Permutation‐based tests for discontinuities in event studies
From MaRDI portal
Publication:6088790
DOI10.3982/qe1775arXiv2007.09837OpenAlexW3124249951MaRDI QIDQ6088790
Qiyuan Li, Jia Li, Federico A. Bugni
Publication date: 16 November 2023
Published in: Quantitative Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.09837
Related Items
Cites Work
- Unnamed Item
- Regression discontinuity designs: a guide to practice
- Exact and asymptotically robust permutation tests
- Realized Laplace transforms for pure-jump semimartingales
- Discretization of processes.
- Weak convergence and empirical processes. With applications to statistics
- Testing continuity of a density via \(g\)-order statistics in the regression discontinuity design
- Testing equality of spectral densities using randomization techniques
- Block permutation principles for the change analysis of dependent data
- Extensions of some classical methods in change point analysis
- Permutation principles for the change analysis of stochastic processes under strong invariance
- Long memory in continuous-time stochastic volatility models
- Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
- Estimation of Jump Tails
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- Tests of Equality Between Sets of Coefficients in Two Linear Regressions
- Stochastic Limit Theory
- Estimating and Testing Linear Models with Multiple Structural Changes
- Volume, Volatility, and Public News Announcements
- Optimal Bandwidth Choice for the Regression Discontinuity Estimator
- Approximate Permutation Tests and Induced Order Statistics in the Regression Discontinuity Design
- Jump Regressions
- Generalized Method of Integrated Moments for High-Frequency Data
- Robust Nonparametric Confidence Intervals for Regression-Discontinuity Designs
- High-Frequency Identification of Monetary Non-Neutrality: The Information Effect*
- Continuous Record Asymptotics for Rolling Sample Variance Estimators
- Testing Statistical Hypotheses
- The Large-Sample Power of Tests Based on Permutations of Observations
- Permutation‐based tests for discontinuities in event studies