Imagen de Portada

Critical Values Robust to P-hacking

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	McCloskey, Adam, Michaillat, Pascal
Formato:	Preprint
Publicado:	2020
Materias:	Econometrics Methodology
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Uniform Critical Values for Likelihood Ratio Tests in Boundary Problems
por: Cavaliere, Giuseppe, et al.
Publicado: (2025)

Inference for Interval-Identified Parameters Selected from an Estimated Set
por: Han, Sukjin, et al.
Publicado: (2024)

Identification and Estimation of Causal Effects in High-Frequency Event Studies
por: Casini, Alessandro, et al.
Publicado: (2024)

Dynamic Local Average Treatment Effects in Time Series
por: Casini, Alessandro, et al.
Publicado: (2025)

Numerical Analysis of Test Optimality
por: Ketz, Philipp, et al.
Publicado: (2025)

Best Feasible Conditional Critical Values for a More Powerful Subvector Anderson-Rubin Test
por: Hoekstra, Jesse, et al.
Publicado: (2026)

Automatic Inference for Value-Added Regressions
por: Xie, Tian
Publicado: (2025)

Where to Experiment? Site Selection Under Distribution Shift via Optimal Transport and Wasserstein DRO
por: Bouyamourn, Adam
Publicado: (2025)

Information Based Inference in Models with Set-Valued Predictions and Misspecification
por: Kaido, Hiroaki, et al.
Publicado: (2024)

Detecting Cointegrating Relations in Non-stationary Matrix-Valued Time Series
por: Hecq, Alain, et al.
Publicado: (2024)

Triply Robust Panel Estimators
por: Athey, Susan, et al.
Publicado: (2025)

Distributionally Robust Synthetic Control: Ensuring Robustness Against Highly Correlated Controls and Weight Shifts
por: Koo, Taehyeon, et al.
Publicado: (2025)

Manipulation-Robust Regression Discontinuity Designs
por: Ishihara, Takuya, et al.
Publicado: (2020)

Doubly Robust Estimators with Weak Overlap
por: Ma, Yukun, et al.
Publicado: (2023)

Serial-Dependence and Persistence Robust Inference in Predictive Regressions
por: Pitarakis, Jean-Yves
Publicado: (2025)

Robust Estimation and Inference in Panels with Interactive Fixed Effects
por: Armstrong, Timothy B., et al.
Publicado: (2022)

Cohort-Anchored Robust Inference for Event-Study with Staggered Adoption
por: Liu, Ziyi
Publicado: (2025)

Robust Inference for Multiple Predictive Regressions with an Application on Bond Risk Premia
por: Liao, Xiaosai, et al.
Publicado: (2024)

Persistence-Robust Break Detection in Predictive CoVaR Regressions
por: Hoga, Yannick
Publicado: (2024)

Robust Inference for the Direct Average Treatment Effect with Treatment Assignment Interference
por: Cattaneo, Matias D., et al.
Publicado: (2025)

Exact Likelihood Inference and Robust Filtering for Gauss-Cauchy Convolution Models
por: Hansen, Peter Reinhard, et al.
Publicado: (2026)

Covariate Balancing and the Equivalence of Weighting and Doubly Robust Estimators of Average Treatment Effects
por: Słoczyński, Tymon, et al.
Publicado: (2023)

Estimating the Value of Evidence-Based Decision Making
por: Abadie, Alberto, et al.
Publicado: (2023)

Doubly Robust Estimation of Treatment Effects in Staggered Difference-in-Differences with Time-Varying Covariates
por: Deng, Yuhao, et al.
Publicado: (2026)

Policy Learning with Confidence
por: Chernozhukov, Victor, et al.
Publicado: (2025)

Doubly Robust Uniform Confidence Bands for Group-Time Conditional Average Treatment Effects in Difference-in-Differences
por: Imai, Shunsuke, et al.
Publicado: (2023)

Identification and Semiparametric Estimation of Conditional Means from Aggregate Data
por: McCartan, Cory, et al.
Publicado: (2025)

Relative Bias Under Imperfect Identification in Observational Causal Inference
por: Huang, Melody, et al.
Publicado: (2025)

Some models are useful, but for how long?: A decision theoretic approach to choosing when to refit large-scale prediction models
por: Hoffman, Kentaro, et al.
Publicado: (2024)

When is p-hacking detectable?
por: Faridani, Stefan
Publicado: (2025)

Dynamic causal inference with time series data
por: Schaffe-Odeleye, Tanique, et al.
Publicado: (2026)

Nonparametric Uniform Inference in Binary Classification and Policy Values
por: Liu, Nan, et al.
Publicado: (2025)

Group Shapley Value and Counterfactual Simulations in a Structural Model
por: Kwon, Yongchan, et al.
Publicado: (2024)

Spatially Robust Inference with Predicted and Missing at Random Labels
por: Salerno, Stephen, et al.
Publicado: (2026)

Robust Matrix Estimation with Side Information
por: Agarwal, Anish, et al.
Publicado: (2026)

Robust Estimation and Inference for Categorical Data
por: Welz, Max
Publicado: (2024)

Multiply-Robust Causal Change Attribution
por: Quintas-Martinez, Victor, et al.
Publicado: (2024)

A step towards the integration of machine learning and classic model-based survey methods
por: Żądło, Tomasz, et al.
Publicado: (2024)

Robustly estimating heterogeneity in factorial data using Rashomon Partitions
por: Venkateswaran, Aparajithan, et al.
Publicado: (2024)

Exact P-values for Network Interference
por: Athey, Susan, et al.
Publicado: (2015)