A new estimator of a jump discontinuity in regression

DOI10.1016/j.econlet.2022.110711zbMath1496.62073OpenAlexW4285499399MaRDI QIDQ2083535

Sihong Xie, Carlos Martins-Filho, Feng Yao

Publication date: 11 October 2022

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2022.110711

zbMATH Keywords

boundary biasestimation of jump discontinuitiesHestenes' extensionregression discontinuity designs

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

Uses Software

• KernSmooth

Cites Work

• Regression discontinuity designs: a guide to practice
• Smoothing techniques for curve estimation. Proceedings of a workshop held in Heidelberg, April 2-4, 1979
• On automatic boundary corrections
• Unified estimation of densities on bounded and unbounded domains
• Extension of the range of a differentiable function
• Incorporating support constraints into nonparametric estimators of densities
• Design-adaptive Nonparametric Regression
• Optimal Bandwidth Choice for the Regression Discontinuity Estimator
• Regression Discontinuity Designs
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