no code implementations • 9 Mar 2024 • Victor Chernozhukov, Iván Fernández-Val, Sukjin Han, Kaspar Wüthrich
This representation allows us to introduce an identifying assumption, so-called copula invariance, that restricts the local dependence of the copula with respect to the treatment propensity.
1 code implementation • 16 May 2022 • Graham Elliott, Nikolay Kudrin, Kaspar Wüthrich
A flourishing empirical literature investigates the prevalence of $p$-hacking based on the distribution of $p$-values across studies.
no code implementations • 17 Mar 2022 • Dalia Ghanem, Pedro H. C. Sant'Anna, Kaspar Wüthrich
We study the role of selection into treatment in difference-in-differences (DiD) designs.
no code implementations • 15 Mar 2022 • Zhenting Sun, Kaspar Wüthrich
We consider settings with pairwise valid instruments, that is, instruments that are valid for a subset of instrument value pairs.
no code implementations • 5 Oct 2020 • Niklas Potrafke, Fabian Ruthardt, Kaspar Wüthrich
The protectionist government increased tariffs.
1 code implementation • 17 Sep 2019 • Victor Chernozhukov, Kaspar Wüthrich, Yinchu Zhu
We propose a robust method for constructing conditionally valid prediction intervals based on models for conditional distributions such as quantile and distribution regression.
3 code implementations • 25 Dec 2017 • Victor Chernozhukov, Kaspar Wüthrich, Yinchu Zhu
We introduce new inference procedures for counterfactual and synthetic control methods for policy evaluation.
1 code implementation • 18 Aug 2016 • Victor Chernozhukov, Iván Fernández-Val, Blaise Melly, Kaspar Wüthrich
In both applications, the outcomes of interest are discrete rendering existing inference methods invalid for obtaining uniform confidence bands for quantile and quantile effects functions.
Methodology Econometrics 62F25, 62G15, 62P20