2 papers
econ.EM2026
Improved inference for nonparametric regression and regression-discontinuity designs
Giuseppe Cavaliere, SÃlvia Gonçalves, Morten Ãrregaard Nielsen +1
Nonparametric regression and regression-discontinuity designs suffer from smoothing bias that distorts conventional confidence intervals. Solutions based on robust bias correction…
econ.EM2024
Parameters on the boundary in predictive regression
Giuseppe Cavaliere, Iliyan Georgiev, Edoardo Zanelli
We consider bootstrap inference in predictive (or Granger-causality) regressions when the parameter of interest may lie on the boundary of the parameter space, here defined by mean…