3 papers
stat.CO2019
nprobust: Nonparametric Kernel-Based Estimation and Robust Bias-Corrected Inference
Sebastian Calonico, Matias D. Cattaneo, Max H. Farrell
Nonparametric kernel density and local polynomial regression estimators are very popular in Statistics, Economics, and many other disciplines. They are routinely employed in applie…
econ.EM2018
Regression Discontinuity Designs Using Covariates
Sebastian Calonico, Matias D. Cattaneo, Max H. Farrell +1
We study regression discontinuity designs when covariates are included in the estimation. We examine local polynomial estimators that include discrete or continuous covariates in a…
econ.EM2018
Optimal Bandwidth Choice for Robust Bias Corrected Inference in Regression Discontinuity Designs
Sebastian Calonico, Matias D. Cattaneo, Max H. Farrell
Modern empirical work in Regression Discontinuity (RD) designs often employs local polynomial estimation and inference with a mean square error (MSE) optimal bandwidth choice. This…