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A martingale representation for matching estimators
Abadie, Alberto; Imbens, Guido W. - 2009
Matching estimators are widely used in statistical data analysis. However, the distribution of matching estimators has … 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 …
Persistent link: https://www.econbiz.de/10010269062
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A Martingale Representation for Matching Estimators
Abadie, Alberto; Imbens, Guido W. - Institute for the Study of Labor (IZA) - 2009
Matching estimators are widely used in statistical data analysis. However, the distribution of matching estimators has … 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 …
Persistent link: https://www.econbiz.de/10005566424
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Nonparametric tests for treatment effect heterogeneity
Crump, Richard K.; Hotz, V. Joseph; Imbens, Guido W.; … - 2006
A large part of the recent literature on program evaluation has focused on estimation of the average effect of the …
Persistent link: https://www.econbiz.de/10010267658
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Synthetic Difference-in-Differences Estimation
Clarke, Damian; Pailañir, Daniel; Athey, Susan; … - 2023
In this paper, we describe a computational implementation of the Synthetic difference-in-differences (SDID) estimator of Arkhangelsky et al. (2021) for Stata. Synthetic difference-in-differences can be used in a wide class of circumstances where treatment effects on some particular policy or...
Persistent link: https://www.econbiz.de/10014296651
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Matching Methods in Practice: Three Examples
Imbens, Guido W. - 2014
selection-on-observables type assumptions using matching or propensity score methods. Much of this literature is highly …
Persistent link: https://www.econbiz.de/10010352224
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Recent developments in the econometrics of program evaluation
Imbens, Guido W.; Wooldridge, Jeffrey M. - 2008
Many empirical questions in economics and other social sciences depend on causal effects of programs or policies. In the last two decades much research has been done on the econometric and statistical analysis of the effects of such programs or treatments. This recent theoretical literature has...
Persistent link: https://www.econbiz.de/10010268788
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Optimal bandwidth choice for the regression discontinuity estimator
Imbens, Guido W.; Kalyanaraman, Karthik - 2009
We investigate the problem of optimal choice of the smoothing parameter (bandwidth) for the regression discontinuity estimator. We focus on estimation by local linear regression, which was shown to be rate optimal (Porter, 2003). Investigation of an expected-squared-error-loss criterion reveals...
Persistent link: https://www.econbiz.de/10010274346
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Matching Methods in Practice: Three Examples
Imbens, Guido W. - Institute for the Study of Labor (IZA) - 2014
selection-on-observables type assumptions using matching or propensity score methods. Much of this literature is highly …
Persistent link: https://www.econbiz.de/10010884265
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Nonparametric Tests for Treatment Effect Heterogeneity
Crump, Richard K.; Hotz, V. Joseph; Imbens, Guido W.; … - Institute for the Study of Labor (IZA) - 2006
A large part of the recent literature on program evaluation has focused on estimation of the average effect of the …
Persistent link: https://www.econbiz.de/10005761749
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Optimal Bandwidth Choice for the Regression Discontinuity Estimator
Imbens, Guido W.; Kalyanaraman, Karthik - Institute for the Study of Labor (IZA) - 2009
We investigate the problem of optimal choice of the smoothing parameter (bandwidth) for the regression discontinuity estimator. We focus on estimation by local linear regression, which was shown to be rate optimal (Porter, 2003). Investigation of an expected-squared-error-loss criterion reveals...
Persistent link: https://www.econbiz.de/10005761925