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.

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Year of publication:	2015
Authors:	Arai, Yoichi ; Ichimura, Hidehiko
Publisher:	London : Centre for Microdata Methods and Practice (cemmap)
Subject:	Bandwidth selection \| fuzzy regression discontinuity design \| local linear regression

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Series:	cemmap working paper ; CWP49/15
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	10.1920/wp.cem.2015.4915 [DOI] 834285126 [GVK] hdl:10419/130063 [Handle] RePEc:ifs:cemmap:49/15 [RePEc]
Classification:	C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods
Source:	EconStor

Persistent link: https://www.econbiz.de/10011445759