A regression discontinuity design for ordinal running variables: evaluating central bank purchases of corporate bonds

DOI10.1214/20-AOAS1396zbMath1475.62250arXiv1904.01101OpenAlexW3137090834MaRDI QIDQ2233171

Andrea Mercatanti, Andrea Silvestrini, Taneli Mäkinen, Fan Li

Publication date: 14 October 2021

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.01101

zbMATH Keywords

M-estimationweightingregression discontinuity designordered probitasset purchase programsaugmented estimatorslocal unconfoundedness

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Response surface designs (62K20)

Related Items (1)

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