Martins-Filho, Carlos; Xie, Sihong; Yao, Feng - 2022
We propose a new class of estimators for a jump discontinuity on nonparametric regression. While there is a vast literature in econometrics that addresses this issue (e.g., Hahn et al., 2001, Porter, 2003, Imbens and Lemieux, 2008, Cattaneo and Escanciano, 2017), the main approach in these...