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.
- Language
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Englisch
- Bibliographic citation
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Series: cemmap working paper ; No. CWP49/15
- Classification
-
Wirtschaft
Estimation: General
Semiparametric and Nonparametric Methods: General
- Subject
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Bandwidth selection
fuzzy regression discontinuity design
local linear regression
- Event
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Geistige Schöpfung
- (who)
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Arai, Yoichi
Ichimura, Hidehiko
- Event
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Veröffentlichung
- (who)
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Centre for Microdata Methods and Practice (cemmap)
- (where)
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London
- (when)
-
2015
- DOI
-
doi:10.1920/wp.cem.2015.4915
- Handle
- Last update
-
10.03.2025, 11:46 AM CET
Data provider
This object is provided by:
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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
- Arai, Yoichi
- Ichimura, Hidehiko
- Centre for Microdata Methods and Practice (cemmap)
Time of origin
- 2015
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