5 papers
Regression Discontinuity Design with Multivalued Treatments
Carolina Caetano, Gregorio Caetano, Juan Carlos Escanciano
We study identification and estimation in the Regression Discontinuity Design (RDD) with a multivalued treatment variable. We also allow for the inclusion of covariates. We show th…
Uniform Rates for Kernel Estimators of Weakly Dependent Data
Juan Carlos Escanciano
This paper provides new uniform rate results for kernel estimators of absolutely regular stationary processes that are uniform in the bandwidth and in infinite-dimensional classes…
Irregular Identification of Structural Models with Nonparametric Unobserved Heterogeneity
Juan Carlos Escanciano
One of the most important empirical findings in microeconometrics is the pervasiveness of heterogeneity in economic behaviour (cf. Heckman 2001). This paper shows that cumulative d…
Quantile-Regression Inference With Adaptive Control of Size
Juan Carlos Escanciano, Chuan Goh
Regression quantiles have asymptotic variances that depend on the conditional densities of the response variable given regressors. This paper develops a new estimate of the asympto…
Optimal Linear Instrumental Variables Approximations
Juan Carlos Escanciano, Wei Li
This paper studies the identification and estimation of the optimal linear approximation of a structural regression function. The parameter in the linear approximation is called th…