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Inferring causal interactions in financial markets using conditional Granger causality based on quantile regression
Cheng, Hong; Wang, Yunqing; Wang, Yihong; Yang, Tinggan - In: Computational economics 59 (2022) 2, pp. 719-748
Persistent link: https://www.econbiz.de/10013169042
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Causal inference by quantile regression kink designs
Chiang, Harold D.; Sasaki, Yuya - In: Journal of econometrics 210 (2019) 2, pp. 405-433
Persistent link: https://www.econbiz.de/10012303554
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Testing for Granger-causality in quantiles
Troster, Victor - In: Econometric reviews 37 (2018) 6/10, pp. 850-866
Persistent link: https://www.econbiz.de/10012040414
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From conditional quantile regression to marginal quantile estimation with applications to missing data and causal inference
Ma, Huijuan; Qin, Jing; Zhou, Yong - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 4, pp. 1377-1390
Persistent link: https://www.econbiz.de/10014448657
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Robust and efficient estimation for the treatment effect in causal inference and missing data problems
Lin, Huazhen; Zhou, Fanyin; Wang, Qiuxia; Zhou, Ling; … - In: Journal of econometrics 205 (2018) 2, pp. 363-380
Persistent link: https://www.econbiz.de/10012110304
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Are Bartik Regressions Always Robust to Heterogeneous Treatment Effects?
de Chaisemartin, Clément; Lei, Ziteng - 2021
Bartik regressions use locations' differential exposure to nationwide sector-level shocks as an instrument to estimate the effect of a location-level treatment on an outcome. In the canonical Bartik design, locations' differential exposure to industry-level employment shocks are used as an...
Persistent link: https://www.econbiz.de/10013240799
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Wild bootstrap for fuzzy regression discontinuity designs : obtaining robust bias-corrected confidence intervals
He, Yang; Bartalotti, Otávio - 2019
Persistent link: https://www.econbiz.de/10012062672
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Including covariates in the regression discontinuity design
Frölich, Markus; Huber, Martin - 2017
designs (RDD), which may increase precision of treatment effect estimation. It is shown that conditioning on covariates … illustrate the estimation approach and its properties, we provide a simulation study and an empirical application to an Austrian …
Persistent link: https://www.econbiz.de/10011760113
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A note on the robustness of quantile treatment effect estimands
Chalak, Karim - In: Economics letters 185 (2019), pp. 1-4
Persistent link: https://www.econbiz.de/10012304930
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Regression discontinuity design with covariates
Frölich, Markus (contributor) - 2007
Persistent link: https://www.econbiz.de/10003582914