Permutation-based tests for discontinuities in event studies
We propose using a permutation test to detect discontinuities in an underlying economic model at a cutoff point. Relative to the existing literature, we show that this test is well suited for event studies based on time-series data. The test statistic measures the distance between the empirical dist...
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| Main Authors: | , |
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| 格式: | text |
| 語言: | English |
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Institutional Knowledge at Singapore Management University
2022
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| 主題: | |
| 在線閱讀: | https://ink.library.smu.edu.sg/soe_research/2564 https://ink.library.smu.edu.sg/context/soe_research/article/3563/viewcontent/Permutation_based_tests_for_discontinuities_in_event_studies.pdf |
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