| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP16609 |
| DP16609 Persistence, Randomization, and Spatial Noise | |
| Morgan Kelly | |
| 发表日期 | 2021-10-04 |
| 出版年 | 2021 |
| 语种 | 英语 |
| 摘要 | Historical persistence studies and other regressions using spatial data commonly have severely inflated t statistics, and different standard error adjustments to correct for this return markedly different estimates. This paper proposes a simple randomization inference procedure where the significance level of an explanatory variable is measured by its ability to outperform synthetic noise with the same estimated spatial structure. Spatial noise, in other words, acts as a treatment randomization in an artificial experiment based on correlated observational data. The performance of twenty persistence studies relative to spatial noise is examined. |
| 主题 | Economic History |
| URL | https://cepr.org/publications/dp16609-0 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/545557 |
| 推荐引用方式 GB/T 7714 | Morgan Kelly. DP16609 Persistence, Randomization, and Spatial Noise. 2021. |
| 条目包含的文件 | 条目无相关文件。 | |||||
| 个性服务 |
| 推荐该条目 |
| 保存到收藏夹 |
| 导出为Endnote文件 |
| 谷歌学术 |
| 谷歌学术中相似的文章 |
| [Morgan Kelly]的文章 |
| 百度学术 |
| 百度学术中相似的文章 |
| [Morgan Kelly]的文章 |
| 必应学术 |
| 必应学术中相似的文章 |
| [Morgan Kelly]的文章 |
| 相关权益政策 |
| 暂无数据 |
| 收藏/分享 |
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。
