Testing continuity of a density via g -order statistics in the regression discontinuity design
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- Bugni, Federico A. & Canay, Ivan A., 2021. "Testing continuity of a density via g-order statistics in the regression discontinuity design," Journal of Econometrics, Elsevier, vol. 221(1), pages 138-159.
- Federico A. Bugni & Ivan A. Canay, 2018. "Testing Continuity of a Density via g-order statistics in the Regression Discontinuity Design," Papers 1803.07951, arXiv.org, revised Feb 2020.
References listed on IDEAS
- Kaufmann, E. & Reiss, R. -D., 1992. "On conditional distributions of nearest neighbors," Journal of Multivariate Analysis, Elsevier, vol. 42(1), pages 67-76, July.
- Timothy B. Armstrong & Michal Kolesár, 2018.
"Optimal Inference in a Class of Regression Models,"
Econometrica, Econometric Society, vol. 86(2), pages 655-683, March.
- Timothy B. Armstrong & Michal Koles�r, 2016. "Optimal Inference in a Class of Regression Models," Cowles Foundation Discussion Papers 2043, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong & Michal Koles�r, 2016. "Optimal Inference in a Class of Regression Models," Cowles Foundation Discussion Papers 2043R2, Cowles Foundation for Research in Economics, Yale University, revised Dec 2017.
- Timothy B. Armstrong & Michal Koles�r, 2016. "Optimal Inference in a Class of Regression Models," Cowles Foundation Discussion Papers 2043R, Cowles Foundation for Research in Economics, Yale University, revised May 2017.
- Timothy B. Armstrong & Michal Kolesár, 2020.
"Simple and honest confidence intervals in nonparametric regression,"
Quantitative Economics, Econometric Society, vol. 11(1), pages 1-39, January.
- Timothy B. Armstrong & Michal Koles�r, 2016. "Simple and Honest Confidence Intervals in Nonparametric Regression," Cowles Foundation Discussion Papers 2044, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong & Michal Koles�r, 2016. "Simple and Honest Confidence Intervals in Nonparametric Regression," Cowles Foundation Discussion Papers 2044R2, Cowles Foundation for Research in Economics, Yale University, revised Mar 2018.
- Timothy B. Armstrong & Michal Koles�r, 2016. "Simple and Honest Confidence Intervals in Nonparametric Regression," Cowles Foundation Discussion Papers 2044R3, Cowles Foundation for Research in Economics, Yale University, revised Aug 2018.
- Timothy B. Armstrong & Michal Koles�r, 2016. "Simple and Honest Confidence Intervals in Nonparametric Regression," Cowles Foundation Discussion Papers 2044R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2016.
- David S. Lee & Thomas Lemieux, 2010.
"Regression Discontinuity Designs in Economics,"
Journal of Economic Literature, American Economic Association, vol. 48(2), pages 281-355, June.
- David S. Lee & Thomas Lemieux, 2009. "Regression Discontinuity Designs in Economics," Working Papers 1118, Princeton University, Department of Economics, Industrial Relations Section..
- David S. Lee & Thomas Lemieux, 2009. "Regression Discontinuity Designs in Economics," NBER Working Papers 14723, National Bureau of Economic Research, Inc.
- Bertanha, Marinho & Moreira, Marcelo J., 2020.
"Impossible inference in econometrics: Theory and applications,"
Journal of Econometrics, Elsevier, vol. 218(2), pages 247-270.
- Marinho Bertanha & Marcelo J. Moreira, 2016. "Impossible Inference in Econometrics: Theory and Applications," Papers 1612.02024, arXiv.org, revised Feb 2020.
- Marinho Bertanha & Marcelo Moreira, 2019. "Impossible inference in econometrics: theory and applications," CeMMAP working papers CWP02/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Bertanha, Marinho Angelo & Moreira, Marcelo J., 2017. "Impossible inference in econometrics: theory and applications to regression discontinuity, bunching, and exogeneity tests," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 787, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2020.
"Simple Local Polynomial Density Estimators,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 115(531), pages 1449-1455, July.
- Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2018. "Simple Local Polynomial Density Estimators," Papers 1811.11512, arXiv.org, revised Jun 2019.
- Cattaneo, MD & Jansson, M & Ma, X, 2020. "Simple Local Polynomial Density Estimators," Department of Economics, Working Paper Series qt9vt997qn, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Cattaneo, MD & Jansson, M & Ma, X, 2020. "Simple Local Polynomial Density Estimators," University of California at San Diego, Economics Working Paper Series qt9vt997qn, Department of Economics, UC San Diego.
- Imbens, Guido W. & Lemieux, Thomas, 2008.
"Regression discontinuity designs: A guide to practice,"
Journal of Econometrics, Elsevier, vol. 142(2), pages 615-635, February.
- Guido Imbens & Thomas Lemieux, 2007. "Regression Discontinuity Designs: A Guide to Practice," NBER Technical Working Papers 0337, National Bureau of Economic Research, Inc.
- Guido Imbens & Thomas Lemieux, 2007. "Regression Discontinuity Designs: A Guide to Practice," NBER Working Papers 13039, National Bureau of Economic Research, Inc.
- François Gerard & Miikka Rokkanen & Christoph Rothe, 2020.
"Bounds on treatment effects in regression discontinuity designs with a manipulated running variable,"
Quantitative Economics, Econometric Society, vol. 11(3), pages 839-870, July.
- François Gerard & Miikka Rokkanen & Christoph Rothe, 2016. "Bounds on Treatment Effects in Regression Discontinuity Designs with a Manipulated Running Variable," NBER Working Papers 22892, National Bureau of Economic Research, Inc.
- McCrary, Justin, 2008. "Manipulation of the running variable in the regression discontinuity design: A density test," Journal of Econometrics, Elsevier, vol. 142(2), pages 698-714, February.
- Emmanuel Saez, 2010.
"Do Taxpayers Bunch at Kink Points?,"
American Economic Journal: Economic Policy, American Economic Association, vol. 2(3), pages 180-212, August.
- Emmanuel Saez, 1999. "Do Taxpayers Bunch at Kink Points?," NBER Working Papers 7366, National Bureau of Economic Research, Inc.
- Ivan A Canay & Vishal Kamat, 2018.
"Approximate Permutation Tests and Induced Order Statistics in the Regression Discontinuity Design,"
Review of Economic Studies, Oxford University Press, vol. 85(3), pages 1577-1608.
- Ivan A. Canay & Vishal Kamat, 2015. "Approximate permutation tests and induced order statistics in the regression discontinuity design," CeMMAP working papers CWP27/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Ivan A. Canay & Vishal Kamat, 2017. "Approximate permutation tests and induced order statistics in the regression discontinuity design," CeMMAP working papers CWP21/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Ivan A. Canay & Vishal Kamat, 2016. "Approximate permutation tests and induced order statistics in the regression discontinuity design," CeMMAP working papers CWP33/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Shu Shen & Xiaohan Zhang, 2016. "Distributional Tests for Regression Discontinuity: Theory and Empirical Examples," The Review of Economics and Statistics, MIT Press, vol. 98(4), pages 685-700, October.
- Taisuke Otsu & Ke-Li Xu & Yukitoshi Matsushita, 2013.
"Estimation and Inference of Discontinuity in Density,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(4), pages 507-524, October.
- Otsu, Taisuke & Xu, Ke-Li & Matsushita, Yukitoshi, 2013. "Estimation and inference of discontinuity in density," LSE Research Online Documents on Economics 85878, London School of Economics and Political Science, LSE Library.
- Burt S. Barnow & Matias D. Cattaneo & Rocío Titiunik & Gonzalo Vazquez‐Bare, 2017. "Comparing Inference Approaches for RD Designs: A Reexamination of the Effect of Head Start on Child Mortality," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 36(3), pages 643-681, June.
- Hahn, Jinyong & Todd, Petra & Van der Klaauw, Wilbert, 2001. "Identification and Estimation of Treatment Effects with a Regression-Discontinuity Design," Econometrica, Econometric Society, vol. 69(1), pages 201-209, January.
- Ivan A. Canay & Joseph P. Romano & Azeem M. Shaikh, 2017. "Randomization Tests Under an Approximate Symmetry Assumption," Econometrica, Econometric Society, vol. 85, pages 1013-1030, May.
- Brigham R. Frandsen, 2017. "Party Bias in Union Representation Elections: Testing for Manipulation in the Regression Discontinuity Design when the Running Variable is Discrete," Advances in Econometrics, in: Matias D. Cattaneo & Juan Carlos Escanciano (ed.), Regression Discontinuity Designs, volume 38, pages 281-315, Emerald Publishing Ltd.
- Gerard, Francois & Rokkanen, Miikka & Rothe, Christoph, 2016. "Bounds on Treatment Effects in Regression Discontinuity Designs under Manipulation of the Running Variable, with an Application to Unemployment Insurance in Brazil," CEPR Discussion Papers 11668, C.E.P.R. Discussion Papers.
- Gonzalo Vazquez-Bare & Matias Cattaneo & Rocio Titiunik, 2016. "rdlocrand: a Stata Package for Inference in Regression Discontinuity Designs under Local Randomizati," 2016 Stata Conference 25, Stata Users Group.
- Lee, David S., 2008. "Randomized experiments from non-random selection in U.S. House elections," Journal of Econometrics, Elsevier, vol. 142(2), pages 675-697, February.
- Matias D. Cattaneo & Roc ́ıo Titiunik & Gonzalo Vazquez-Bare, 2016. "Inference in regression discontinuity designs under local randomization," Stata Journal, StataCorp LP, vol. 16(2), pages 331-367, June.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Yoichi Arai & Yu‐Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2022.
"Testing identifying assumptions in fuzzy regression discontinuity designs,"
Quantitative Economics, Econometric Society, vol. 13(1), pages 1-28, January.
- Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2018. "Testing identifying assumptions in fuzzy regression discontinuity designs," CeMMAP working papers CWP50/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2021. "Testing identifying assumptions in fuzzy regression discontinuity designs," CeMMAP working papers CWP16/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2019. "Testing identifying assumptions in fuzzy regression discontinuity designs," CeMMAP working papers CWP10/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifie & Yuanyuan Wan, 2018. "Testing Identifying Assumptions In Fuzzy Regression Discontinuity Designs," Working Papers tecipa-623, University of Toronto, Department of Economics.
- Yingying DONG & Ying-Ying LEE & Michael GOU, 2019. "Regression Discontinuity Designs with a Continuous Treatment," Discussion papers 19058, Research Institute of Economy, Trade and Industry (RIETI).
- Matias D. Cattaneo & Rocio Titiunik & Gonzalo Vazquez-Bare, 2019.
"The Regression Discontinuity Design,"
Papers
1906.04242, arXiv.org, revised Jun 2020.
- Matias D. Cattaneo & Rocio Titiunik, 2021. "Regression Discontinuity Designs," Papers 2108.09400, arXiv.org, revised Feb 2022.
- Blaise Melly & Rafael Lalive, 2020. "Estimation, Inference, and Interpretation in the Regression Discontinuity Design," Diskussionsschriften dp2016, Universitaet Bern, Departement Volkswirtschaft.
- Marinho Bertanha & EunYi Chung, 2021. "Permutation Tests at Nonparametric Rates," Papers 2102.13638, arXiv.org, revised Apr 2022.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Blaise Melly & Rafael Lalive, 2020. "Estimation, Inference, and Interpretation in the Regression Discontinuity Design," Diskussionsschriften dp2016, Universitaet Bern, Departement Volkswirtschaft.
- Ivan A Canay & Vishal Kamat, 2018.
"Approximate Permutation Tests and Induced Order Statistics in the Regression Discontinuity Design,"
Review of Economic Studies, Oxford University Press, vol. 85(3), pages 1577-1608.
- Ivan A. Canay & Vishal Kamat, 2015. "Approximate permutation tests and induced order statistics in the regression discontinuity design," CeMMAP working papers CWP27/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Ivan A. Canay & Vishal Kamat, 2017. "Approximate permutation tests and induced order statistics in the regression discontinuity design," CeMMAP working papers CWP21/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Ivan A. Canay & Vishal Kamat, 2016. "Approximate permutation tests and induced order statistics in the regression discontinuity design," CeMMAP working papers CWP33/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Atı̇la Abdulkadı̇roğlu & Joshua D. Angrist & Yusuke Narita & Parag Pathak, 2022.
"Breaking Ties: Regression Discontinuity Design Meets Market Design,"
Econometrica, Econometric Society, vol. 90(1), pages 117-151, January.
- Atila Abdulkadiroglu & Joshua D. Angrist & Yusuke Narita & Parag A. Pathak, 2019. "Breaking Ties: Regression Discontinuity Design Meets Market Design," Cowles Foundation Discussion Papers 2170R Publication Status:, Cowles Foundation for Research in Economics, Yale University, revised Dec 2020.
- Abdulkadiroglu, Atila & Angrist, Joshua & Narita, Yusuke & Pathak, Parag A., 2019. "Breaking Ties: Regression Discontinuity Design Meets Market Design," IZA Discussion Papers 12205, Institute of Labor Economics (IZA).
- Atila Abdulkadiroglu & Joshua D. Angrist & Yusuke Narita & Parag A. Pathak, 2019. "Breaking Ties: Regression Discontinuity Design Meets Market Design," Cowles Foundation Discussion Papers 2170, Cowles Foundation for Research in Economics, Yale University.
- Atila Abdulkadiroglu & Joshua D. Angrist & Yusuke Narita & Parag Pathak, 2020. "Breaking Ties: Regression Discontinuity Design Meets Market Design," Papers 2101.01093, arXiv.org.
- Atila Abdulkadiroglu & Joshua Angrist & Yusuke Narita & Parag Pathak, 2019. "Breaking Ties: Regression Discontinuity Design Meets Market Design," Working Papers 2019-024, Human Capital and Economic Opportunity Working Group.
- Yoichi Arai & Yu‐Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2022.
"Testing identifying assumptions in fuzzy regression discontinuity designs,"
Quantitative Economics, Econometric Society, vol. 13(1), pages 1-28, January.
- Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2018. "Testing identifying assumptions in fuzzy regression discontinuity designs," CeMMAP working papers CWP50/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2019. "Testing identifying assumptions in fuzzy regression discontinuity designs," CeMMAP working papers CWP10/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2021. "Testing identifying assumptions in fuzzy regression discontinuity designs," CeMMAP working papers CWP16/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifie & Yuanyuan Wan, 2018. "Testing Identifying Assumptions In Fuzzy Regression Discontinuity Designs," Working Papers tecipa-623, University of Toronto, Department of Economics.
- Matias D. Cattaneo & Rocio Titiunik & Gonzalo Vazquez-Bare, 2019.
"The Regression Discontinuity Design,"
Papers
1906.04242, arXiv.org, revised Jun 2020.
- Matias D. Cattaneo & Rocio Titiunik, 2021. "Regression Discontinuity Designs," Papers 2108.09400, arXiv.org, revised Feb 2022.
- Ari Hyytinen & Jaakko Meriläinen & Tuukka Saarimaa & Otto Toivanen & Janne Tukiainen, 2018. "When does regression discontinuity design work? Evidence from random election outcomes," Quantitative Economics, Econometric Society, vol. 9(2), pages 1019-1051, July.
- Crespo Cristian, 2020. "Beyond Manipulation: Administrative Sorting in Regression Discontinuity Designs," Journal of Causal Inference, De Gruyter, vol. 8(1), pages 164-181, January.
- Bertanha, Marinho & Moreira, Marcelo J., 2020.
"Impossible inference in econometrics: Theory and applications,"
Journal of Econometrics, Elsevier, vol. 218(2), pages 247-270.
- Marinho Bertanha & Marcelo J. Moreira, 2016. "Impossible Inference in Econometrics: Theory and Applications," Papers 1612.02024, arXiv.org, revised Feb 2020.
- Marinho Bertanha & Marcelo Moreira, 2019. "Impossible inference in econometrics: theory and applications," CeMMAP working papers CWP02/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Bertanha, Marinho Angelo & Moreira, Marcelo J., 2017. "Impossible inference in econometrics: theory and applications to regression discontinuity, bunching, and exogeneity tests," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 787, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Crespo Cristian, 2020. "Beyond Manipulation: Administrative Sorting in Regression Discontinuity Designs," Journal of Causal Inference, De Gruyter, vol. 8(1), pages 164-181, January.
- Onda, Masayuki & Seyler, Edward, 2020. "English learners reclassification and academic achievement: Evidence from Minnesota," Economics of Education Review, Elsevier, vol. 79(C).
- Cappelletti, Giuseppe & Ponte Marques, Aurea & Varraso, Paolo & Budrys, Žymantas & Peeters, Jonas, 2019. "Impact of higher capital buffers on banks’ lending and risk-taking: evidence from the euro area experiments," Working Paper Series 2292, European Central Bank.
- Guido Imbens & Stefan Wager, 2019. "Optimized Regression Discontinuity Designs," The Review of Economics and Statistics, MIT Press, vol. 101(2), pages 264-278, May.
- Adam C. Sales & Ben B. Hansen, 2020. "Limitless Regression Discontinuity," Journal of Educational and Behavioral Statistics, , vol. 45(2), pages 143-174, April.
- Slotwinski, Michaela & Schmidheiny, Kurt, 2014.
"Behavioral Responses to Local Tax Rates: Quasi-Experimental Evidence from a Foreigners Tax Scheme in Switzerland,"
VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy
100292, Verein für Socialpolitik / German Economic Association.
- Kurt Schmidheiny & Michaela Slotwinski, 2015. "Behavioral Responses to Local Tax Rates: Quasi-Experimental Evidence from a Foreigners' Tax Scheme in Switzerland," CESifo Working Paper Series 5518, CESifo.
- Schmidheiny, Kurt & Slotwinski, Michaela, 2015. "Behavioral Responses to Local Tax Rates: Quasi-Experimental Evidence from a Foreigners' Tax Scheme in Switzerland," CEPR Discussion Papers 10833, C.E.P.R. Discussion Papers.
- Mauricio Villamizar-Villegas & Freddy A. Pinzón-Puerto & María Alejandra Ruiz-Sánchez, 2020.
"A Comprehensive History of Regression Discontinuity Designs: An Empirical Survey of the last 60 Years,"
Borradores de Economia
1112, Banco de la Republica de Colombia.
- Villamizar-Villegas, Mauricio & Pinzón-Puerto, Freddy A. & Ruiz-Sánchez, María Alejandra, 2020. "A Comprehensive History of Regression Discontinuity Designs: An Empirical Survey of the last 60 Years," Working papers 38, Red Investigadores de Economía.
- Sander Gerritsen & Dinand Webbink & Bas Weel, 2017. "Sorting Around the Discontinuity Threshold: The Case of a Neighbourhood Investment Programme," De Economist, Springer, vol. 165(1), pages 101-128, March.
- Nguyen, Thach Vu Hong & Ahmed, Shamim & Chevapatrakul, Thanaset & Onali, Enrico, 2020. "Do stress tests affect bank liquidity creation?," Journal of Corporate Finance, Elsevier, vol. 64(C).
- Christopher Erwin, 2019. "Low-performing student responses to state merit scholarships," Working Papers 2019-02, Auckland University of Technology, Department of Economics.
- Jun Ma & Zhengfei Yu, 2020. "Empirical Likelihood Covariate Adjustment for Regression Discontinuity Designs," Papers 2008.09263, arXiv.org, revised May 2022.
- Belloc, Filippo & Burdin, Gabriel & Landini, Fabio, 2022. "Robots, Digitalization, and Worker Voice," GLO Discussion Paper Series 1038, Global Labor Organization (GLO).
More about this item
Keywords
Regression discontinuity design; g-ordered statistics; sign tests; continuity; density;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2018-07-23 (Econometrics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ifs:cemmap:20/18. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: . General contact details of provider: https://edirc.repec.org/data/cmifsuk.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Emma Hyman (email available below). General contact details of provider: https://edirc.repec.org/data/cmifsuk.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.