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Causal inference on regression discontinuity designs by high-dimensional methods

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  • Yoici Arai
  • Taisuke Otsu
  • Myung Hwan Seo

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  • Yoici Arai & Taisuke Otsu & Myung Hwan Seo, 2019. "Causal inference on regression discontinuity designs by high-dimensional methods," STICERD - Econometrics Paper Series 601, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Handle: RePEc:cep:stiecm:601
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    File URL: https://sticerd.lse.ac.uk/dps/em/em601.pdf
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    References listed on IDEAS

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    1. Yoichi Arai & Hidehiko Ichimura, 2018. "Simultaneous selection of optimal bandwidths for the sharp regression discontinuity estimator," Quantitative Economics, Econometric Society, vol. 9(1), pages 441-482, March.
    2. David Card & David S. Lee & Zhuan Pei & Andrea Weber, 2015. "Inference on Causal Effects in a Generalized Regression Kink Design," Econometrica, Econometric Society, vol. 83, pages 2453-2483, November.
    3. Imbens, Guido W. & Lemieux, Thomas, 2008. "Regression discontinuity designs: A guide to practice," Journal of Econometrics, Elsevier, vol. 142(2), pages 615-635, February.
    4. Sebastian Calonico & Matias D. Cattaneo & Rocio Titiunik, 2014. "Robust Nonparametric Confidence Intervals for Regression‐Discontinuity Designs," Econometrica, Econometric Society, vol. 82, pages 2295-2326, November.
    5. David Card & Alexandre Mas & Jesse Rothstein, 2008. "Tipping and the Dynamics of Segregation," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 123(1), pages 177-218.
    6. Peter Ganong & Simon Jäger, 2018. "A Permutation Test for the Regression Kink Design," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(522), pages 494-504, April.
    7. Chatterjee, A. & Lahiri, S. N., 2011. "Bootstrapping Lasso Estimators," Journal of the American Statistical Association, American Statistical Association, vol. 106(494), pages 608-625.
    8. Guido Imbens & Karthik Kalyanaraman, 2012. "Optimal Bandwidth Choice for the Regression Discontinuity Estimator," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 79(3), pages 933-959.
    9. Sebastian Calonico & Matias D. Cattaneo & Rocío Titiunik, 2015. "Optimal Data-Driven Regression Discontinuity Plots," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(512), pages 1753-1769, December.
    10. 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.
    11. Sokbae Lee & Myung Hwan Seo & Youngki Shin, 2016. "The lasso for high dimensional regression with a possible change point," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(1), pages 193-210, January.
    12. Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2014. "Inference on Treatment Effects after Selection among High-Dimensional Controlsâ€," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 81(2), pages 608-650.
    13. Cun-Hui Zhang & Stephanie S. Zhang, 2014. "Confidence intervals for low dimensional parameters in high dimensional linear models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 76(1), pages 217-242, January.
    14. Porter, Jack & Yu, Ping, 2015. "Regression discontinuity designs with unknown discontinuity points: Testing and estimation," Journal of Econometrics, Elsevier, vol. 189(1), pages 132-147.
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    Cited by:

    1. V Chernozhukov & W K Newey & R Singh, 2023. "A simple and general debiased machine learning theorem with finite-sample guarantees," Biometrika, Biometrika Trust, vol. 110(1), pages 257-264.

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