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New evidence on the finite sample properties of propensity score matching and reweighting estimators
Busso, Matias; DiNardo, John E.; McCrary, Justin - 2009
Currently available asymptotic results in the literature suggest that matching estimators have higher variance than reweighting estimators. The extant literature comparing the finite sample properties of matching to specific reweighting estimators, however, has concluded that reweighting...
Persistent link: https://www.econbiz.de/10003809052
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New evidence on the finite sample properties of propensity score reweighting and matching estimators
Busso, Matias; DiNardo, John E.; McCrary, Justin - In: The review of economics and statistics 96 (2014) 5, pp. 885-897
Persistent link: https://www.econbiz.de/10010470554
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Estimating time series models for count data using efficient importance sampling
Jung, Robert; Liesenfeld, Roman - In: Allgemeines statistisches Archiv : AStA ; journal of … 85 (2001) 4, pp. 387-407
Persistent link: https://www.econbiz.de/10001627138
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Two-step series estimation of sample selection models
Newey, Whitney K. - 1999
Persistent link: https://www.econbiz.de/10001443015
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Two-step estimation, optimal moment conditions, and sample selection models
Newey, Whitney K.; Powell, James - 1998 - Rev
Persistent link: https://www.econbiz.de/10001447705
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Estimating time series models for count data using efficient importance sampling
Jung, Robert - 2000
Persistent link: https://www.econbiz.de/10013268717
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Efficiency bounds for missing data models with semiparametric restrictions
Graham, Bryan S. - In: Econometrica : journal of the Econometric Society, an … 79 (2011) 2, pp. 437-452
Persistent link: https://www.econbiz.de/10009124292
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Efficient estimation of average treatment effects under treatment-based sampling
Song, Kyungchul - 2009
Persistent link: https://www.econbiz.de/10003854225
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Computationally efficient nonparametric importance sampling
Neddermeyer, Jan C. - In: Journal of the American Statistical Association : JASA 104 (2009) 486, pp. 788-802
Persistent link: https://www.econbiz.de/10003885695
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Jump-robust volatility estimation using nearest neighbor truncation
Andersen, Torben; Dobrev, Dobrislav; Schaumburg, Ernst - 2009
estimators allow for the development of an asymptotic limit theory in the presence of jumps. Finally, they retain the local …
Persistent link: https://www.econbiz.de/10003898519