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http://hdl.handle.net/10419/35468
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| Title: | | A martingale representation for matching estimators  |
| 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)
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