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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
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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/10011869057
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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
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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
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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
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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
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Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin; Zhang, Zhengyi; Cai, Zongwu - 2021
Persistent link: https://www.econbiz.de/10012425349
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Die Qualität von Berufsakademien aus Unternehmenssicht - eine empirische Untersuchung
Naujoks, Petra - 2007
Gegenstand der Arbeit ist die Qualität von Berufsakademien aus Arbeitgebersicht. Es erfolgt zunächste eine Aufarbeitung der theoretischen Grundlagen für Dienstleistungsqualität, insbesondere aus der Perspektive von Bildungsinstitutionen, insbesondere von Berufsakademien. Anschließend...
Persistent link: https://www.econbiz.de/10010304287
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Covariance-based orthogonality tests for regressors with unknown persistence
Maynard, Alex; Shimotsu, Katsumi - 2007
This paper develops a new test of orthogonality based on a zero restriction on the covariance between the dependent variable and the predictor. The test provides a useful alternative to regression-based tests when conditioning variables have roots close or equal to unity. In this case standard...
Persistent link: https://www.econbiz.de/10011940736
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Nonparametric Regression on Latent Covariates with an Application toSemiparametric GARCH-in-Mean Models
Conrad, Christian; Mammen, Enno - Alfred-Weber-Institut für Sozial- und …; … - 2008
We consider time series models in which the conditional mean of the response variable given thepast depends on latent covariates. We assume that the covariates can be estimated consistentlyand use an iterative nonparametric kernel smoothing procedure for estimating the conditional meanfunction....
Persistent link: https://www.econbiz.de/10009262199