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A simple and effective misspecification test for the double-hurdle model

Lucchetti, Riccardo; Pigini, Claudia - In: Economics letters 123 (2014) 1, pp. 75-78

Persistent link: https://www.econbiz.de/10010396534

A simple and effective misspecification test for the double-hurdle model

Lucchetti, Riccardo; Pigini, Claudia - 2014

Persistent link: https://www.econbiz.de/10011822000

Hypothesis testing based on a vector of statistics

King, Maxwell L.; Zhang, Xibin; Akram, Muhammad - 2019

Persistent link: https://www.econbiz.de/10012606733

Hypothesis testing based on a vector of statistics

King, Maxwell L.; Zhang, Xibin; Akram, Muhammad - In: Journal of econometrics 219 (2020) 2, pp. 425-455

Persistent link: https://www.econbiz.de/10012483400

Controlling the danger of false discoveries in estimating multiple treatment effects

Wunderli, Dan - 2012

I expose the risk of false discoveries in the context of multiple treatment effects. A false discovery is a nonexistent effect that is falsely labeled as statistically significant by its individual t-value. Labeling nonexistent effects as statistically significant has wide-ranging academic and...

Persistent link: https://www.econbiz.de/10009740949

Controlling the Danger of False Discoveries in Estimating Multiple Treatment Effects

Wunderli, Dan - 2012

Persistent link: https://www.econbiz.de/10014171647

Testing for a general class of functional inequalities

Lee, Sokbae; Song, Kyungchul; Whang, Yoon-jae - 2014

functionals of kernel-type estimators (1 < p < ∞) and is easy to implement in general, mainly due to its recourse to the bootstrap … method. The bootstrap procedure is based on nonparametric bootstrap applied to kernel-based test statistics, with estimated … "contact sets". We provide regularity conditions under which the bootstrap test is asymptotically valid uniformly over a large …

Persistent link: https://www.econbiz.de/10010254852

A bootstrap test for instrument validity in heterogeneous treatment effect models

Kitagawa, Toru - 2013

bootstrap algorithm to implement the proposed test and show its asymptotic validity. The proposed test procedure can apply to …

Persistent link: https://www.econbiz.de/10010190476

A test for instrument validity

Kitagawa, Toru - 2014 - This draft: August, 2014

This paper develops a specification test for instrument validity in the heterogeneous treatment effect model with a binary treatment and a discrete instrument. The strongest testable implication for instrument validity is given by the condition for nonnegativity of point-identifiable complier's...

Persistent link: https://www.econbiz.de/10010392075

A practical two-step method for testing moment inequalities

Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael - 2014 - Revised version, April 2014

This paper considers the problem of testing a finite number of moment inequalities. We propose a two-step approach. In the first step, a confidence region for the moments is constructed. In the second step, this set is used to provide information about which moments are "negative." A...

Persistent link: https://www.econbiz.de/10010354626