:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Author:	Mugnier, Martin
Format:	Preprint
Published:	2024
Subjects:	Econometrics
Online Access:	https://arxiv.org/abs/2407.07251
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

A Simple and Computationally Trivial Estimator for Grouped Fixed Effects Models
by: Mugnier, Martin
Published: (2022)

Inference after discretizing time-varying unobserved heterogeneity
by: Beyhum, Jad, et al.
Published: (2024)

Revisiting Randomization with the Cube Method
by: Davezies, Laurent, et al.
Published: (2024)

Statistical Inference and A/B Testing in Fisher Markets and Paced Auctions
by: Liao, Luofeng, et al.
Published: (2024)

Learning and Testing Exposure Mappings of Interference using Graph Convolutional Autoencoder
by: Huber, Martin, et al.
Published: (2026)

Scalable Structural Estimation of Networked Infrastructure: Exact Decomposition for Localized Coordination
by: Diamond, L. Kaili, et al.
Published: (2026)

MSTest: An R-Package for Testing Markov Switching Models
by: Rodriguez-Rondon, Gabriel, et al.
Published: (2024)

Revisiting the Identification of the Conduct Parameter in Homogeneous Goods Markets
by: Matsumura, Yuri, et al.
Published: (2024)

Revisiting Event Study Designs: Robust and Efficient Estimation
by: Borusyak, Kirill, et al.
Published: (2021)

The Exact Variance of the Average Treatment Effect Estimator in Cluster Randomized Controlled Trials
by: Fang, Yue, et al.
Published: (2025)

Testing identification in mediation and dynamic treatment models
by: Huber, Martin, et al.
Published: (2024)

A Misuse of Specification Tests
by: Sueishi, Naoya
Published: (2022)

Revisiting the Many Instruments Problem using Random Matrix Theory
by: Farbmacher, Helmut, et al.
Published: (2024)

Statistical Inference for Fisher Market Equilibrium
by: Liao, Luofeng, et al.
Published: (2022)

Largevars: An R Package for Testing Large VARs for the Presence of Cointegration
by: Bykhovskaya, Anna, et al.
Published: (2025)

Bootstrap Adaptive Lasso Solution Path Unit Root Tests
by: Arnold, Martin C., et al.
Published: (2024)

Revisiting Panel Data Discrete Choice Models with Lagged Dependent Variables
by: Dobronyi, Christopher R., et al.
Published: (2023)

A Sharp Test for the Judge Leniency Design
by: Coulibaly, Mohamed, et al.
Published: (2024)

Starting Small: Prioritizing Safety over Efficacy in Randomized Experiments Using the Exact Finite Sample Likelihood
by: Christy, Neil, et al.
Published: (2024)

Improved Tests for Mediation
by: Hillier, Grant, et al.
Published: (2024)

Testing Firm Conduct
by: Duarte, Marco, et al.
Published: (2023)

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

Testing for equivalence of pre-trends in Difference-in-Differences estimation
by: Dette, Holger, et al.
Published: (2023)

The Output Convergence Debate Revisited: Lessons from recent developments in the analysis of panel data models
by: Pesaran, M Hashem, et al.
Published: (2026)

Manipulation Test for Multidimensional RDD
by: Crippa, Federico
Published: (2024)

GCov-Based Portmanteau Test
by: Jasiak, Joann, et al.
Published: (2023)

A Nonparametric Test of Heterogeneous Treatment Effects under Interference
by: Owusu, Julius
Published: (2024)

A Powerful Chi-Square Specification Test with Support Vectors
by: Li, Yuhao, et al.
Published: (2025)

A Simple and Powerful Diagnostic Test for Binary Choice Models
by: Ji, Ting, et al.
Published: (2026)

A Projection Approach to Nonparametric Significance and Conditional Independence Testing
by: Song, Xiaojun, et al.
Published: (2026)

A Robust Residual-Based Test for Structural Changes in Factor Models
by: Peng, Bin, et al.
Published: (2024)

Revisiting the Ancient Origins of Gender Inequality
by: Trung V. Vu
Published: (2025)

Model Selection in Panel Data Models: A Generalization of the Vuong Test
by: Hahn, Jinyong, et al.
Published: (2026)

Testing Shape Restrictions with Continuous Treatment: A Transformation Model Approach
by: Szydłowski, Arkadiusz
Published: (2025)

Testing Effect Homogeneity and Confounding in High-Dimensional Experimental and Observational Studies
by: Armendariz, Ana, et al.
Published: (2026)

Testing Information Ordering for Strategic Agents
by: Han, Sukjin, et al.
Published: (2024)

Testing identifying assumptions in Tobit Models
by: Acerenza, Santiago, et al.
Published: (2024)

Testing the Solvability of Systems of Linear Inequalities
by: Goff, Leonard, et al.
Published: (2025)

The Power of Tests for Detecting $p$-Hacking
by: Elliott, Graham, et al.
Published: (2022)

Consistent Specification Test of the Quantile Autoregression
by: Phella, Anthoulla
Published: (2020)