Optimal bandwidth selection for the fuzzy regression discontinuity estimator

C-Tier
Journal: Economics Letters
Year: 2016
Volume: 141
Issue: C
Pages: 103-106

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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.

Technical Details

RePEc Handle
repec:eee:ecolet:v:141:y:2016:i:c:p:103-106
Journal Field
General
Author Count
2
Added to Database
2026-01-24