Arbeitspapier
Asymptotic expansions for some semiparametric program evaluation estimators
We investigate the performance of a class of semiparametric estimators of the treatment effect via asymptotic expansions. We derive approximations to the first two moments of the estimator that are valid to 'second order'. We use these approximations to define a method of bandwidth selection. We also propose a degrees of freedom like bias correction that improves the second order properties of the estimator but without requiring estimation of higher order derivatives of the unknown propensity score. We provide some numerical calibrations of the results.
- Language
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Englisch
- Bibliographic citation
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Series: cemmap working paper ; No. CWP04/01
- Classification
-
Wirtschaft
Semiparametric and Nonparametric Methods: General
- Event
-
Geistige Schöpfung
- (who)
-
Ichimura, Hidehiko
Linton, Oliver
- Event
-
Veröffentlichung
- (who)
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Centre for Microdata Methods and Practice (cemmap)
- (where)
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London
- (when)
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2001
- DOI
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doi:10.1920/wp.cem.2001.0401
- Handle
- Last update
- 10.03.2025, 11:45 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Ichimura, Hidehiko
- Linton, Oliver
- Centre for Microdata Methods and Practice (cemmap)
Time of origin
- 2001
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