5 papers
A Synthetic Control Approach to Conditional Distributional Treatment Effects
Dominik Wied
This paper proposes a synthetic control (SC) framework for the estimation of conditional distributional treatment effects. Identification rests on a parallel trends condition formu…
Local Gaussian copula inference with structural breaks: testing dependence predictability
Alexander Mayer, Tatsushi Oka, Dominik Wied
We propose a score test for dependence predictability in conditional copulas that is robust to temporal instabilities. Our semiparametric procedure accommodates flexible dynamics i…
Practically significant differences between conditional distribution functions
Holger Dette, Kathrin Möllenhoff, Dominik Wied
In the framework of semiparametric distribution regression, we consider the problem of comparing the conditional distribution functions corresponding to two samples. In contrast to…
Endogeneity Corrections in Binary Outcome Models with Nonlinear Transformations: Identification and Inference
Alexander Mayer, Dominik Wied
For binary outcome models, an endogeneity correction based on nonlinear rank-based transformations is proposed. Identification without external instruments is achieved under one of…
Quantile Granger Causality in the Presence of Instability
Alexander Mayer, Dominik Wied, Victor Troster
We propose a new framework for assessing Granger causality in quantiles in unstable environments, for a fixed quantile or over a continuum of quantile levels. Our proposed test sta…