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cwp491515.pdf
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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.
Authors
![Hidehiko Ichimura](/sites/default/files/styles/square_desktop/public/2022-07/Hidechiko%20Ichimura.jpg?itok=qozO-upv)
Research Associate University of Arizona, University of Tokyo
Hidehiko is a Professor of Economics at the Eller College of Management, University of Arizona and a Research Associate at the IFS.
![Person graphic](/sites/default/files/styles/square_desktop/public/2022-06/IFS-person-graphic.png?itok=hWCtTSrz)
Yoichi Arai
Working Paper details
- DOI
- 10.1920/wp.cem.2015.4915
- Publisher
- Institute for Fiscal Studies
Suggested citation
Arai, Y and Ichimura, H. (2015). Optimal bandwidth selection for the fuzzy regression discontinuity estimator. London: Institute for Fiscal Studies. Available at: https://ifs.org.uk/publications/optimal-bandwidth-selection-fuzzy-regression-discontinuity-estimator (accessed: 2 July 2024).
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