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Testing local versions of correlation coefficients
Kalogirou, Stamatis - 2010
The aim of this paper is to define and test local versions of standard correlation coefficients in statistical analysis … methods is still an open field for basic research. In this paper a local version of Pearson correlation coefficient is defined … correlation among two variables representing spatial data in the absence of a global correlation and vice versa. The application …
Persistent link: https://www.econbiz.de/10012171778
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Essays on partial identification in econometrics and finance
Galichon, Alfred - 2007
Persistent link: https://www.econbiz.de/10009691355
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Essays on model selection
Jeljazkov, Ivan G. - 2003
Persistent link: https://www.econbiz.de/10003385302
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Statistical variability and the deterrent effect of the death penalty
Zimmermann, Paul R. - In: American law and economics review : the journal of the … 11 (2009) 2, pp. 370-398
Persistent link: https://www.econbiz.de/10003960985
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Inference on treatment effects after selection amongst high-dimensional controls
Belloni, Alexandre; Chernozhukov, Victor; Hansen, … - 2012
We propose robust methods for inference on the effect of a treatment variable on a scalar outcome in the presence of very many controls. Our setting is a partially linear model with possibly non-Gaussian and heteroscedastic disturbances where the number of controls may be much larger than the...
Persistent link: https://www.econbiz.de/10009548244
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Oracle properties and finite sample inference of the adaptive lasso for time series regression models
Audrino, Francesco; Camponovo, Lorenzo - 2013
Persistent link: https://www.econbiz.de/10010245672
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Inference and Specification Testing in Threshold Regression with Endogeneity
Yu, Ping - 2019
We propose three new methods of inference for the threshold point in endogenous threshold regression and two specification tests designed to assess the presence of endogeneity and threshold effects without necessarily relying on instrumentation of the covariates. The first inferential method...
Persistent link: https://www.econbiz.de/10012858175
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Inference after estimation of breaks
Andrews, Isaiah; Kitagawa, Toru; McCloskey, Adam - In: Journal of econometrics 224 (2021) 1, pp. 39-59
Persistent link: https://www.econbiz.de/10013275378
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Inference after estimation of breaks
Andrews, Isaiah; Kitagawa, Toru; McCloskey, Adam - 2020
In an important class of econometric problems, researchers select a target parameter by maximizing the Euclidean norm of a data-dependent vector. Examples that can be cast into this frame include threshold regression models with estimated thresholds and structural break models with estimated...
Persistent link: https://www.econbiz.de/10012241853
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Inference in high-dimensional panel models with an application to gun control
Belloni, Alexandre; Chernozhukov, Victor; Hansen, … - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 4, pp. 590-605
Persistent link: https://www.econbiz.de/10011692431