Regression discontinuity designs with unknown discontinuity points: testing and estimation
From MaRDI portal
Publication:496153
DOI10.1016/j.jeconom.2015.06.002zbMath1337.62082OpenAlexW1186539649MaRDI QIDQ496153
Publication date: 18 September 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2015.06.002
specification testingcross validationwild bootstrapregression discontinuity designdegenerate \(U\)-statisticdifference kernel estimatornonparametric structural changeunknown discontinuity point
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)
Related Items
Robust estimation of nonparametric function via addition sequence, Estimating information cost functions in models of rational inattention, Regression discontinuity with categorical outcomes, Regression discontinuity: review with extensions, Regression discontinuity designs with unknown state-dependent discontinuity points: estimation and testing, Threshold regression with endogeneity, Time-varying threshold cointegration with an application to the Fisher hypothesis, Regression discontinuity designs, white noise models, and minimax, The medium-run efficiency consequences of unfair school matching: evidence from Chinese college admissions, Asymptotic confidence sets for the jump curve in bivariate regression problems, Unnamed Item, Threshold model with a time‐varying threshold based on Fourier approximation
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Consistent model specification tests
- A consistent test of functional form via nonparametric estimation techniques
- Regression discontinuity designs: a guide to practice
- Randomized experiments from non-random selection in U.S. House elections
- Manipulation of the running variable in the regression discontinuity design: a density test
- Nonparametric simultaneous testing for structural breaks
- A consistent model specification test with mixed discrete and continuous data
- Testing structural change in time-series nonparametric regression models
- Likelihood estimation and inference in threshold regression
- Bootstrap procedures under some non-i.i.d. models
- Change-points in nonparametric regression analysis
- Variable bandwidth and local linear regression smoothers
- A simple consistent bootstrap test for a parametric regression function
- Kernel-type estimators of jump points and values of a regression function
- Comparing nonparametric versus parametric regression fits
- Asymptotically minimax hypothesis testing for nonparametric alternatives. I
- Change point estimation using nonparametric regression
- Asymptotic equivalence of nonparametric regression and white noise
- On automatic boundary corrections
- Asymptotically minimax estimation of a function with jumps
- Threshold regression with endogeneity
- Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice
- Discontinuous versus smooth regression
- On the estimation of jump points in smooth curves
- Jackknife, bootstrap and other resampling methods in regression analysis
- Optimal global rates of convergence for nonparametric regression
- Significance testing in nonparametric regression based on the bootstrap.
- Some higher-order theory for a consistent non-parametric model specification test
- Change point estimation by local linear smoothing
- Bandwidth selection: Classical or plug-in?
- Nonparametric inference on structural breaks
- Regression discontinuity design with many thresholds
- Local linear regression smoothers and their minimax efficiencies
- Sur la distribution limite du terme maximum d'une série aléatoire
- CONSISTENT MODEL SPECIFICATION TESTS
- Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- THE BOOTSTRAP IN THRESHOLD REGRESSION
- On Minimax Estimation of a Discontinuous Signal
- Detection of the number, locations and magnitudes of jumps
- Bootstrap Approximations in Model Checks for Regression
- Design-adaptive Nonparametric Regression
- Asymptotic Statistics
- Identification and Estimation of Local Average Treatment Effects
- Confidence Bands in Nonparametric Regression
- Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
- Optimal Bandwidth Choice for the Regression Discontinuity Estimator
- OPTIMAL MINIMAX RATES FOR NONPARAMETRIC SPECIFICATION TESTING IN REGRESSION MODELS
- Jump and sharp cusp detection by wavelets
- Estimation of the number of jumps of the jump regression functions
- Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
- Asymptotics for threshold regression under general conditions
- Bootstrap non-parametric significance test
- Statistical methods for DNA sequence segmentation