Related Issues (20)
- Typo at the beginning of Theorem 2: tau-hat(h)* should be tau-hat*(h)
- Typo in definition of epsilon_{+,i} in Theorem 2.
- Replace g_+ and g_- notation in defining \tau^* HOT 1
- Need to replace residual bootstrap with Wild bootstrap HOT 1
- Need to add heteroskedastic DGPs to simulations HOT 1
- [Ref 1.1 and 1.2] Address similarity between wild bootstrap and CCT's correction
- [Ref 2.1] Address the bandwidth issues raised by the 2nd referee
- [Ref 2.3] Address variance issues in Theorem 2
- [Ref 2.2] Change sup_{x,\tau} to sup_x for referee
- [Ref 1.3] Make small notation change in Assumption 1
- [Ref 1.4] Define beta hat's components earlier
- [Ref 1.4] Define HC3 transformation
- Move referee reports into a separate subdirectory
- Describe the distribution for the wild shocks used in the simulation section.
- We're currently reporting the negative bias in simulations, not the bias HOT 1
- HC1 residual adjustment is incorrect
- We need to thank the referees, Matias, Juan Carlos, and other seminar participants. HOT 1
- Discovered a small error at the end of Theorem 2's proof.
- Update citation for RD robust
- Add a reference in the introduction alerting the reader about the higher-order refinements of the RDROBUST
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