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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
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Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias
Amaya, Diego; Boudreault, Mathieu; McLeish, Don L. - In: Journal of economic dynamics & control 100 (2019), pp. 297-313
Persistent link: https://www.econbiz.de/10012130974
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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
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Easy bootstrap-like estimation of asymptotic variances
Honoré, Bo E.; Hu, Luojia - In: Economics letters 171 (2018), pp. 46-50
Persistent link: https://www.econbiz.de/10012021820
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Testing spatial dependence in spatial models with endogenous weights matrices
Bera, Anil K.; Doğan, Osman; Taṣpınar, Süleyman - In: Journal of econometric methods 8 (2019) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10012022977
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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
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Asymptotic theory and wild bootstrap inference with clustered errors
Djogbenou, Antoine A.; MacKinnon, James G.; Nielsen, … - 2019
Persistent link: https://www.econbiz.de/10012063541
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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
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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
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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