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Inference on causal effects in a generalized regression kink design

Card, David E.; Lee, David S.; Pei, Zhuan; Weber, Andrea - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 6, pp. 2453-2483

Persistent link: https://www.econbiz.de/10011431547

Econometric analysis of quantile regression models and networks : with empirical applications

Marchenko, Maria - 2016

Persistent link: https://www.econbiz.de/10011541552

Regression discontinuity designs with nonclassical measurement error

Yanagi, Takahide - 2015

Persistent link: https://www.econbiz.de/10011549110

Characteristic-sorted portfolios : estimation and inference

Cattaneo, Matias D.; Crump, Richard K.; Farrell, Max H.; … - 2016

sorting estimator is consistent and asymptotically normal, and we also establish consistency of both the Fama-MacBeth variance …

Persistent link: https://www.econbiz.de/10011523775

Global variance term premia and intermediary risk appetite

Van Tassel, Peter; Vogt, Erik - 2016

Sellers of variance swaps earn time-varying risk premia for their exposure to realized variance, the level of variance swap rates, and the slope of the variance swap curve. To measure risk premia, we estimate a dynamic term structure model that decomposes variance swap rates into expected...

Persistent link: https://www.econbiz.de/10011523781