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Title Bounding average treatment effects using linear programming Author info Lukáš Lafférs Author Lafférs Lukáš 1986- (100%) UMBFP10 - Katedra matematiky
Source document Empirical Economics. Vol. 57, no. 3 (2019), pp. 727-767. - Heidelberg : Physica-Verlag, 2019 Keywords lineárne programovanie - linear programming analýza citlivosti čiastočná identifikácia Form. Descr. články - journal articles Language English Country Germany Annotation This paper presents a method of calculating sharp bounds on the average treatment effect using linear programming under identifying assumptions commonly used in the literature. This new method provides a sensitivity analysis of the identifying assumptions and missing data in two applications. The first application looks at the effect of parents’ schooling on children’s schooling, and the second application studies the effect of mandatory arrest policy on domestic violence recidivism. This paper shows that even a mild departure from identifying assumptions may substantially widen the bounds on average treatment effects. Allowing for a small fraction of the data to be missing also has a large impact on the results URL Link na plný text Public work category ADM No. of Archival Copy 45876 Repercussion category TORGOVITSKY, Alexander. Nonparametric inference on state dependence in unemployment. In Econometrica. ISSN 0012-9682, 2019, vol. 87, no. 5, pp. 1475-1505.
TORGOVITSKY, Alexander. Partial identification by extending subdistributions. In Quantitative economics. ISSN 1759-7323, 2019, vol. 10, no. 1, pp. 105-144.
MANSKI, Charles F. - PEPPER, John V. How do right to carry laws affect crime rates? Coping with ambiguity using bounded variation assumptions. In Review of economics and statistics. ISSN 0034-6535, 2018, vol. 100, no. 2, pp. 232-244.
KITAGAWA, Toru. The identification region of the potential outcome distributions under instrument independence. In Journal of econometrics. ISSN 0304-4076, 2021, vol. 225, no. 2, pp. 231-253.
Catal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Database xpca - PUBLIKAČNÁ ČINNOSŤ References PERIODIKÁ-Súborný záznam periodika 
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Title Identification in models with discrete variables Author info Lukáš Lafférs Author Lafférs Lukáš 1986- (100%) UMBFP10 - Katedra matematiky
Source document Computational Economics. Vol. 53, no. 2 (2019), pp. 657-696. - New York : Springer, 2019 Keywords čiastočná identifikácia lineárne programovanie - linear programming analýza citlivosti Form. Descr. články - journal articles Language English Country United States of America Annotation Thispaperprovidesanovel,simple,andcomputationallytractablemethod for determining an identified set that can account for a broad set of economic models when the economic variables are discrete. Using this method, we show using a sim- ple example how imperfect instruments affect the size of the identified set when the assumption of strict exogeneity is relaxed. This knowledge can be of great value, as it is interesting to know the extent to which the exogeneity assumption drives results, given it is often a matter of some controversy. Moreover, the flexibility obtained from our newly proposed method suggests that the determination of the identified set need no longer be application specific, with the analysis presenting a unifying framework that algorithmically approaches the question of identification URL Link na plný text Public work category ADC No. of Archival Copy 45942 Repercussion category TORGOVITSKY, Alexander. Partial identification by extending subdistributions. In Quantitative economics. ISSN 1759-7323, 2019, vol. 10, no. 1, pp. 105-144.
Catal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Database xpca - PUBLIKAČNÁ ČINNOSŤ References PERIODIKÁ-Súborný záznam periodika unrecognised
Title Finančné riziká a ich meranie Author info Peter Krištofík Author Krištofík Peter 1971- (100%) UMBEF04 - Katedra financií a účtovníctva
Source document Finančný manažment a controlling : v praxi. Roč. 4, č. 1 (2011), s. 3-8. - Bratislava : Iura Edition, 2011 Keywords finančné riziká value at risk diagnostics analýza citlivosti financial risks sensitivity analysis Language Slovak Country Slovak Republic systematics 336 Public work category BDF No. of Archival Copy 18214 Repercussion category GROFČÍKOVÁ, Janka - IZÁKOVÁ, Katarína - LAPKOVÁ, Marta. Riadenie podnikových procesov v meniacom sa prostredí. In Trendy v podnikání 2011 : recenzovaný sborník příspěvků mezinárodní vědecké konference, Plzeň, 30.11. - 1.12.2011. Plzeň : Západočeská univerzita, 2011. ISBN 978-80-261-0051-5, s. [1-7].
Catal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Database xpca - PUBLIKAČNÁ ČINNOSŤ 
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