entity · derived
Regression discontinuity
Derived node: assembled mechanically from the claims carrying regression-discontinuity. A roster, not an adjudicated definition.
Every claim under this term
- 2389416-003 : The hedge fund adviser registration requirement under the Dodd-Frank Act creates a discontinuity in hedge fund returns at the registration effective date of March 30, 2012.
- 2389416-004 : Strategic behavior by fund advisers around the assets under management registration threshold produces a strong increase in the measured discontinuity at that threshold.
- 2389416-020 : Under the sharp regression discontinuity design, the estimated treatment coefficient exceeds one only in March 2012, at 1.104 with a p-value of 0.015, and is close to zero and insignificant in every o
- 2389416-021 : The March 2012 discontinuity coefficient is the only estimate with a p-value below 5 percent; all subsequent monthly estimates are statistically insignificant.
- 2389416-022 : The discontinuity in hedge fund earnings at the registration effective date is positive, which is the opposite of what the hedge fund industry expected the Dodd-Frank Act to produce.
- 2389416-023 : The March 2012 discontinuity effect is not persistent and is completely absorbed in the months following the registration effective date for private fund advisers.
- 2389416-025 : A McCrary density test of the assignment variable independently supports the presence of a discontinuity at the $150 million threshold in March 2012.
- 2389416-026 : 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
- 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 Ma
- 2816408-003 : Using self-reported Morningstar earnings data for 3,424 US private fund advisers covering 2010 to 2015 in multiple regression discontinuity designs with robustness checks, private fund adviser registr
- 2816408-016 : The study identifies the causal effect of Title IV by treating the March 30, 2012 registration effective date combined with the $150 million AUM threshold as an exogenous regulatory shock, so that any
- 2816408-018 : The sharp and fuzzy regression discontinuity approaches yield results of only minor difference in this setting because the denominator of the fuzzy estimator is very close to one, meaning treatment ta
- 2816408-019 : Across an array of robustness tests, the requirements introduced by the Dodd-Frank Act create no significant effect on private fund performance, with all reported RD p-values above the 5% level.
- 2816408-027 : A single point in time RD design anchored to March 30, 2012 is inadequate on its own because advisers could and did register before the deadline, funds near the $150 million threshold could choose bet
- 2816408-029 : Tighter RD designs using varying window lengths and hand selected control groups confirm the finding of no effect obtained in the broader design.
- 2816408-030 : The discontinuity in the data is evident regardless of the number of bins chosen, even though increasing the number of bins smooths the estimated regression function.
- 2816408-033 : Relative to existing work, this study uses a much larger dataset and a more sophisticated empirical approach, regression discontinuity, and finds no statistical evidence for an effect of Dodd-Frank Ac
- 2998097-020 : Using a regression discontinuity design around the 150 million dollar registration threshold with five years of performance data on more than 3500 reporting private funds, the study finds no significa