:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Author:	Vogelsang, Timothy J.
Format:	Preprint
Published:	2026
Subjects:	Econometrics Methodology
Online Access:	https://arxiv.org/abs/2602.23482
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

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

Valid Inference when Testing Violations of Parallel Trends for Difference-in-Differences
by: Mikhaeil, Jonas M., et al.
Published: (2025)

Multiscale Comparison of Nonparametric Trending Coefficients
by: Khismatullina, Marina, et al.
Published: (2025)

(Empirical) Bayes Approaches to Parallel Trends
by: Kwon, Soonwoo, et al.
Published: (2024)

Testing Inequalities Linear in Nuisance Parameters
by: Cox, Gregory Fletcher, et al.
Published: (2025)

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

Large-Scale Curve Time Series with Common Stochastic Trends
by: Li, Degui, et al.
Published: (2025)

Testing Mechanisms
by: Kwon, Soonwoo, et al.
Published: (2024)

Inference for Synthetic Controls via Refined Placebo Tests
by: Lei, Lihua, et al.
Published: (2024)

Randomization Tests in Switchback Experiments
by: Liu, Jizhou, et al.
Published: (2026)

Unconditional Randomization Tests for Interference
by: Zhong, Liang
Published: (2024)

Tests for almost stochastic dominance
by: Baíllo, Amparo, et al.
Published: (2024)

Double Debiased Covariate Shift Adaptation Robust to Density-Ratio Estimation
by: Kato, Masahiro, et al.
Published: (2023)

Heavy Tails and Predictive Ability Testing
by: Frederiksen, Jonas F., et al.
Published: (2026)

Generalized Spectral Testing with Sample Splitting
by: Tao, Yuxin, et al.
Published: (2026)

Causal Panel Analysis under Parallel Trends: Lessons from a Large Reanalysis Study
by: Chiu, Albert, et al.
Published: (2023)

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

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

Riesz Regression As Direct Density Ratio Estimation
by: Kato, Masahiro
Published: (2025)

A Powerful Bootstrap Test of Independence in High Dimensions
by: Olivares, Mauricio, et al.
Published: (2025)

Testing for an Explosive Bubble using High-Frequency Volatility
by: Boswijk, H. Peter, et al.
Published: (2024)

Negative Control Falsification Tests for Instrumental Variable Designs
by: Danieli, Oren, et al.
Published: (2023)

Change-Point Testing for Risk Measures in Time Series
by: Fan, Lin, et al.
Published: (2018)

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

Prior-Free Sample Size Design for Test-and-Roll Experiments
by: Kawato, Kentaro, et al.
Published: (2026)

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

Real-time Program Evaluation using Anytime-valid Rank Tests
by: van Meer, Sam, et al.
Published: (2025)

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

Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM
by: DiTraglia, Francis J.
Published: (2014)

A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions
by: Lim, Dennis, et al.
Published: (2024)

Testing Monotonicity in a Finite Population
by: Chen, Jiafeng, et al.
Published: (2025)

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

Focused Weighted-Average Least Squares Estimator
by: Yin, Shou-Yung
Published: (2026)

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

Nearest Neighbor Matching as Least Squares Density Ratio Estimation and Riesz Regression
by: Kato, Masahiro
Published: (2025)

LGB+: A Macroeconomic Forecasting Road Test
by: Coulombe, Philippe Goulet
Published: (2026)

A Test for Jumps in Metric-Space Conditional Means
by: Van Dijcke, David
Published: (2025)

Sensitivity Analysis for Linear Estimators
by: Dorn, Jacob, et al.
Published: (2023)

Linear Regression with Weak Exogeneity
by: Mikusheva, Anna, et al.
Published: (2023)

Contamination Bias in Linear Regressions
by: Goldsmith-Pinkham, Paul, et al.
Published: (2021)