A Martingale Representation for Matching Estimators

Matching estimators are widely used in statistical data analysis. However, the distribution of matching estimators has 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 matching estimators. As an illustration of the applicability of the theory, we derive the asymptotic distribution of a matching estimator when matching is carried out without replacement, a result previously unavailable in the literature

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Year of publication:	[2009]
Authors:	Abadie, Alberto
Other Persons:	Imbens, Guido W. (contributor)
Publisher:	[2009]: [S.l.] : SSRN
Subject:	Schätztheorie \| Estimation theory \| Matching \| Statistische Methode \| Statistical method \| Martingal \| Martingale

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Extent:	1 Online-Ressource (14 p)
Series:	IZA Discussion Paper ; No. 4073
Type of publication:	Book / Working Paper
Language:	English
Other identifiers:	10.2139/ssrn.1369819 [DOI]
Classification:	C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; C21 - Cross-Sectional Models; Spatial Models
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012764230