基于因子模型的平均治疗效果估计器的 Bootstrap 推断

IF 0.8 4区经济学 Q3 ECONOMICS

Econometric Reviews Pub Date : 2024-09-02 DOI:10.1080/07474938.2024.2390392

Luya Wang, Jeffrey S. Racine, Qiaoyu Wang

引用次数: 0

摘要

我们提出了一种新的引导程序，用于推断基于因子模型的平均治疗效果估计值。我们的方法克服了现有自举程序的固有偏差，并 ...

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来源期刊

Econometric Reviews 管理科学-数学跨学科应用

CiteScore

1.70

自引率

0.00%

发文量

审稿时长

>12 weeks

期刊介绍： Econometric Reviews is widely regarded as one of the top 5 core journals in econometrics. It probes the limits of econometric knowledge, featuring regular, state-of-the-art single blind refereed articles and book reviews. ER has been consistently the leader and innovator in its acclaimed retrospective and critical surveys and interchanges on current or developing topics. Special issues of the journal are developed by a world-renowned editorial board. These bring together leading experts from econometrics and beyond. Reviews of books and software are also within the scope of the journal. Its content is expressly intended to reach beyond econometrics and advanced empirical economics, to statistics and other social sciences.