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matching estimators. This representation allows the use of martingale limit theorems to derive the asymptotic distribution of …Matching estimators are widely used in statistical data analysis. However, the distribution of matching estimators has … been derived only for particular cases (Abadie and Imbens, 2006). This article establishes a martingale representation for …
Persistent link: https://www.econbiz.de/10003826104
matching estimators. This representation allows the use of martingale limit theorems to derive the asymptotic distribution of …Matching estimators are widely used in statistical data analysis. However, the distribution of matching estimators has … been derived only for particular cases (Abadie and Imbens, 2006). This article establishes a martingale representation for …
Persistent link: https://www.econbiz.de/10012764230
article establishes a martingale representation for matching estimators. This representation allows the use of martingale …Matching estimators (Rubin, 1973a, 1977; Rosenbaum, 2002) are widely used in statistical data analysis. However, the … large sample distribution of matching estimators has been derived only for particular cases (Abadie and Imbens, 2006). This …
Persistent link: https://www.econbiz.de/10012463891
Persistent link: https://www.econbiz.de/10013347728
size. The strong approximation is first proved for heterogeneous martingale difference arrays and then extended to general … mixingales via martingale approximation, readily accommodating a majority of applications in applied econometrics. We use these …–Pissarides search and matching model for equilibrium unemployment, and shed new light on the unemployment volatility puzzle from an …
Persistent link: https://www.econbiz.de/10012117544
We complete the investigation on the asymptotic behavior of the drift burst test statistic devised in Christensen, Oomen and Ren\`o (2020). They analysed it for an Ito semimartingale containing a Brownian component and finite variation jumps. We also account for infinite variation jumps.We show...
Persistent link: https://www.econbiz.de/10013309476
matching, inverse probability weighting and doubly robust estimators change under the case of correlated covariates …
Persistent link: https://www.econbiz.de/10010479992
Persistent link: https://www.econbiz.de/10011717677
of selection) in matching, instrumental variable and control functions methods. (2) It contrasts the roles of exclusion … restrictions in matching and selection models. (3) It characterizes the sensivity of matching to the choice of conditioning …. (4) It demonstrates the problem of choosing the conditioning variables in matching and the failure of conventional model …
Persistent link: https://www.econbiz.de/10011572173
Persistent link: https://www.econbiz.de/10012178999