This note discusses some issues related to bandwidth selection based on moment expansions of the mean squared error (MSE) of the regression quantile estimator. We use higher order expansions to provide a way to distinguish among asymptotically equivalent nonparametric estimators. We derive...

This paper presents a measurement of the technical efficiency of textile industries with 4-digit codes in China by using the cross-section data from 2002 and 2007 and a fully nonparametric stochastic frontier estimation approach. The technical efficiency of these textile industries is compared...

Consider an observed binary regressor D and an unobserved binary variable D*, both of which affect some other variable Y . This paper considers nonparametric identification and estimation of the effect of D on Y , conditioning on D* = 0. For example, suppose Y is a person¡¯s wage, the...

Center for China Study, Tsinghua University, Beijing 100084, China; Department of Economics, Geborg University, Sweden

In this paper, we propose a locally linear estimation of a regression discontinuity model. The proposed estimator is applicable to evaluation of the effectiveness of the program treatment, and it improves upon the existing literature by providing not just the treatment effect at discontinuity...