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coefficients (slope endogeneity) can introduce significant estimation bias, resulting in misleading inference. This paper proposes … inference without the need to bootstrap. For short dynamic panels, a Jackknife bias-corrected 2sCOPE-MG estimator is provided to … ensure unbiased inference. The usage of the 2sCOPE-MG estimator is demonstrated by Monte Carlo simulations and a marketing …
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Modeling policy effects in the context of high-dimensional data requires a balanced consideration of omitted interaction bias and overfitting problems. This paper investigates the role of machine learning algorithms in stabilizing estimates and demonstrates the possible regularization bias...
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inference in these models. Specifically, we consider a local misspecification framework in which specification errors are …
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misspecification. However, degeneracy of RV invalidates inference. With a novel definition of weak instruments for testing, we connect …
Persistent link: https://www.econbiz.de/10015053180