Zobrazeno 1 - 10
of 182
pro vyhledávání: '"D'Haultfoeuille, Xavier"'
We study best linear predictions in a context where the outcome of interest and some of the covariates are observed in two different datasets that cannot be matched. Traditional approaches obtain point identification by relying, often implicitly, on
Externí odkaz:
http://arxiv.org/abs/2412.04816
Consider a parameter of interest, which can be consistently estimated under some conditions. Suppose also that we can at least partly test these conditions with specification tests. We consider the common practice of conducting inference on the param
Externí odkaz:
http://arxiv.org/abs/2407.03725
Many treatments or policy interventions are continuous in nature. Examples include prices, taxes or temperatures. Empirical researchers have usually relied on two-way fixed effect regressions to estimate treatment effects in such cases. However, such
Externí odkaz:
http://arxiv.org/abs/2402.05432
Autor:
Donier-Meroz, Etienne, Dalalyan, Arnak S., Kramarz, Francis, Choné, Philippe, D'Haultfoeuille, Xavier
Many real-world data sets can be presented in the form of a matrix whose entries correspond to the interaction between two entities of different natures (number of times a web user visits a web page, a student's grade in a subject, a patient's rating
Externí odkaz:
http://arxiv.org/abs/2304.03590
Despite the wide adoption of revenue management in many industries such as airline, railway, and hospitality, there is still scarce empirical evidence on the gains or losses of such strategies compared to uniform pricing or fully flexible strategies.
Externí odkaz:
http://arxiv.org/abs/2206.04424
We develop a new permutation test for inference on a subvector of coefficients in linear models. The test is exact when the regressors and the error terms are independent. Then, we show that the test is asymptotically of correct level, consistent and
Externí odkaz:
http://arxiv.org/abs/2205.06713
We study partially linear models when the outcome of interest and some of the covariates are observed in two different datasets that cannot be linked. This type of data combination problem arises very frequently in empirical microeconomics. Using rec
Externí odkaz:
http://arxiv.org/abs/2204.05175
Autor:
de Chaisemartin, Clément, D'Haultfoeuille, Xavier, Pasquier, Félix, Sow, Doulo, Vazquez-Bare, Gonzalo
We propose difference-in-differences estimators in designs where the treatment is continuously distributed at every period, as is often the case when one studies the effects of taxes, tariffs, or prices. We assume that between consecutive periods, th
Externí odkaz:
http://arxiv.org/abs/2201.06898
Linear regressions with period and group fixed effects are widely used to estimate policies' effects: 26 of the 100 most cited papers published by the American Economic Review from 2015 to 2019 estimate such regressions. It has recently been shown th
Externí odkaz:
http://arxiv.org/abs/2112.04565
Publikováno v:
Stats & Prob. Letters 2022 (188)
We show a Marcinkiewicz-Zygmund law of large numbers for jointly, dissociated exchangeable arrays, in $L^r$ ($r\in (0,2)$) and almost surely. Then, we obtain a law of iterated logarithm for such arrays under a weaker moment condition than the existin
Externí odkaz:
http://arxiv.org/abs/2111.10317