The March 2012 discontinuity estimates remain statistically significant and stable at larger bandwidths, while very small bandwidths yield confidence intervals containing zero and would not detect any discontinuity.
Source quote, verbatim
As Figure 10 shows, the estimates are statistically significant and rather stable also for larger bandwidths.
From
Wulf A. Kaal, Barbara Luppi, Sandra Paterlini, Did the Dodd-Frank Act Impact Hedge Fund Performance (2014), 5.2.1. Entire Sample https://ssrn.com/abstract=2389416 · source PDF
Cite as
Wulf A. Kaal, Barbara Luppi, Sandra Paterlini, Did the Dodd-Frank Act Impact Hedge Fund Performance (2014). SSRN: https://ssrn.com/abstract=2389416
Holds when
bandwidth robustness checks around the optimal bandwidth
Classification
empiricalsupport: evidencedresearch-methods
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