a portfolio by its correlations with the portfolio’s other assets, but correlation is useful only if it provides a good estimate of how an asset’s returns co-occur cumulatively with the other asset returns over the investor’s...

Persistent link: https://www.econbiz.de/10014343662

Simple tests for selection bias : learning more from instrumental variables

Black, Dan A.; Joo, Joonhwi; LaLonde, Robert John; … - 2015

We provide simple tests for selection on unobserved variables in the Vytlacil-Imbens-Angrist framework for Local Average Treatment Effects. The tests allow researchers not only to test for selection on either or both of the treated and untreated outcomes, but also to assess the magnitude of the...

Persistent link: https://www.econbiz.de/10011336946

Simpler bootstrap estimation of the asymptotic variance of U-statistic based estimators

Honoré, Bo E.; Hu, Luojia - 2015

requires repeated re-calculation of the estimator. In Honoré and Hu (2015), we propose a computationally simpler bootstrap … contribution here is that rather than repeated re-calculating the U-statistic-based estimator, we can recalculate a related … estimator based on single-sums. A simulation study suggests that the approach leads to a good approximation to the standard …

Persistent link: https://www.econbiz.de/10011312274

Building a structural model : parameterization and structurality

Mouchart, Michel; Orsi, Renzo - In: Econometrics : open access journal 4 (2016) 2, pp. 1-16

A specific concept of structural model is used as a background for discussing the structurality of its parameterization. Conditions for a structural model to be also causal are examined. Difficulties and pitfalls arising from the parameterization are analyzed. In particular, pitfalls when...

Persistent link: https://www.econbiz.de/10011506231

Poor (wo)man's bootstrap

Honoré, Bo E.; Hu, Luojia - 2015

The bootstrap is a convenient tool for calculating standard errors of the parameters of complicated econometric models. Unfortunately, the fact that these models are complicated often makes the bootstrap extremely slow or even practically infeasible. This paper proposes an alternative to the...

Persistent link: https://www.econbiz.de/10010490878

Regression and Causation : A Critical Examination of Six Econometrics Textbooks

Chen, Bryant - 2013

This report surveys six influential econometric textbooks in terms of their mathematical treatment of causal concepts. It highlights conceptual and notational differences among the authors and points to areas where they deviate significantly from modern standards of causal analysis. We find that...

Persistent link: https://www.econbiz.de/10013074665

Simple Tests for Selection Bias : Learning More from Instrumental Variables

Black, Dan - 2015

Persistent link: https://www.econbiz.de/10013015009

A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models, Third Version

DiTraglia, Francis - 2015

The identification of causal effects in linear models relies, explicitly and implicitly, on the imposition of …

Persistent link: https://www.econbiz.de/10013015500

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