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This paper develops a novel wild bootstrap procedure to construct robust bias-corrected (RBC) valid confidence intervals (CIs) for fuzzy regression discontinuity designs, providing an intuitive complement to existing RBC methods. The CIs generated by this procedure are valid under conditions...
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An accessible discussion examining computationally-intensive techniques and bootstrap methods, providing ways to improve the finite-sample performance of well-known asymptotic tests for regression models. This book uses the linear regression model as a framework for introducing simulation-based...
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This paper is concerned with inference about the conditional quantile function in a nonparametric quantile regression model. Any method for constructing a confidence interval or band for this function must deal with the asymptotic bias of nonparametric estimators of the function. In estimation...
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