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This paper proposes consistent and asymptotically Gaussian estimators for the parameters <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$\lambda , \sigma $$</EquationSource> </InlineEquation> and <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$$H$$</EquationSource> </InlineEquation> of the discretely observed fractional Ornstein–Uhlenbeck process solution of the stochastic differential equation <InlineEquation ID="IEq3"> <EquationSource Format="TEX">$$d Y_t=-\lambda Y_t dt + \sigma d W_t^H$$</EquationSource> </InlineEquation>, where <InlineEquation ID="IEq4"> <EquationSource...</equationsource></inlineequation></equationsource></inlineequation></equationsource></inlineequation></equationsource></inlineequation>
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In this article, we introduce a Stata implementation of coarsened exact matching, a new method for improving the estimation of causal effects by reducing imbalance in covariates between treated and control groups. Coarsened exact matching is faster, is easier to use and understand, requires...
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