5 papers
Uniform Confidence Bands for Infinite-Dimensional Partially Identified Parameters
Shunsuke Imai, Yuta Okamoto
Infinite-dimensional parameters are ubiquitous in empirical economics. This paper develops an Imbens--Manski--Stoye type confidence band for infinite-dimensional partially identifi…
Joint Inference for the Regression Discontinuity Effect and Its External Validity
Yuta Okamoto
The external validity of regression discontinuity designs is crucial for informing policy but is rarely examined in applied work. To advance empirical practice, we propose a joint…
Kernel Choice Matters for Local Polynomial Density Estimators at Boundaries
Shunsuke Imai, Yuta Okamoto
Local polynomial density (LPD) estimators are widely used for inference on boundary features of the density function. Contrary to conventional wisdom, we show that kernel choice su…
On Extrapolation of Treatment Effects in Multiple-Cutoff Regression Discontinuity Designs
Yuta Okamoto, Yuuki Ozaki
We investigate how to learn treatment effects away from the cutoff in multiple-cutoff regression discontinuity designs. Using a microeconomic model, we demonstrate that the paralle…
Robustify and Tighten the Lee Bounds: A Sample Selection Model under Stochastic Monotonicity and Symmetry Assumptions
Yuta Okamoto
In the presence of sample selection, Lee's (2009) nonparametric bounds are a popular tool for estimating a treatment effect. However, the Lee bounds rely on the monotonicity assump…