Pages that link to "Item:Q4469710"
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The following pages link to How Much Should We Trust Differences-In-Differences Estimates? (Q4469710):
Displayed 50 items.
- Inferring causal impact using Bayesian structural time-series models (Q89980) (← links)
- Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods (Q98048) (← links)
- Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large (Q289174) (← links)
- Efficient estimation and inference in linear pseudo-panel data models (Q290972) (← links)
- Difference in difference meets generalized least squares: higher order properties of hypotheses tests (Q295397) (← links)
- Macroeconomic effects on mortality revealed by panel analysis with nonlinear trends (Q386728) (← links)
- Inference about clustering and parametric assumptions in covariance matrix estimation (Q429607) (← links)
- The treatment effect, the cross difference, and the interaction term in nonlinear ``difference-in-differences'' models (Q433722) (← links)
- Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects (Q451270) (← links)
- Inference with dependent data using cluster covariance estimators (Q738071) (← links)
- Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects (Q738124) (← links)
- Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators (Q834320) (← links)
- How does competition affect real earnings management to meet or beat targets? Evidence from import tariff reductions (Q1669869) (← links)
- Testing for serial correlation in hierarchical linear models (Q1742734) (← links)
- Identification for difference in differences with cross-section and panel data (Q1929409) (← links)
- Asymptotic theory for clustered samples (Q2000827) (← links)
- A simple and trustworthy asymptotic \(t\) test in difference-in-differences regressions (Q2000831) (← links)
- Inference on difference-in-differences average treatment effects: a fixed-\(b\) approach (Q2000877) (← links)
- Simple and trustworthy cluster-robust GMM inference (Q2024463) (← links)
- Empirical process results for exchangeable arrays (Q2039790) (← links)
- Design-based analysis in difference-in-differences settings with staggered adoption (Q2074611) (← links)
- The minimum wage and search effort (Q2126195) (← links)
- Analysing interrupted time series with a control (Q2192294) (← links)
- Perceptions of farm size heterogeneity and demand for group index insurance (Q2221257) (← links)
- Dynamic panels with MIDAS covariates: nonlinearity, estimation and fit (Q2224996) (← links)
- The effects of negative interest rates on cash usage: evidence for EU countries (Q2226943) (← links)
- Difference-in-differences with multiple time periods (Q2236892) (← links)
- Difference-in-differences with variation in treatment timing (Q2236895) (← links)
- Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence (Q2280581) (← links)
- Assessing the causal effect of binary interventions from observational panel data with few treated units (Q2292398) (← links)
- Inference with difference-in-differences revisited (Q2312964) (← links)
- Dif-in-dif estimators of multiplicative treatment effects (Q2312969) (← links)
- Placebo inference on treatment effects when the number of clusters is small (Q2330752) (← links)
- The performance of estimators based on the propensity score (Q2440330) (← links)
- Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects (Q2448412) (← links)
- Testing slope homogeneity in large panels with serial correlation (Q2453036) (← links)
- Cluster-robust inference: a guide to empirical practice (Q2682950) (← links)
- On the implementation of approximate randomization tests in linear models with a small number of clusters (Q2694016) (← links)
- FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS (Q2786683) (← links)
- Testing for Persistence in the Error Component Model: A One-Sided Approach (Q2859303) (← links)
- Life‐Cycle Patterns of Interest‐Rate Mark‐Ups in Small‐Firm Finance* (Q3166556) (← links)
- A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS (Q3408522) (← links)
- Clustering, Spatial Correlations, and Randomization Inference (Q4916496) (← links)
- A Permutation Test for the Regression Kink Design (Q4962417) (← links)
- A robust test for serial correlation in panel data models (Q5040543) (← links)
- WORKER INVESTMENTS IN SAFETY, WORKPLACE ACCIDENTS, AND COMPENSATING WAGE DIFFERENTIALS (Q5224956) (← links)
- Alternative diff-in-diffs estimators with several pretreatment periods (Q5860928) (← links)
- Two-way fixed effects and differences-in-differences estimators with several treatments (Q6054398) (← links)
- Using large samples in econometrics (Q6108284) (← links)
- Testing for the appropriate level of clustering in linear regression models (Q6108339) (← links)