Adaptive Estimation of the Regression Discontinuity Model
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Cited by:
- 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 Working Papers 13039, National Bureau of Economic Research, Inc.
- Guido Imbens & Thomas Lemieux, 2007. "Regression Discontinuity Designs: A Guide to Practice," NBER Technical Working Papers 0337, National Bureau of Economic Research, Inc.
- Ping Yu & Qin Liao & Peter C.B. Phillips, 2019. "Inference and Specification Testing in Threshold Regression with Endogeneity," Cowles Foundation Discussion Papers 2209, Cowles Foundation for Research in Economics, Yale University.
- Jaeger, Simon C & Ganong, Peter Nathan, 2014. "A Permutation Test and Estimation Alternatives for the Regression Kink Design," Scholarly Articles 34222894, Harvard University Department of Economics.
- Wilbert Van Der Klaauw, 2008. "Regression–Discontinuity Analysis: A Survey of Recent Developments in Economics," LABOUR, CEIS, vol. 22(2), pages 219-245, June.
- Tuvaandorj, Purevdorj, 2020. "Regression discontinuity designs, white noise models, and minimax," Journal of Econometrics, Elsevier, vol. 218(2), pages 587-608.
- Agyei-Holmes,Andrew & Buehren,Niklas & Goldstein,Markus P. & Osei,Robert Darko & Osei-Akoto,Isaac & Udry,Christopher Robert, 2020. "The Effects of Land Title Registration on Tenure Security, Investment and the Allocation of Productive Resources : Evidence from Ghana," Policy Research Working Paper Series 9376, The World Bank.
- Torres, Santiago, 2023. "The Oracle Local Polynomial Estimator," Documentos CEDE 20937, Universidad de los Andes, Facultad de Economía, CEDE.
- Yu, Ping & Phillips, Peter C.B., 2018.
"Threshold regression with endogeneity,"
Journal of Econometrics, Elsevier, vol. 203(1), pages 50-68.
- Ping Yu & Peter C.B. Phillips, 2014. "Threshold Regression with Endogeneity," Cowles Foundation Discussion Papers 1966, Cowles Foundation for Research in Economics, Yale University.
- Xie, Haitian, 2024. "Nonlinear and nonseparable structural functions in regression discontinuity designs with a continuous treatment," Journal of Econometrics, Elsevier, vol. 242(1).
- Porter, Jack & Yu, Ping, 2015. "Regression discontinuity designs with unknown discontinuity points: Testing and estimation," Journal of Econometrics, Elsevier, vol. 189(1), pages 132-147.
- Bertanha, Marinho, 2020.
"Regression discontinuity design with many thresholds,"
Journal of Econometrics, Elsevier, vol. 218(1), pages 216-241.
- BERTANHA, Marinho, 2016. "Regression Discontinuity Design with Many Thresholds," LIDAM Discussion Papers CORE 2016026, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Marinho Bertanha, 2021. "Regression Discontinuity Design with Many Thresholds," Papers 2101.01245, arXiv.org.
- Ganong, Peter & Jäger, Simon, 2014. "A Permutation Test and Estimation Alternatives for the Regression Kink Design," IZA Discussion Papers 8282, Institute of Labor Economics (IZA).
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More about this item
Keywords
Adaptive estimator; local cross validation; local polynomial; minimax rate; optimal bandwidth; optimal smoothness parameter;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2005-06-14 (Econometrics)
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