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What is the value of knowing the propensity score for estimating average treatment effects?
Froelich, Markus - School of Economics and Political Science, Universität … - 2002
Propensity score matching is widely used in treatment evaluation to estimate average treatment effects. Nevertheless …
Persistent link: https://www.econbiz.de/10005797660
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Nonparametric IV estimation of local average treatment effects with covariates
Froelich, Markus - School of Economics and Political Science, Universität … - 2002
In this paper nonparametric instrumental variable estimation of local average treatment effects (LATE) is extended to incorporate confounding covariates. Estimation of local average treatment effects is appealing since their identification relies on much weaker assumptions than the...
Persistent link: https://www.econbiz.de/10005453938
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A generalization of the balancing property of the propensity score
Froelich, Markus - School of Economics and Political Science, Universität … - 2002
Propensity score matching is a nonparametric technique frequently used for estimating average treatment effects. Yet … its applicability is not confined to treatment evaluation. In this paper the propensity score property is generalized to … the setting of selection on unobservables. It is shown that propensity score matching can be used to decompose effects due …
Persistent link: https://www.econbiz.de/10005453940
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Programme Evaluation with Multiple Treatments
Froelich, Markus - School of Economics and Political Science, Universität … - 2002
This paper reviews the main identification and estimation strategies for microeconometric policy evaluation. Particular … nonparametric matching and weighting estimators of the average treatment effects and their properties are examined. …
Persistent link: https://www.econbiz.de/10005696723
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Regression discontinuity design with covariates
Frölich, Markus - School of Economics and Political Science, Universität … - 2007
In this paper, the regression discontinuity design (RDD) is generalized to account for differences in observed covariates X in a fully nonparametric way. It is shown that the treatment effect can be estimated at the rate for one-dimensional nonparametric regression irrespective of the dimension...
Persistent link: https://www.econbiz.de/10005200689
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A Note on the Relation of Weighting and Matching Estimators
Lechner, Michael - School of Economics and Political Science, Universität … - 2007
This paper compares the inverse-probability-of-selection-weighting estimation principle with the matching principle and … derives conditions for weighting and matching to identify the same and the true distribution, respectively. This comparison …
Persistent link: https://www.econbiz.de/10005200691
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Semiparametric estimation of duration models when the parameters are subject to inequality constraints and the error distribution is unknown
Ranasinghe, Kulan; Silvapulle, Mervyn J. - Department of Econometrics and Business Statistics, … - 2008
The parameters in duration models are usually estimated by a Quasi Maximum Likelihood Estimator [QMLE]. This estimator is efficient if the errors are iid and exponentially distributed. Otherwise, it may not be the most efficient. Motivated by this, a class of estimators has been introduced by...
Persistent link: https://www.econbiz.de/10005149120
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Semiparametric estimation of duration models when the parameters are subject to inequality constraints and the error distribution is unknown
Ranasinghe, Kulan; Silvapulle, Mervyn J. - Department of Econometrics and Business Statistics, … - 2008
This paper proposes a semiparametric method for estimating duration models when there are inequality constraints on some parameters and the error distribution may be unknown. Thus, the setting considered here is particularly suitable for practical applications. The parameters in duration models...
Persistent link: https://www.econbiz.de/10005581147
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Semiparametric Localized Bandwidth Selection in Kernel Density Estimation
Cheng, Tingting; Gao, Jiti; Zhang, Xibin - Department of Econometrics and Business Statistics, … - 2014
Since conventional cross-validation bandwidth selection methods do not work for the case where the data considered are serially dependent, alternative bandwidth selection methods are needed. In recent years, Bayesian based global bandwidth selection methods have been proposed. Our experience...
Persistent link: https://www.econbiz.de/10010958940
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Semiparametric Single-Index Panel Data Models with Cross-Sectional Dependence
Peng, Bin; Dong, Chaohua; Gao, Jiti - Department of Econometrics and Business Statistics, … - 2014
In this paper, we consider a semiparametric single index panel data mode with cross-sectional dependence, high-dimensionality and stationarity. Meanwhile, we allow fixed effects to be correlated with the regressors to capture unobservable heterogeneity. Under a general spatial error dependence...
Persistent link: https://www.econbiz.de/10010958943