Showing 1 - 10 of 117
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,...
Persistent link: https://www.econbiz.de/10014057933
This paper reviews the main identification and estimation strategies for microeconomic policy evaluation. Particular emphasis is laid on evaluating policies consisting of multiple programmes, which is of high relevance in practice. For example, active labour market policies may consist of...
Persistent link: https://www.econbiz.de/10011412411
This paper proposes a fully nonparametric kernel method to account for observed covariates in regression discontinuity designs (RDD), which may increase precision of treatment effect estimation. It is shown that conditioning on covariates reduces the asymptotic variance and allows estimating the...
Persistent link: https://www.econbiz.de/10011760113
This paper proposes a nonparametric method for evaluating treatment effects in the presence of both treatment endogeneity and attrition/non-response bias, using two instrumental variables. Making use of a discrete instrument for the treatment and a continuous instrument for...
Persistent link: https://www.econbiz.de/10011348296
In this paper, the regression discontinuity design (RDD) is generalized to account for differences in observed covariates X in a fully nonparametric way. It is shown that the treatment effect can be estimated at the rate for one-dimensional nonparametric regression irrespective of the dimension...
Persistent link: https://www.econbiz.de/10012776099
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,...
Persistent link: https://www.econbiz.de/10013317591
This paper reviews the main identification and estimation strategies for microeconomic policy evaluation. Particular emphasis is laid on evaluating policies consisting of multiple programmes, which is of high relevance in practice. For example, active labour market policies may consist of...
Persistent link: https://www.econbiz.de/10013320461
Persistent link: https://www.econbiz.de/10013268817
In this paper, the regression discontinuity design (RDD) is generalized to account for differences in observed covariates X in a fully nonparametric way. It is shown that the treatment effect can be estimated at the rate for one-dimensional nonparametric regression irrespective of the dimension...
Persistent link: https://www.econbiz.de/10010318461
This paper reviews the main identification and estimation strategies for microeconomic policy evaluation. Particular emphasis is laid on evaluating policies consisting of multiple programmes, which is of high relevance in practice. For example, active labour market policies may consist of...
Persistent link: https://www.econbiz.de/10010262703