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Persistent link: https://www.econbiz.de/10011610579
We propose inverse probability weighted estimators for the distribution functions of the potential outcomes under the unconfoundedness assumption and apply the inverse mapping to obtain the quantile functions. We show that these estimators converge weakly to zero mean Gaussian processes. A...
Persistent link: https://www.econbiz.de/10010730121
We propose inverse probability weighted estimators for the local average treatment effect (LATE) and the local average treatment effect for the treated (LATT) under instrumental variable assumptions with covariates. We show that these estimators are asymptotically normal and efficient. When the...
Persistent link: https://www.econbiz.de/10010953515
We consider a new inverse probability weighted estimator for the local average treatment effect parameter where the instrument propensity score is estimated by local polynomial regression. We derive its asymptotics and provide a higher order expansion of its asymptotic MSE.
Persistent link: https://www.econbiz.de/10010939468
We extend Hansen’s (2005) test to testing hypotheses involving general inequality constraints where the variance–covariance matrix of the functions in the constraints depends on the unknown parameters. The test can be applied to a wider class of problems than Wolak’s (1991).
Persistent link: https://www.econbiz.de/10010576462
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This article proposes consistent nonparametric methods for testing the null hypothesis of Lorenz dominance. The methods are based on a class of statistical functionals defined over the difference between the Lorenz curves for two samples of welfare-related variables. We present two specific test...
Persistent link: https://www.econbiz.de/10010825871
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Persistent link: https://www.econbiz.de/10011719929
We propose new over-identifying restriction (OIR) tests that are robust to heteroskedasticity and serial correlations of unknown form. The proposed tests do not require consistent estimation of the asymptotic covariance matrix and hence avoid choosing the bandwidth in nonparametric kernel...
Persistent link: https://www.econbiz.de/10010785290