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Inference for regression with variables generated from unstructured data

The leading strategy for analyzing unstructured data uses two steps. First, latent variables of economic interest… Continue reading.

Laura Battaglia, Timothy M. Christensen, Stephen Hansen, Szymon Sacher
May | CWP10/24
Arellano-bond lasso estimator for dynamic linear panel models

The Arellano-Bond estimator is a fundamental method for dynamic panel data models, widely used in practice…. Continue reading.

Victor Chernozhukov, Ivan Fernandez-Val, Chen Huang, Weining Wang
April | CWP09/24
Implied probability kernel block bootstrap for time series moment condition models

This article generalizes and extends the kernel block bootstrap (KBB) method of Parente and Smith (2018,… Continue reading.

Paulo Parente, Richard J. Smith
April | CWP08/24
Honest inference for discrete outcomes in regression discontinuity designs

We investigate the consequences of discreteness in the assignment variable in regression-discontinuity designs for cases where… Continue reading.

Walter Beckert, Daniel Kaliski
April | CWP07/24