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exogenous or to improve precision. Unlike previous approaches, our doubly robust (DR) estimation procedures use quasi …
Persistent link: https://www.econbiz.de/10014241967
semiparametric estimation and inference are traditionally believed to be unreliable. We also illustrate the practical relevance of …
Persistent link: https://www.econbiz.de/10013076810
In regression discontinuity design (RD), for a given bandwidth, researchers can estimate standard errors based on different variance formulas obtained under different asymptotic frameworks. In the traditional approach the bandwidth shrinks to zero as sample size increases; alternatively, the...
Persistent link: https://www.econbiz.de/10012917093
This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao … trivial due to the incidental parameters problem that arises, and its implications for estimation and inference. We approach …
Persistent link: https://www.econbiz.de/10013105008
arbitrary way. Similar to Wooldridge (2007), we then discuss estimation of the conditional mean using quasi-log likelihoods (QLL …
Persistent link: https://www.econbiz.de/10013055561
Estimators of average treatment effects under unconfounded treatment assignment are known to become rather imprecise if there is limited overlap in the covariate distributions between the treatment groups. But such limited overlap can also have a detrimental effect on inference, and lead for...
Persistent link: https://www.econbiz.de/10013029637
This paper develops a novel wild bootstrap procedure to construct robust bias-corrected (RBC) valid confidence intervals (CIs) for fuzzy regression discontinuity designs, providing an intuitive complement to existing RBC methods. The CIs generated by this procedure are valid under conditions...
Persistent link: https://www.econbiz.de/10012858486
estimation of the popular linear fixed effects panel data model, and to supply Stata code for it. In an application from the …
Persistent link: https://www.econbiz.de/10013143679
An important issue in the analysis of cross-sectional dependence which has received renewed interest in the past few years is the need for a better understanding of the extent and nature of such cross dependencies. In this paper we focus on measures of cross-sectional dependence and how such...
Persistent link: https://www.econbiz.de/10013110862
been derived only for particular cases (Abadie and Imbens, 2006). This article establishes a martingale representation for … matching estimators. This representation allows the use of martingale limit theorems to derive the asymptotic distribution of …
Persistent link: https://www.econbiz.de/10012764230