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We introduce a framework to test for exogeneity of a variable in a regression based on cross-sectional data. By sorting data with respect to a function (sorting score) of known exogeneous variables it is possible to utilize a battery of tools originally develped to detecting model...
Persistent link: https://www.econbiz.de/10011574988
In the regression discontinuity design (RDD), it is common practice to assess the credibility of the design by testing the continuity of the density of the running variable at the cut-off, e.g., McCrary (2008). In this paper we propose a new test for continuity of a density at a point based on...
Persistent link: https://www.econbiz.de/10011809514
This paper proposes a new statistical technique for deciding which of two theories is better supported by a given set of data while allowing for the possibility of drawing no conclusion at all. Procedurally similar to the classical hypothesis test, the proposed technique features three, as...
Persistent link: https://www.econbiz.de/10013137056
The replicability and credibility crisis in psychology and economics sparked the debate on underpowered experiments, publication biases, and p-hacking. Analyzing the number of independent observations of experiments published in Experimental Economics, Games and Economic Behavior, and the...
Persistent link: https://www.econbiz.de/10012542673
Persistent link: https://www.econbiz.de/10014171366
Many household panel surveys have experienced decreasing response rates and increasing risk of nonresponse bias in … recent decades, but trends in response rates and nonresponse bias in business or establishment panel surveys are largely … understudied. This article examines both panel response rates and nonresponse bias in one of the largest and longest …
Persistent link: https://www.econbiz.de/10014366205
This chapter focuses on two of the developments in panel data econometrics since the Handbook chapter by Chamberlain … (1984). The first objective of this chapter is to provide a review of linear panel data models with predetermined variables … the chapter is thus at the intersection of the panel data literature and that on cross-sectional semiparametric limited …
Persistent link: https://www.econbiz.de/10014024987
We propose an observation-driven dynamic common factor model for missing value imputation in high-dimensional panel …
Persistent link: https://www.econbiz.de/10015373862
The standard panel data literature is moving from micro panels, where the cross-section dimension is large and the … contributes to this new and growing area of panel data treatments called "large panel data analysis''. My dissertation consists of … three essays: In the first essay, a large panel data model with an omitted factor structure is considered. The role of the …
Persistent link: https://www.econbiz.de/10011429340
Persistent link: https://www.econbiz.de/10011386383