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A locally linear estimation of regression discontinuity

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  • Chunrong Ai
  • Meixia Meng

Abstract

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Suggested Citation

  • Chunrong Ai & Meixia Meng, 2011. "A locally linear estimation of regression discontinuity," Frontiers of Economics in China, Springer;Higher Education Press, vol. 6(4), pages 495-506, December.
    • Handle: RePEc:spr:frecch:v:6:y:2011:i:4:p:495-506
    DOI: 10.1007/s11459-011-0144-2
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    References listed on IDEAS

    as
    1. Herman J. Bierens & A. R. Gallant (ed.), 1997. "Nonlinear Models," Books, Edward Elgar Publishing, volume 0, number 878.
    2. Ai, Chunrong & McFadden, Daniel, 1997. "Estimation of some partially specified nonlinear models," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 1-37.
    3. Hahn, Jinyong & Todd, Petra & Van der Klaauw, Wilbert, 2001. "Identification and Estimation of Treatment Effects with a Regression-Discontinuity Design," Econometrica, Econometric Society, vol. 69(1), pages 201-209, January.
    4. Chunrong Ai, 1997. "A Semiparametric Maximum Likelihood Estimator," Econometrica, Econometric Society, vol. 65(4), pages 933-964, July.
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    Cited by:

    1. Ai, Chunrong & Li, Hongjun & Lin, Zhongjian & Meng, Meixia, 2015. "Estimation of panel data partly specified Tobit regression with fixed effects," Journal of Econometrics, Elsevier, vol. 188(2), pages 316-326.

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    More about this item

    Keywords

    Regression discontinuity; treatment effect; local linear; consistency; asymptotic normality; C14; C22;
    All these keywords.

    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

    Statistics

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