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Correlation and efficiency of propensity score-based estimators for average causal effects

Pingel, Ronnie; Waernbaum, Ingeborg - 2015

matching, inverse probability weighting and doubly robust estimators change under the case of correlated covariates …

Persistent link: https://www.econbiz.de/10010479992

Estimation of models with multiple-valued explanatory variables

Poirier, Alexandre; Ziebarth, Nicolas L. - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 4, pp. 586-597

Persistent link: https://www.econbiz.de/10012178999

Identification and statistical inference using matched March CPS data, with an application to US poverty dynamics

Feng, Shuaizhang - In: Journal of economic and social measurement 38 (2013) 2, pp. 159-170

Persistent link: https://www.econbiz.de/10010222367

Comparing different methods of estimating the variance of propensity score matching estimator

Kamalian, Alireza; Tayebi, Seyed Komail; Sharifi, Alimorad - In: Iranian journal of economic studies : IJES 9 (2020) 1, pp. 181-212

Persistent link: https://www.econbiz.de/10012547062

Data-driven jump detection thresholds for application in jump regressions

Davies, Robert; Tauchen, George Eugene - 2015

This paper develops a method to select the threshold in threshold-based jump detection methods. The method is motivated by an analysis of threshold-based jump detection methods in the context of jump-diffusion models. We show that over the range of sampling frequencies a researcher is most...

Persistent link: https://www.econbiz.de/10011524214