Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator

Yoichi Arai and Hidehiko Ichimura

No 15-13, GRIPS Discussion Papers from National Graduate Institute for Policy 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.

Pages: 13 pages
Date: 2015-09
New Economics Papers: this item is included in nep-ecm
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Citations: View citations in EconPapers (1)

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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:ngi:dpaper:15-13

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