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Persistent link: https://www.econbiz.de/10011524403
Since the late 90s, Regression Discontinuity (RD) designs have been widely used to estimate Local Average Treatment Effects (LATE). When the running variable is observed with continuous measurement error, identification fails. Assuming non-differential measurement error, we propose a consistent...
Persistent link: https://www.econbiz.de/10012955015
Proxy variables are often used in linear regression models with the aim of removing potential confounding bias. In this paper we formalise proxy variables within the potential outcome framework, giving conditions under which it can be shown that causal effects are nonparametrically identified....
Persistent link: https://www.econbiz.de/10012986751
Persistent link: https://www.econbiz.de/10011619287
Macroeconomists have long been concerned with the causal effects of monetary policy. When the identification of causal effects is based on a selection-on-observables assumption, non-causality amounts to the conditional independence of outcomes and policy changes. This paper develops a...
Persistent link: https://www.econbiz.de/10013325071
propensity scores, nonparametric regression, and direct covariate matching. In addition to (pair, radius, and kernel) matching … such as genetic matching, entropy balancing, and empirical likelihood estimation.We vary a range of features (sample size …. Nonparametric regression, nonparametric doubly robust estimation, nonparametric IPW, and one-to-many covariate matching perform best …
Persistent link: https://www.econbiz.de/10013029647
This chapter describes the main impact evaluation methods, both experimental and quasi-experimental, and the statistical model underlying them. Some of the most important methodological advances to have recently been put forward in this field of research are presented. We focus not only on the...
Persistent link: https://www.econbiz.de/10012843149
We consider nonparametric identification and estimation in a nonseparable model where a continuous regressor of interest is a known, deterministic, but kinked function of an observed assignment variable. This design arises in many institutional settings where a policy variable (such as weekly...
Persistent link: https://www.econbiz.de/10013029646
the question whether the omission of important control variables in matching estimation leads to biased impact estimates …
Persistent link: https://www.econbiz.de/10008989383
the question whether the omission of important control variables in matching estimation leads to biased impact estimates …
Persistent link: https://www.econbiz.de/10013128839