Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator

Yoichi Arai and Hidehiko Ichimura

No CIRJE-F-990, CIRJE F-Series from CIRJE, Faculty of Economics, University of Tokyo

Abstract: A new bandwidth selection method for the fuzzy regression discontinuity estimator is proposed. The method chooses two bandwidths simultaneously, one for each side of the cut-off point by using a criterion based on the estimated asymptotic mean square error taking into account a second-order bias term. A simulation study demonstrates the usefulness of the proposed method.

Pages: 14 pages
Date: 2015-09
New Economics Papers: this item is included in nep-ecm
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Citations: View citations in EconPapers (6)

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http://www.cirje.e.u-tokyo.ac.jp/research/dp/2015/2015cf990.pdf (application/pdf)

Related works:
Journal Article: Optimal bandwidth selection for the fuzzy regression discontinuity estimator (2016)
Working Paper: Optimal bandwidth selection for the fuzzy regression discontinuity estimator (2015)
Working Paper: Optimal bandwidth selection for the fuzzy regression discontinuity estimator (2015)
Working Paper: Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator (2015)
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Persistent link: https://EconPapers.repec.org/RePEc:tky:fseres:2015cf990

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