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Regression Discontinuity and Heteroskedasticity Robust Standard Errors : Evidence from a Fixed-Bandwidth Approximation

Bartalotti, Otávio - 2018

heteroskedasticity-robust standard errors. This paper develops the "fixed-bandwidth" alternative asymptotic theory for RD designs, which … there is local heteroskedasticity. Feasible estimators of fixed-bandwidth standard errors are easy to implement and are akin … to treating RD estimators as locally parametric, validating the common empirical practice of using heteroskedasticity …

Persistent link: https://www.econbiz.de/10012917093

Regression discontinuity and heteroskedasticity robust standard errors : evidence from a fixed-bandwidth approximation

Bartalotti, Otávio - 2018

Persistent link: https://www.econbiz.de/10011869057

A robust permutation test for subvector inference in linear regressions

D'Haultfœuille, Xavier; Tuvaandorj, Purevdorj - In: Quantitative economics : QE ; journal of the … 15 (2024) 1, pp. 27-87

We develop a new permutation test for inference on a subvector of coefficients in linear models. The test is exact when the regressors and the error terms are independent. Then we show that the test is asymptotically of correct level, consistent, and has power against local alternatives when the...

Persistent link: https://www.econbiz.de/10014496927

Testing When a Parameter is on the Boundary of the Maintained Hypothesis

Andrews, Donald W. K. - 2000

This paper considers testing problems where several of the standard regularity conditions fail to hold. We consider the case where (i) parameter vectors in the null hypothesis may lie on the boundary of the maintained hypothesis and (ii) there may be a nuisance parameter that appears under the...

Persistent link: https://www.econbiz.de/10014164278

Testing heteroskedasticity for predictive regressions with nonstationary regressors

Hong, Shaoxin; Zhang, Zhengyi; Cai, Zongwu - 2021

Persistent link: https://www.econbiz.de/10012425349

Testing heteroskedasticity for predictive regressions with nonstationary regressors

Hong, Shaoxin; Zhang, Zhengyi; Cai, Zongwu - In: Economics letters 201 (2021), pp. 1-4

Persistent link: https://www.econbiz.de/10012607071

A joint test for parametric specification and independence in nonlinear regression models

Li, Shuo; Tu, Yundong - In: Econometric reviews 38 (2019) 10, pp. 1202-1215

Persistent link: https://www.econbiz.de/10012181402

Selection Of Robust Method: Numerical Examples And Results

Víšek, Jan - In: Bulletin of the Czech Econometric Society 11 (2004)

Examples of real data for which various robust methods give rather different estimates of regression model are presented and the reasons of the phenomenon are outlined. Two examples of invented data which enlighten for which kind of data we may expect the diversity of estimates (yielded even -...

Persistent link: https://www.econbiz.de/10008473459

Simulation-based finite-sample linearity test against smooth transition models

González, Andrés (contributor); … - 2005

In this paper we use Monte Carlo testing techniques for testing linearity against the smooth transition models. The Monte Carlo approach allows us to introduce a new test that differs from the tests existing in the literature in two respects. First, the test is exact in the sense that the...

Persistent link: https://www.econbiz.de/10003073820

Panel smooth transition regression models

González, Andrés (contributor); … - 2005

We develop a non-dynamic panel smooth transition regression model with fixed individual effects. The model is useful for describing heterogenous panels, with regression coefficients that vary across individuals and over time. Heterogeneity is allowed for by assuming that these coefficients are...

Persistent link: https://www.econbiz.de/10003073836