Search Results for author: Kaspar Wüthrich

Found 8 papers, 4 papers with code

Estimating Causal Effects of Discrete and Continuous Treatments with Binary Instruments

no code implementations9 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.

The Power of Tests for Detecting $p$-Hacking

1 code implementation16 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.

Selection and parallel trends

no code implementations17 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.

Pairwise Valid Instruments

no code implementations15 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.

valid

Distributional conformal prediction

1 code implementation17 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.

Conformal Prediction counterfactual +5

Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes

1 code implementation18 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

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