Nonlinear and nonseparable structural functions in regression discontinuity designs with a continuous treatment
From MaRDI portal
Publication:6573802
DOI10.1016/j.jeconom.2024.105784MaRDI QIDQ6573802
Publication date: 17 July 2024
Published in: Journal of Econometrics (Search for Journal in Brave)
asymptotic normalitysemiparametric estimationnonparametric identificationcausal inferencecontinuous treatmentdual monotonicity
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
Cites Work
- Regression discontinuity designs: a guide to practice
- Manipulation of the running variable in the regression discontinuity design: a density test
- Oracle inequalities in empirical risk minimization and sparse recovery problems. École d'Été de Probabilités de Saint-Flour XXXVIII-2008.
- U-processes: Rates of convergence
- Nonlinear log-periodogram regression for perturbed fractional processes
- Laws of the iterated logarithm for censored data
- Rates of strong uniform consistency for multivariate kernel density estimators. (Vitesse de convergence uniforme presque sûre pour des estimateurs à noyaux de densités multivariées)
- Weak convergence and empirical processes. With applications to statistics
- Non-separable models with high-dimensional data
- Nonparametric estimation and inference on conditional quantile processes
- Minimum distance from independence estimation of nonseparable instrumental variables models
- WHAT DO QUANTILE REGRESSIONS IDENTIFY FOR GENERAL STRUCTURAL FUNCTIONS?
- Identification and estimation of local average derivatives in non-separable models without monotonicity
- Quantile and Probability Curves Without Crossing
- Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity
- Local Linear Quantile Regression
- Optimal Bandwidth Choice for the Regression Discontinuity Estimator
- Identification of Nonseparable Models Using Instruments With Small Support
- Identification of Nonseparable Triangular Models With Discrete Instruments
- Inference on Causal Effects in a Generalized Regression Kink Design
- Robust Nonparametric Confidence Intervals for Regression-Discontinuity Designs
- High-Dimensional Statistics
- Optimal Inference in a Class of Regression Models
- PARTIAL IDENTIFICATION OF NONSEPARABLE MODELS USING BINARY INSTRUMENTS
- Simple and honest confidence intervals in nonparametric regression
- Regression Discontinuity Designs
- Simple Local Polynomial Density Estimators
- An IV Model of Quantile Treatment Effects
- Identification of Marginal Effects in Nonseparable Models Without Monotonicity
- Nonparametric Estimation of Nonadditive Random Functions
- Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
- Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
- Finite‐Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness
- On consistency of kernel density estimators for randomly censored data: Rates holding uniformly over adaptive intervals
- Regression Discontinuity Designs With a Continuous Treatment
- Uniform convergence results for the local linear regression estimation of the conditional distribution
This page was built for publication: Nonlinear and nonseparable structural functions in regression discontinuity designs with a continuous treatment