BEGIN:VCALENDAR VERSION:2.0 PRODID:-//132.216.98.100//NONSGML kigkonsult.se iCalcreator 2.20.4// BEGIN:VEVENT UID:20250312T194744EDT-4282mgxvg8@132.216.98.100 DTSTAMP:20250312T234744Z DESCRIPTION:Federico Bugni (Duke University)\n Host: Saraswata Chaudhuri\n\n Date: February 28\, 2020\n Location: Leacock 429\n\nWebsite: https://sites. duke.edu/federicobugni/\n\n'Testing Continuity of a Density via g-order st atistics in the Regression Discontinuity Design”\n\nAbstract:\n In the regr ession discontinuity design (RDD)\, it is common practice to assess the cr edibility of the design by testing the continuity of the density of the ru nning variable at the cut-off\, e.g.\, McCrary (2008). In this paper we pr opose a new test for continuity of a density at a point based on the so-ca lled g-order statistics\, and study its properties under a novel asymptoti c framework. The asymptotic framework is intended to approximate a small s ample phenomenon: even though the total number n of observations may be la rge\, the number of effective observations local to the cut-off is often s mall. Thus\, while traditional asymptotics in RDD require a growing number of observations local to the cut-off as n grows\, our framework allows fo r the number q of observations local to the cut-off to be fixed as n grows . The new test is easy to implement\, asymptotically valid under weaker co nditions than those used by competing methods\, exhibits finite sample val idity under stronger conditions than those needed for its asymptotic valid ity\, and has favorable power properties against certain alternatives. In a simulation study\, we find that the new test controls size remarkably we ll across designs. We finally apply our test to the design in Lee (2008)\, a well-known application of the RDD to study incumbency advantage.\n DTSTART:20200228T203000Z DTEND:20200228T220000Z LOCATION:Leacock 429\, Leacock Building\, CA\, QC\, Montreal\, H3A 2T7\, 85 5 rue Sherbrooke Ouest SUMMARY:Federico Bugni (Duke University)\, 'Testing Continuity of a Density via g-order statistics in the Regression Discontinuity Design” URL:/economics/channels/event/federico-bugni-duke-univ ersity-testing-continuity-density-g-order-statistics-regression-301117 END:VEVENT END:VCALENDAR