Optimal bandwidth selection for the fuzzy regression discontinuity estimator

Yoichi Arai and Hidehiko Ichimura

No 49/15, CeMMAP working papers from Institute for Fiscal Studies

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.

Date: 2015-09-01
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https://www.cemmap.ac.uk/wp-content/uploads/2020/08/CWP4915.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:azt:cemmap:49/15

DOI: 10.1920/wp.cem.2015.4915

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