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Empirical likelihood for regression discontinuity design
Otsu, Taisuke; Xu, Ke-Li; Matsushita, Yukitoshi - In: Journal of econometrics 186 (2015) 1, pp. 94-112
Persistent link: https://www.econbiz.de/10011349543
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A graphical approximation to generalization : definitions and diagrams
Martel García, Fernando; Wantchekon, Leonard - In: Journal of globalization and development 6 (2015) 1, pp. 71-86
Persistent link: https://www.econbiz.de/10011473845
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Inflation volatility, monetary policy, and exchange-rate regimes in Central and Eastern Europe : evidence from parametric and nonparametric analyses
Hegerty, Scott W. - In: Eastern European economics 55 (2017) 1, pp. 70-90
Persistent link: https://www.econbiz.de/10011787665
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Estimating density ratio of marginals to joint : applications to causal inference
Matsushita, Yukitoshi; Otsu, Taisuke; Takahata, Keisuke - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 467-481
Persistent link: https://www.econbiz.de/10014448247
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Identifying Reduced-Form Relations with Panel Data
Vollebergh, Herman R.J.; Melenberg, Bertrand; … - 2007
identification lies at the root of these differences. To deal with this lack of identification, we propose an identification strategy … subjective choices due to a lack of identification. We apply our methodology to the pollution-income relationship of both CO2 …
Persistent link: https://www.econbiz.de/10010325143
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Graphical models for structural vector autoregressions
Moneta, Alessio - 2005
The identification of a VAR requires differentiating between correlation and causation. This paper presents a method to …
Persistent link: https://www.econbiz.de/10010328494
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Causal Analysis after Haavelmo
Heckman, James J.; Pinto, Rodrigo - 2013
causal parameters from their identification. He showed that causal parameters are de fined using hypothetical models that … Pearl in securing identification of economic models. We extend our framework to consider models for simultaneous causality …
Persistent link: https://www.econbiz.de/10010329149
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Searching for the Causal Structure of a Vector Autoregression
Hoover, Kevin D.; Demiralp, Selva - 2003
Vector autoregressions (VARs) are economically interpretable only when identified by being transformed into a structural form (the SVAR) in which the contemporaneous variables stand in a well-defined causal order. These identifying transformations are not unique. It is widely believed that...
Persistent link: https://www.econbiz.de/10010263234
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Identifying reduced-form relations with panel data
Vollebergh, Herman R. J.; Melenberg, Bertrand; … - 2007 - This version: September 13, 2007
identification lies at the root of these differences. To deal with this lack of identification, we propose an identification strategy … subjective choices due to a lack of identification. We apply our methodology to the pollution-income relationship of both CO2 …
Persistent link: https://www.econbiz.de/10011372978
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Policy discontinuity and duration outcomes
Berg, Gerard J. van den; Bozio, Antoine; Dias, Mónica Costa - 2015
identification of average treatment effects on hazard rates without model structure. We estimate these effects by kernel hazard …
Persistent link: https://www.econbiz.de/10010530519