We extend to score, Wald and difference test statistics the scaled and adjusted corrections to goodness-of-fit test statistics developed in Satorra and Bentler (1988a,b). The theory is framed in the general context of multisample analysis of moment structures, under general conditions on the...

Many estimation methods of truncated and censored regression models such as the maximum likelihood and symmetrically censored least squares (SCLS) are sensitive to outliers and data contamination as we document. Therefore, we propose a semiparametric general trimmed estimator (GTE) of truncated...

This article looks at the theory and empirics of extremal quantiles in economics, in particular value-at-risk. The theory of extremes has gone through remarkable developments and produced valuable empirical findings in the last 20 years. In the discussion, we put a particular focus on...

This paper presents a new data-driven bandwidth selector compatible with the small bandwidth asymptotics developed in Cattaneo, Crump, and Jansson (2009) for density-weighted average derivatives. The new bandwidth selector is of the plug-in variety, and is obtained based on a mean squared error...

I introduce a procedure to nonparametrically estimate local quantile treatment effects in a regression discontinuity (RD) design with a binary treatment. Analogously to Hahn, Todd, and van der Klaauw's (2001) estimator for average treatment effects using local linear regression, the estimator...

This paper addresses the choice of an optimal smoothing parameter for local polynomial matching estimators. In order to estimate the MSE of the matching estimator as a bandwidth selection criterion, the Double Smoothing approach (Mýller (1985), Hýrdle, Hall, and Marron (1992)) is applied. The...

The weighted Average Quantile Derivative (AQD) is the expected value of the partial derivative of the conditional quantile function (CQF) weighted by a function of the covariates. We consider two weighting functions: a known function chosen by researchers and the density function of the...

The recent literature on convergence has departed from the earlier literature by focusing on the shape of the production function and the rate at which an economy converges to its own steady state. This paper uses advances from the recent literature to look back at the question that originally...

The regression discontinuity (RD) design is a valuable tool for identifying electoral effects, but this design is only effective when relevant actors do not have precise control over election results. Several recent papers contend that such precise control is possible in large elections,...

Matching is a widely used program evaluation estimation method when treatment is assigned at random conditional on observable characteristics. When a multivalued treatment takes on more than two values, valid causal comparisons for a subpopulation who is treated a particular treatment level are...