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A comparison of different nonparametric methods for inference on additive models

Dette, Holger; Lieres und Wilkau, Carsten von; … - 2001

In this article we highlight the main differences of available methods for the analysis of regression functions that are probably additive separable. We first discuss definition and interpretation of the most common estimators in practice. This is done by explaining the different ideas of...

Persistent link: https://www.econbiz.de/10009777472

Doubly robust difference-in-differences estimators

Sant'Anna, Pedro H. C.; Zhao, Jun - In: Journal of econometrics 219 (2020) 1, pp. 101-122

Persistent link: https://www.econbiz.de/10012483192

Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data

Bennedsen, Mikkel - In: Econometric reviews 39 (2020) 9, pp. 875-903

Persistent link: https://www.econbiz.de/10012295586

Weak identification in fuzzy regression discontinuity designs

Feir, Donna; Lemieux, Thomas; Marmer, Vadim - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 2, pp. 185-196

Persistent link: https://www.econbiz.de/10011691270

Semiparametric estimation of risk-return relationships

Escanciano, Juan Carlos; Pardo-Fernández, Juan Carlos; … - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 40-52

Persistent link: https://www.econbiz.de/10011704099

Inferences for partially conditional quantile treatment effect model

Cai, Zongwu; Fang, Ying; Lin, Ming; Tang, Shengfang - 2020

Persistent link: https://www.econbiz.de/10012203152

Uniform inference on quantile effects under sharp regression discontinuity designs

Qu, Zhongjun; Yoon, Jungmo - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 4, pp. 625-647

Persistent link: https://www.econbiz.de/10012179002

Estimation and inference of distributional partial effects : theory and application

Shen, Shu - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 1, pp. 54-66

Persistent link: https://www.econbiz.de/10012176489

Robust inference for non-Gaussian SVAR models

Hoesch, Lukas; Lee, Adam; Mesters, Geert - 2022

identification robust methods to assess estimation uncertainty when using non-Gaussianity for identification. …

Persistent link: https://www.econbiz.de/10013417421

Estimation and inference of treatment effects with L2-boosting in high-dimensional settings

Kueck, Jannis; Luo, Ye; Spindler, Martin; Wang, Zigan - In: Journal of econometrics 234 (2023) 2, pp. 714-731

Persistent link: https://www.econbiz.de/10014434364