Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/130063
Authors: 
Arai, Yoichi
Ichimura, Hidehiko
Year of Publication: 
2015
Series/Report no.: 
cemmap working paper, Centre for Microdata Methods and Practice CWP49/15
Abstract: 
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.
Subjects: 
Bandwidth selection
fuzzy regression discontinuity design
local linear regression
JEL: 
C13
C14
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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