no code implementations • 25 Oct 2022 • Yoichi Arai, Taisuke Otsu, Mengshan Xu
Our GLS estimator is shown to be asymptotically equivalent to the infeasible GLS estimator with knowledge of the conditional error variance, and involves only some tuning to trim boundary observations, not only for point estimation but also for interval estimation or hypothesis testing.
no code implementations • 17 Sep 2021 • Yoichi Arai, Taisuke Otsu, Myung Hwan Seo
This paper studies the case of possibly high-dimensional covariates in the regression discontinuity design (RDD) analysis.