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Asymptotic theory for nonparametric regression with spatial data

Robinson, Peter M. - 2011

Nonparametric regression with spatial, or spatio-temporal, data is considered. The conditional mean of a dependent … ; Spatial data ; Weak dependence ; Long range dependence ; Heterogeneity ; Consistency ; Central limit theorem …

Persistent link: https://www.econbiz.de/10008906533

Inference on counterfactual distributions

Chernozhukov, Victor; Fernández-Val, Iván; Melly, Blaise - 2009

on, and our theory covers, all main regression approaches for modeling and estimating conditional distributions, focusing …

Persistent link: https://www.econbiz.de/10003838972

Inference for extremal conditional quantile models, with an application to market and birthweight risks

Chernozhukov, Victor; Fernández-Val, Iván - 2009 - This version: December 26, 2009

Value Theory …

Persistent link: https://www.econbiz.de/10009419329

Vector quantile regression

Carlier, Guillaume; Chernozhukov, Victor; Galichon, Alfred - 2014 - This draft: December 2, 2014

We propose a notion of conditional vector quantile function and a vector quantile regression. A conditional vector quantile function (CVQF) of a random vector Y, taking values in Rd given covariates Z=z, taking values in Rk, is a map u -- QY|Z(u,z), which is monotone, in the sense of being a...

Persistent link: https://www.econbiz.de/10010459266

Exploring the link between innovation and growth in Chilean firms

Santi, Caterina; Santoleri, Pietro - 2016

We employ a balanced panel dataset representative of the entire Chilean productive structure in order to investigate the relation between the introduction of innovation and subsequent firm growth in terms of sales. Recent contributions examining the returns to innovation on firm performance have...

Persistent link: https://www.econbiz.de/10011436624

Inference in regression discontinuity designs with a discrete running variable

Kolesár, Michal; Rothe, Christoph - 2016

We consider inference in regression discontinuity designs when the running variable only takes a moderate number of distinct values. In particular, we study the common practice of using confidence intervals (CIs) based on standard errors that are clustered by the running variable. We derive...

Persistent link: https://www.econbiz.de/10011493691

Functional-coefficient spatial Durbin models with nonparametric spatial weights : an application to economic growth

Koroglu, Mustafa; Sun, Yiguo - In: Econometrics : open access journal 4 (2016) 1, pp. 1-16

This paper considers a functional-coefficient spatial Durbin model with nonparametric spatial weights. Applying the series approximation method, we estimate the unknown functional coefficients and spatial weighting functions via a nonparametric two-stage least squares (or 2SLS) estimation...

Persistent link: https://www.econbiz.de/10011504611

Semiparametric estimation of quantile treatment effects with endogeneity

Wüthrich, Kaspar - 2015

This paper studies estimation of conditional and unconditional quantile treatment effects based on the instrumental variable quantile regression (IVQR) model (Chernozhukov and Hansen, 2004, 2005, 2006). I introduce a class of semiparametric plug-in estimators based on closed form solutions...

Persistent link: https://www.econbiz.de/10011297659

Semiparametrically efficient estimation of the average linear regression function

Graham, Bryan S.; Pinto, Cristine Campos de Xavier - 2018

Let Y be an outcome of interest, X a vector of treatment measures, and W a vector of pre-treatment control variables. Here X may include (combinations of) continuous, discrete, and/or non-mutually exclusive "treatments". Consider the linear regression of Y onto X in a subpopulation homogenous in...

Persistent link: https://www.econbiz.de/10011924562

On Binscatter

Cattaneo, Matias D.; Crump, Richard K.; Farrell, Max H.; … - 2019

summarizing "big data" in regression settings, and it is often used for informal testing of substantive hypotheses such as … validity or lack thereof) and in offering theory-based guidance for future applications. Our main results include principled … related to covariate adjustment methods used in current practice. We also discuss extensions to clustered data. Our results …

Persistent link: https://www.econbiz.de/10011986776