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The finite sample performance of inference methods for propensity score matching and weighting estimators

Bodory, Hugo; Camponovo, Lorenzo; Huber, Martin; … - 2016

This paper investigates the finite sample properties of a range of inference methods for propensity score …

Persistent link: https://www.econbiz.de/10011452098

Hirschauer, Norbert; Grüner, Sven; Mußhoff, Oliver; … - 2019

Replication crisis and debates about p-values have raised doubts about what we can statistically infer from research findings, both in experimental and observational studies. With a view to the present debate on inferential errors, this paper systematizes and discusses experimental designs with...

Persistent link: https://www.econbiz.de/10012132411

Comment on: "Testing hypotheses in nonparametric models of production" by Kneip, Simar, and Wilson (2016, JBES)

Asmild, Mette; Henningsen, Arne; Kronborg, Dorte; … - 2019

Persistent link: https://www.econbiz.de/10012132679

Central limit theorems and inference for sources of productivity change measured by nonparametric Malmquist indices

Simar, Léopold; Wilson, Paul W. - In: European journal of operational research : EJOR 277 (2019) 2, pp. 756-769

Persistent link: https://www.econbiz.de/10012022131

Inference in dynamic discrete choice problems under local misspecification

Bugni, Federico A.; Ura, Takuya - In: Quantitative economics : QE ; journal of the … 10 (2019) 1, pp. 67-103

inference in these models. Specifically, we consider a local misspecification framework in which specification errors are …

Persistent link: https://www.econbiz.de/10011994830

Feature-based attributes and the roles of consumers' perception bias and inference in choice

Wu, Fang; Swait, Joffre; Chen, Yuxin - In: International journal of research in marketing : IJRM ; … 36 (2019) 2, pp. 325-340

Persistent link: https://www.econbiz.de/10012063331

Asymptotic theory and wild bootstrap inference with clustered errors

Djogbenou, Antoine A.; MacKinnon, James G.; Nielsen, … - 2019

Persistent link: https://www.econbiz.de/10012063541

Switching cost models as hypothesis tests

Cohen, Samuel N.; Henckel, Timo; Menzies, Gordon Douglas; … - In: Economics letters 175 (2019), pp. 32-35

Persistent link: https://www.econbiz.de/10012121122

Frequentist inference in weakly identified dynamic stochastic general equilibrium models

Guerrón-Quintana, Pablo A.; Inoue, Atsushi; Kilian, Lutz - In: Quantitative economics : QE ; journal of the … 4 (2013) 2, pp. 197-229

simulation study shows that both methods have more accurate coverage than alternative methods of inference. An empirical study of …

Persistent link: https://www.econbiz.de/10011757054

Inference in dynamic stochastic general equilibrium models with possible weak identification

Qu, Zhongjun - In: Quantitative economics : QE ; journal of the … 5 (2014) 2, pp. 457-494

This paper considers inference in log-linearized dynamic stochastic general equilibrium (DSGE) models with weakly …

Persistent link: https://www.econbiz.de/10011757270