“...The use of a conditionally unbiased, but imperfect, volatility proxy can lead to undesirable outcomes in standard methods for comparing conditional variance...”

“...Standard sufficient conditions for identification in the regression discontinuity design are continuity of the conditional expectation of counterfactual...”

“...Many papers have regressed non-parametric estimates of productive efficiency on environmental variables in two-stage procedures to account for exogenous...”

“...We propose a multivariate realised kernel to estimate the ex-post covariation of log-prices. We show this new consistent estimator is guaranteed to be positive...”

“...This paper considers methods for estimating the slope coefficients in large panel data models that are robust to the presence of various forms of error...”

“...This paper establishes the relatively weak conditions under which causal inferences from a regression–discontinuity (RD) analysis can be as credible as those...”

“...We revisit the effects of spending on student performance using data from the state of Michigan. In addition to exploiting a dramatic change in funding in the...”

“... [Journal of Econometrics...”

“...This paper provides an empirical analysis of changes in real house prices in the USA using State level data. It examines the extent to which real house prices...”