# kaal:claim:2389416-027

**Claim.** 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.

**Type.** empirical  **Support.** evidenced

**Holds when.**

- Calonico, Cattaneo and Titiunik bias correction procedure
- March 30, 2012

**Source quote.**

> 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

**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

**Verify.** sha256 of source PDF `0e1c4615b104821577498d9655de43b9c5c3e985bb0215f56c038b8232be65c3` at https://raw.githubusercontent.com/wulfkaal/Academic-Papers/main/papers/pdf/Kaal%20et%20al.%20-%202014%20-%20Did%20the%20Dodd-Frank%20Act%20Impact%20Hedge%20Fund%20Performance.pdf

**Topics.** research-methods

**Keywords.** bias-correction, robustness, regression-discontinuity, estimation

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