Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5058298 | Economics Letters | 2016 | 4 Pages |
Abstract
â¢A new bandwidth selection rule for the FRD estimator based on the LLR is proposed.â¢The method chooses two bandwidths, one for each side of the cut-off point.â¢The method yields convergence rate improvement over currently popular methods.â¢The theoretical advantage is shown to realize in our simulation study.
A new bandwidth selection method for the fuzzy regression discontinuity estimator is proposed. The method chooses two bandwidths simultaneously, one for each side of the cut-off point by using a criterion based on the estimated asymptotic mean square error taking into account a second-order bias term. A simulation study demonstrates the usefulness of the proposed method.
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Authors
Yoichi Arai, Hidehiko Ichimura,