Showing 1 - 10 of 1,689
Since the late 90s, Regression Discontinuity (RD) designs have been widely used to estimate Local Average Treatment …
Persistent link: https://www.econbiz.de/10012955015
In this article we overview nonparametric (spline and kernel) regression methods and illustrate how they may be used in …
Persistent link: https://www.econbiz.de/10012907832
This paper offers some new directions in the analysis of nonparamertric models with exogenous treatment assignment. The nonparametric approach opens the door to the examination of potentially different distributed outcomes. When combined with cross-validation, it also identifies potentially...
Persistent link: https://www.econbiz.de/10013099687
This paper proposes new ℓ1-penalized quantile regression estimators for panel data, which explicitly allows for …
Persistent link: https://www.econbiz.de/10013061929
Economic conditions such as convexity, homogeneity, homotheticity, and monotonicity are all important assumptions or … constraints in nonparametric regression. We survey the available methods in the literature, discuss the challenges that present … reader and simulated and empirical evidence on the distinction between constrained and unconstrained nonparametric regression …
Persistent link: https://www.econbiz.de/10012764071
We consider identification and estimation of nonseparable sample selection models with censored selection rules. We employ a control function approach and discuss different objects of interest based on (1) local effects conditional on the control function, and (2) global effects obtained from...
Persistent link: https://www.econbiz.de/10012928503
We consider the estimation of a semiparametric location-scale model subject to endogenous selection, in the absence of an instrument or a large support regressor. Identification relies on the independence between the covariates and selection, for arbitrarily large values of the outcome. In this...
Persistent link: https://www.econbiz.de/10013051807
This paper shows nonparametric identification of quantile treatment effects (QTE) in the regression discontinuity …-dimensional nonparametric regression. We apply the proposed estimators to estimate the effects of summer school on the distribution of school …
Persistent link: https://www.econbiz.de/10013069679
In this paper we consider nonparametric estimation of a structural equation model under full additivity constraint. We propose estimators for both the conditional mean and gradient which are consistent, asymptotically normal, oracle efficient and free from the curse of dimensionality. Monte...
Persistent link: https://www.econbiz.de/10013054589
This note argues that nonparametric regression not only relaxes functional form assumptions vis-a-vis parametric … regression, but that it also permits endogenous control variables. To control for selection bias or to make an exclusion … restriction in instrumental variables regression valid, additional control variables are often added to a regression. If any of …
Persistent link: https://www.econbiz.de/10013317591