Search Results for author: Georg Keilbar

Found 3 papers, 0 papers with code

Tests for Many Treatment Effects in Regression Discontinuity Panel Data Models

no code implementations2 Dec 2023 Likai Chen, Georg Keilbar, Liangjun Su, Weining Wang

We find that in the Gaussian approximations to the test statistics, the dependence structures in the data can be safely ignored due to the localized nature of the statistics.

regression

Shapley Curves: A Smoothing Perspective

no code implementations23 Nov 2022 Ratmir Miftachov, Georg Keilbar, Wolfgang Karl Härdle

This paper fills the limited statistical understanding of Shapley values as a variable importance measure from a nonparametric (or smoothing) perspective.

A semiparametric approach for interactive fixed effects panel data models

no code implementations27 Jan 2022 Georg Keilbar, Juan M. Rodriguez-Poo, Alexandra Soberon, Weining Wang

We derive its asymptotic properties by finding out that the limiting distribution has a discontinuity, depending on the explanatory power of our basis functions which is expressed by the variance of the error of the factor loadings.

valid

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