Simultaneous selection of optimal bandwidths for the sharp regression discontinuity estimator

DOI10.3982/QE590zbMath1398.62177arXiv1407.7697OpenAlexW2802336369WikidataQ130042737 ScholiaQ130042737MaRDI QIDQ4586287

Yoichi Arai, Hidehiko Ichimura

Publication date: 12 September 2018

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

Full work available at URL: https://arxiv.org/abs/1407.7697

zbMATH Keywords

confidence intervalbandwidth selectionlocal linear regressionregression discontinuity designregression kink design

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Nonparametric tolerance and confidence regions (62G15) Response surface designs (62K20)

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