Arbeitspapier
Optimal bandwidth selection for the fuzzy regression discontinuity estimator
A new bandwidth selection method for the fuzzy regression discontinuity estimator is proposed. The method chooses two bandwidths simultaneously, one for each side of the cut-off point by using a criterion based on the estimated asymptotic mean square error taking into account a second-order bias term. A simulation study demonstrates the usefulness of the proposed method.
- Sprache
-
Englisch
- Erschienen in
-
Series: cemmap working paper ; No. CWP49/15
- Klassifikation
-
Wirtschaft
Estimation: General
Semiparametric and Nonparametric Methods: General
- Thema
-
Bandwidth selection
fuzzy regression discontinuity design
local linear regression
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Arai, Yoichi
Ichimura, Hidehiko
- Ereignis
-
Veröffentlichung
- (wer)
-
Centre for Microdata Methods and Practice (cemmap)
- (wo)
-
London
- (wann)
-
2015
- DOI
-
doi:10.1920/wp.cem.2015.4915
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:46 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
- Arai, Yoichi
- Ichimura, Hidehiko
- Centre for Microdata Methods and Practice (cemmap)
Entstanden
- 2015
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