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Regression Discontinuity Design with Continuous Measurement Error in the Running Variable
Davezies, Laurent - 2017
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
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Proxy Variables and Nonparametric Identification of Causal Effects
de Luna, Xavier - 2016
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
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Causal Effects of Monetary Shocks : Semiparametric Conditional Independence Tests with a Multinomial Propensity Score
Angrist, Joshua D.; Kuersteiner, Guido M. - 2021
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
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The Finite Sample Performance of Semi- and Nonparametric Estimators for Treatment Effects and Policy Evaluation
Frölich, Markus - 2015
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
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Policy Evaluation Using Causal Inference Methods
Fougère, Denis - 2020
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
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Inference on Causal Effects in a Generalized Regression Kink Design
Card, David - 2015
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
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Sensitivity of Matching-Based Program Evaluations to the Availability of Control Variables
Lechner, Michael - 2011
the question whether the omission of important control variables in matching estimation leads to biased impact estimates …
Persistent link: https://www.econbiz.de/10013128839
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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/10013056251
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The Finite Sample Performance of Inference Methods for Propensity Score Matching and Weighting Estimators
Bodory, Hugo - 2016
-based matching and weighting estimators frequently applied to evaluate the average treatment effect on the treated. We analyse both … ones in terms of size and power for both matching and weighting estimators. Furthermore, the results are qualitatively …
Persistent link: https://www.econbiz.de/10012999030
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Aggregate Earnings and Macroeconomic Shocks : The Role of Labour Market Policies and Institutions
Bassanini, Andrea - 2012
I examine the effect of labour market policies and institutions on the transmission of macroeconomic shocks to the labour market, using both aggregate and industry-level annual data for 23 OECD countries, 23 business-sector industries and up to 29 years. I find that high and progressive labour...
Persistent link: https://www.econbiz.de/10013099104