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Essays on the large dimensional approximate dynamic factor model
Schmid, Frank - 2009
Persistent link: https://www.econbiz.de/10013436419
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Dynamic treatment effect estimation with interactive fixed effects and short panels
Butts, Kyle - 2023
Persistent link: https://www.econbiz.de/10014531197
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Micro responses to macro shocks
Almuzara, Martín; Sancibrián, Victor - 2024
We study estimation and inference in panel data regression models when the regressors of interest are macro shocks …
Persistent link: https://www.econbiz.de/10014501208
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Nonparametric estimation of causal effects in observational studies
Barros, Ricardo Paes de - In: Brazilian review of econometrics : BRE ; the review of … 30 (2010) 2, pp. 229-260
Persistent link: https://www.econbiz.de/10009705485
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Non-parametric inference for the effect of a treatment on survival times with application in the health and social sciences
DeLuna, Xavier; Johansson, Per - 2009
In this paper we perform inference on the effect of a treatment on survival times in studies where the treatment assignment is not randomized and the assignment time is not known in advance. Two such studies are discussed: a heart transplant program and a study of Swedish unemployed eligible for...
Persistent link: https://www.econbiz.de/10003801073
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Partial identification of distributional and quantile treatment effects in difference-in-differences models
Fan, Yanqin; Yu, Zhengfei - In: Economics letters 115 (2012) 3, pp. 511-515
Persistent link: https://www.econbiz.de/10009632890
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Non-random exposure to exogenous shocks : theory and applications
Borusyak, Kirill; Hull, Peter - 2020
Persistent link: https://www.econbiz.de/10012306198
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Do we exploit all information for counterfactual analysis? : benefits of factor models and idiosyncratic correction
Fan, Jianqing; Masini, Ricardo; Medeiros, Marcelo C. - 2020
The measurement of treatment (intervention) effects on a single (or just a few) treated unit(s) based on counterfactuals constructed from artificial controls has become a popular practice in applied statistics and economics since the proposal of the synthetic control method. In high-dimensional...
Persistent link: https://www.econbiz.de/10012308185
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An Affine Multifactor Model with Macro Factors for the German Term Structure : Changing Results During the Recent Crises
Halberstadt, Arne - 2016
Using arbitrage-free affine models, we analyze the dynamics of German bond yields and risk premia for the period 1999 to 2010 (EMU). We estimate two model specifications, one with only latent factors, and another one with a Taylor-type rule comprising a price and a real activity factor drawn...
Persistent link: https://www.econbiz.de/10012988809
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An affine multifactor model with macro factors for the German term structure : changing results during the recent crises
Halberstadt, Arne; Stapf, Jelena - 2012
Using arbitrage-free affine models, we analyze the dynamics of German bond yields and risk premia for the period 1999 to 2010 (EMU). We estimate two model specifications, one with only latent factors, and another one with a Taylor-type rule comprising a price and a real activity factor drawn...
Persistent link: https://www.econbiz.de/10009656194