Image de couverture de livre

Testing identification in mediation and dynamic treatment models

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Huber, Martin, Kloiber, Kevin, Laffers, Lukas
Format:	Preprint
Publié:	2024
Sujets:	Econometrics Methodology
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Testing Full Mediation of Treatment Effects and the Identifiability of Causal Mechanisms
par: Huber, Martin, et autres
Publié: (2026)

When Do Treatment Changes Identify Causal Effects?
par: Huber, Martin
Publié: (2026)

Privacy-aware identification
par: Komarova, Tatiana, et autres
Publié: (2020)

Bootstrap Adaptive Lasso Solution Path Unit Root Tests
par: Arnold, Martin C., et autres
Publié: (2024)

A Nonparametric Approach to Augmenting a Bayesian VAR with Nonlinear Factors
par: Clark, Todd, et autres
Publié: (2025)

The purpose of an estimator is what it does: Misspecification, estimands, and over-identification
par: Andrews, Isaiah, et autres
Publié: (2025)

Partial identification via conditional linear programs: estimation and policy learning
par: Ben-Michael, Eli
Publié: (2025)

Latent Gaussian dynamic factor modeling and forecasting for multivariate count time series
par: Kim, Younghoon, et autres
Publié: (2023)

Latent community paths in VAR-type models via dynamic directed spectral co-clustering
par: Kim, Younghoon, et autres
Publié: (2026)

Estimation of large approximate dynamic matrix factor models based on the EM algorithm and Kalman filtering
par: Barigozzi, Matteo, et autres
Publié: (2025)

Testing Mechanisms
par: Kwon, Soonwoo, et autres
Publié: (2024)

Unconditional Randomization Tests for Interference
par: Zhong, Liang
Publié: (2024)

Tests for almost stochastic dominance
par: Baíllo, Amparo, et autres
Publié: (2024)

Randomization Tests in Switchback Experiments
par: Liu, Jizhou, et autres
Publié: (2026)

Heavy Tails and Predictive Ability Testing
par: Frederiksen, Jonas F., et autres
Publié: (2026)

Generalized Spectral Testing with Sample Splitting
par: Tao, Yuxin, et autres
Publié: (2026)

Efficient estimation of average treatment effects with unmeasured confounding and proxies
par: Ai, Chunrong, et autres
Publié: (2025)

Testing Hypotheses About Ratios of Linear Trend Slopes in Systems of Equations with a Focus on Tests of Equal Trend Ratios
par: Vogelsang, Timothy J.
Publié: (2026)

Testing for Coefficient Randomness in Local-to-Unity Autoregressions
par: Nishi, Mikihito
Publié: (2023)

Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?
par: Feldkircher, Martin, et autres
Publié: (2017)

Testing for an Explosive Bubble using High-Frequency Volatility
par: Boswijk, H. Peter, et autres
Publié: (2024)

A Powerful Bootstrap Test of Independence in High Dimensions
par: Olivares, Mauricio, et autres
Publié: (2025)

Negative Control Falsification Tests for Instrumental Variable Designs
par: Danieli, Oren, et autres
Publié: (2023)

Change-Point Testing for Risk Measures in Time Series
par: Fan, Lin, et autres
Publié: (2018)

Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions
par: Nishi, Mikihito
Publié: (2023)

Comment on "Generic machine learning inference on heterogeneous treatment effects in randomized experiments."
par: Imai, Kosuke, et autres
Publié: (2025)

Prior-Free Sample Size Design for Test-and-Roll Experiments
par: Kawato, Kentaro, et autres
Publié: (2026)

Uniform Critical Values for Likelihood Ratio Tests in Boundary Problems
par: Cavaliere, Giuseppe, et autres
Publié: (2025)

Moment Restrictions for Nonlinear Panel Data Models with Feedback
par: Bonhomme, Stéphane, et autres
Publié: (2025)

Valid Inference when Testing Violations of Parallel Trends for Difference-in-Differences
par: Mikhaeil, Jonas M., et autres
Publié: (2025)

Real-time Program Evaluation using Anytime-valid Rank Tests
par: van Meer, Sam, et autres
Publié: (2025)

Asymptotic Inference for Rank Correlations
par: Pohle, Marc-Oliver, et autres
Publié: (2025)

Testing the Exogeneity of Instrumental Variables and Regressors in Linear Regression Models Using Copulas
par: Emadi, Seyed Morteza
Publié: (2024)

A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions
par: Lim, Dennis, et autres
Publié: (2024)

Best Feasible Conditional Critical Values for a More Powerful Subvector Anderson-Rubin Test
par: Hoekstra, Jesse, et autres
Publié: (2026)

When are time series predictions causal? The potential system and dynamic causal effects
par: Carlson, Jacob, et autres
Publié: (2026)

Generative modeling for the bootstrap
par: Tran, Leon, et autres
Publié: (2026)

Real-time monitoring with RCA models
par: Horváth, Lajos, et autres
Publié: (2023)

Credible causal inference beyond toy models
par: Bastías, Pablo Geraldo
Publié: (2024)

Estimation and exclusion restrictions in clustered linear models
par: Mikusheva, Anna, et autres
Publié: (2025)