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Testing for Granger causality in distribution tails : an application to oil markets integration

Candelon, Bertrand; Joëts, Marc; Tokpavi, Sessi - In: Economic modelling 31 (2013), pp. 276-285

Persistent link: https://www.econbiz.de/10009729103

Nonlinear difference-in-difference treatment effect estimation : a distributional analysis

Huynh, Kim P.; Jacho-Chávez, David T.; Voia, … - 2011

Persistent link: https://www.econbiz.de/10009693816

Statistical verification of a natural "natural experiment" : tests and sensitivity checks for the sibling sex ratio instrument

Huber, Martin - 2012

Persistent link: https://www.econbiz.de/10009719897

Nonparametric estimation and inference for conditional density based Granger causality measures

Taamouti, Abderrahim; Bouezmarni, Taoufik; El Ghouch, Anouar - In: Journal of econometrics 180 (2014) 2, pp. 251-264

Persistent link: https://www.econbiz.de/10010433362

Manipulation of the Running Variable in the Regression Discontinuity Design : A Density Test

McCrary, Justin - 2007

Standard sufficient conditions for identification in the regression discontinuity design are continuity of the conditional expectation of counterfactual outcomes in the running variable. These continuity assumptions may not be plausible if agents are able to manipulate the running variable. This...

Persistent link: https://www.econbiz.de/10012777950

Estimations of the Conditional Tail Average Treatment Effect

Chen, Le‐Yu; Yen, Yu-Min - 2021

We study estimation of the conditional tail average treatment effect (CTATE), defined as a difference between … treatment effect framework under endogeneity for the CTATE estimation using a newly introduced class of consistent loss …

Persistent link: https://www.econbiz.de/10013242439