kaal:claim:2389416-027
Conventional, bias-corrected, and robust regression discontinuity estimators all produce coefficients of similar magnitude, between 1.13 and 1.33, each with a p-value below 5 percent, affirming the March 2012 discontinuity.
Source quote, verbatim
As Table 7 below shows, all the estimates are very close to each other in magnitude and all of them have a p-value smaller than 5%, affirming the presence of a discontinuity in March 2012.
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
Classification
empiricalsupport: evidencedresearch-methods
Verify
The quote above is an exact substring of the source PDF, whose sha256 is 0e1c4615b104821577498d9655de43b9c5c3e985bb0215f56c038b8232be65c3. Extraction method: pdf-text-layer.
Attestation record: colloquium/attestations/6169e162b94ad463...json
Verify the binding yourself: curl -s https://wulfkaal.github.io/claims/2389416-027.md | sha256sum