2 papers
stat.ME2025
Inference for Forecasting Accuracy: Pooled versus Individual Estimators in High-dimensional Panel Data
Tim Kutta, Martin Schumann, Holger Dette
Panels with large time and cross-sectional dimensions are a key data structure in social sciences and other fields. A central question in panel data analysis is whether…
econ.EM2025
Testing for equivalence of pre-trends in Difference-in-Differences estimation
Holger Dette, Martin Schumann
The plausibility of the ``parallel trends assumption'' in Difference-in-Differences estimation is usually assessed by a test of the null hypothesis that the difference between the…