Inference on Union Bounds
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SeriesEconometrics Seminars and Workshop Series
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SpeakersXinyue Bei (University of Texas at Austin, United States)
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FieldEconometrics, Data Science and Econometrics
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LocationUniversity of Amsterdam, room E5.07
Amsterdam -
Date and time
May 16, 2025
12:30 - 13:30
Abstract
A union bound is a union of multiple bounds. Union bounds occur in a wide variety of empirical settings, such as difference-in-differences, regression discontinuity design, bunching, and misspecification analysis. In this paper, I propose a confidence interval for these kinds of bounds based on modified conditional inference. I show that it improves upon existing methods in a large set of data generating processes. The new procedure gives statistically significant results while the pre-existing alternatives do not in the empirical applications in Dustmann, Joint paper with Lindner, Schönberg, Umkehrer, and Vom Berge (2022).