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Optimal bandwidth selection for the fuzzy regression discontinuity estimator

Authors: Yoichi Arai and Hidehiko Ichimura
Date: 01 September 2015
Type: cemmap Working Paper, CWP49/15
DOI: 10.1920/wp.cem.2015.4915

Abstract

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.

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Yoichi Arai and Hidehiko Ichimura April 2016, Optimal bandwidth selection for the fuzzy regression discontinuity estimator, Journal Article, Elsevier

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