{"title":"Bootstrap inference on a factor model based average treatment effects estimator","authors":"Luya Wang, Jeffrey S. Racine, Qiaoyu Wang","doi":"10.1080/07474938.2024.2390392","DOIUrl":null,"url":null,"abstract":"We propose a novel bootstrap procedure for conducting inference for factor model-based average treatment effects estimators. Our method overcomes bias inherent to existing bootstrap procedures and ...","PeriodicalId":11438,"journal":{"name":"Econometric Reviews","volume":"99 1","pages":""},"PeriodicalIF":0.8000,"publicationDate":"2024-09-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Econometric Reviews","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.1080/07474938.2024.2390392","RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"ECONOMICS","Score":null,"Total":0}
引用次数: 0
Abstract
We propose a novel bootstrap procedure for conducting inference for factor model-based average treatment effects estimators. Our method overcomes bias inherent to existing bootstrap procedures and ...
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Econometric Reviews is widely regarded as one of the top 5 core journals in econometrics. It probes the limits of econometric knowledge, featuring regular, state-of-the-art single blind refereed articles and book reviews. ER has been consistently the leader and innovator in its acclaimed retrospective and critical surveys and interchanges on current or developing topics. Special issues of the journal are developed by a world-renowned editorial board. These bring together leading experts from econometrics and beyond. Reviews of books and software are also within the scope of the journal. Its content is expressly intended to reach beyond econometrics and advanced empirical economics, to statistics and other social sciences.
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