Departmental Bulletin Paper Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator

ARAI, Yoichi  ,  ICHIMURA, Hidehiko

15-132015-09 , GRIPS Policy Research Center
Description
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.
JEL Classification Codes: C13, C14
http://www.grips.ac.jp/list/jp/facultyinfo/arai_yoichi/
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