Optimal Bandwidth Choice for the Regression Discontinuity Estimator
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https://www.nber.org/papers/w14726
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资源简介：
We investigate the problem of optimal choice of the smoothing parameter (bandwidth) for the regression discontinuity estimator. We focus on estimation by local linear regression, which was shown to be rate optimal (Porter, 2003). Investigation of an expected-squared-error-loss criterion reveals the
提供机构：
美国国家经济研究局
创建时间：
2009-02-01
