EconStor >
Forschungsinstitut zur Zukunft der Arbeit (IZA), Bonn >
IZA Discussion Papers, Forschungsinstitut zur Zukunft der Arbeit (IZA) >

Please use this identifier to cite or link to this item:

http://hdl.handle.net/10419/35468
  
Title:A martingale representation for matching estimators PDF Logo
Authors:Abadie, Alberto
Imbens, Guido W.
Issue Date:2009
Series/Report no.:IZA discussion papers 4073
Abstract:Matching estimators are widely used in statistical data analysis. However, the distribution of matching estimators has been derived only for particular cases (Abadie and Imbens, 2006). This article establishes a martingale representation for matching estimators. This representation allows the use of martingale limit theorems to derive the asymptotic distribution of matching estimators. As an illustration of the applicability of the theory, we derive the asymptotic distribution of a matching estimator when matching is carried out without replacement, a result previously unavailable in the literature.
Subjects:Matching
martingales
treatment effects
hot-deck imputation
JEL:C13
C14
C21
Persistent Identifier of the first edition:urn:nbn:de:101:1-2009033061
Document Type:Working Paper
Appears in Collections:IZA Discussion Papers, Forschungsinstitut zur Zukunft der Arbeit (IZA)

Files in This Item:
File Description SizeFormat
598036180.pdf199.27 kBAdobe PDF
No. of Downloads: Counter Stats
Download bibliographical data as: BibTeX
Share on:http://hdl.handle.net/10419/35468

Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.