Empirical likelihood for regression discontinuity design

DOI10.1016/j.jeconom.2014.04.023zbMath1331.62201OpenAlexW3020883184MaRDI QIDQ2346018

Taisuke Otsu, Yukitoshi Matsushita, Ke-Li Xu

Publication date: 29 May 2015

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://eprints.lse.ac.uk/58513/

zbMATH Keywords

empirical likelihoodBartlett correctiontreatment effectnonparametric methodsregression discontinuity design

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (9)

A semi-nonparametric estimator of regression discontinuity design with discrete duration outcomes ⋮ Regression discontinuity with errors in the running variable: effect on truthful margin ⋮ Regression discontinuity with categorical outcomes ⋮ Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data ⋮ Regression discontinuity: review with extensions ⋮ Inference of local regression in the presence of nuisance parameters ⋮ Regression discontinuity designs, white noise models, and minimax ⋮ ON NONPARAMETRIC INFERENCE IN THE REGRESSION DISCONTINUITY DESIGN ⋮ Robust uniform inference for quantile treatment effects in regression discontinuity designs

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Regression discontinuity designs: a guide to practice
• Linear estimation for approximately linear models
• On the validity of the formal Edgeworth expansion
• Generalized likelihood ratio statistics and Wilks phenomenon
• Empirical likelihood-based inference for nonparametric recurrent diffusions
• Empirical likelihood confidence intervals for local linear smoothers
• EMPIRICAL-LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR CONDITIONAL VARIANCE IN HETEROSKEDASTIC REGRESSION MODELS
• Identification of Causal Effects Using Instrumental Variables
• Confidence Bands for Regression Functions
• Statistics and Causal Inference
• Empirical likelihood as a goodness-of-fit measure
• Efficient estimation of conditional variance functions in stochastic regression
• Local Polynomial Variance-Function Estimation
• Confidence Intervals Based on Local Linear Smoother
• GMM with Weak Identification
• Optimal Bandwidth Choice for the Regression Discontinuity Estimator
• Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
• On Bartlett correction of empirical likelihood in the presence of nuisance parameters
• The bootstrap and Edgeworth expansion

This page was built for publication: Empirical likelihood for regression discontinuity design