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econ.EM2023★ 5 cited
Inference for Rank-Rank Regressions
Denis Chetverikov, Daniel Wilhelm
The slope coefficient in a rank-rank regression is a popular measure of intergenerational mobility. In this article, we first show that commonly used inference methods for this slo…
econ.EM2023
Standard errors when a regressor is randomly assigned
Denis Chetverikov, Jinyong Hahn, Zhipeng Liao +1
We examine asymptotic properties of the OLS estimator when the values of the regressor of interest are assigned randomly and independently of other regressors. We find that the OLS…