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.
- Sprache
-
Englisch
- Erschienen in
-
Series: cemmap working paper ; No. CWP04/01
- Klassifikation
-
Wirtschaft
Semiparametric and Nonparametric Methods: General
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Ichimura, Hidehiko
Linton, Oliver
- Ereignis
-
Veröffentlichung
- (wer)
-
Centre for Microdata Methods and Practice (cemmap)
- (wo)
-
London
- (wann)
-
2001
- DOI
-
doi:10.1920/wp.cem.2001.0401
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:45 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Ichimura, Hidehiko
- Linton, Oliver
- Centre for Microdata Methods and Practice (cemmap)
Entstanden
- 2001
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