Centre for microdata methods and practice
Hide Ichimura is a Professor in the Department of Economics, a Deputy Director of the Centre for Microdata Methods and Practice, and a Research Fellow at the Institute for Fiscal Studies. He is an Associate Editor of the Economic Journal and the Review of Economic Studies.
There are many economic parameters that depend on nonparametric first steps. Examples include games, dynamic discrete… Continue reading.
We give a general construction of debiased/locally robust/orthogonal (LR) moment functions for GMM, where the derivative… Continue reading.
There are many economic parameters that depend on nonparametric first steps. Examples include games, dynamic discrete… Continue reading.
This paper shows how to construct locally robust semiparametric GMM estimators, meaning equivalently moment conditions have… Continue reading.
A new bandwidth selection method for the fuzzy regression discontinuity estimator is proposed. The method chooses… Continue reading.
A new bandwidth selection method for the fuzzy regression discontinuity estimator is proposed. The method chooses… Continue reading.
Often semiparametric estimators are asymptotically equivalent to a sample average. The object being averaged is referred… Continue reading.
A new bandwidth selection rule that uses different bandwidths for the local linear regression estimators on… Continue reading.
We consider the problem of choosing two bandwidths simultaneously for estimating the difference of two functions… Continue reading.
We present a simple way to estimate the effects of changes in a vector of observable… Continue reading.