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AgnivaG26

Agniva Ganguly

Recently Published

Propensity Score Matching
An illustration of matching with replacement and without replacement on STATA.
Difference-in-differences estimation
For an international sample of firm-year observations around the mandatory adoption of IFRS in 2005, we examine the pre- and post-IFRS average stock illiquidity of firms in countries that are subject to IFRS adoption versus those that are not. We also tackle issues surrounding parallel trends.
Restricted Wild Cluster Bootstrap
Using WCR to counter issues with clustering on dimensions with few clusters
Credit Score
A replication of the German credit score example that appear in Matt Taddy’s “Business Data Science”m Chapter 4 under “Probability, Cost, and Classification.”
Robust Regression