Optimal bandwidth selection for the fuzzy regression discontinuity estimator

Yoichi Arai, Hidehiko Ichimura

研究成果: Article査読

5 被引用数 (Scopus)

抄録

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.

本文言語English
ページ(範囲)103-106
ページ数4
ジャーナルEconomics Letters
141
DOI
出版ステータスPublished - 2016 4 1

ASJC Scopus subject areas

  • Finance
  • Economics and Econometrics

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