Showing 1 - 10 of 4,695
Persistent link: https://www.econbiz.de/10011939753
Persistent link: https://www.econbiz.de/10011960883
Persistent link: https://www.econbiz.de/10012256303
cryptocurrency series, it appears to have increased the correlations between the returns on cryptocurrencies and those on the S&P500 …
Persistent link: https://www.econbiz.de/10013161685
I introduce a procedure to nonparametrically estimate local quantile treatment effects in a regression discontinuity (RD) design with a binary treatment. Analogously to Hahn, Todd, and van der Klaauw's (2001) estimator for average treatment effects using local linear regression, the estimator...
Persistent link: https://www.econbiz.de/10014215885
We consider the regression discontinuity (RD) design with the duration outcome which has discrete support. The parameters of policy interest are treatment effects on unconditional (duration effect) and conditional (hazard effect) exiting probabilities for each discrete level. We find that a...
Persistent link: https://www.econbiz.de/10012953541
Partial mean with generated regressors arises in several econometric problems, such as the distribution of potential outcomes with continuous treatments and the quantile structural function in a nonseparable triangular model. This paper proposes a nonparametric estimator for the partial mean...
Persistent link: https://www.econbiz.de/10012911116
Numerous empirical studies employ regression discontinuity designs with multiple cutoffs and heterogeneous treatments. A common practice is to normalize all the cutoffs to zero and estimate one effect. This procedure identifies the average treatment effect (ATE) on the observed distribution of...
Persistent link: https://www.econbiz.de/10012903703
Persistent link: https://www.econbiz.de/10014430086
Persistent link: https://www.econbiz.de/10014432196