6 papers
Evaluating Threshold Policies in Randomized Threshold Designs: A Cautionary Tale for Regression Discontinuity Designs
Shunsuke Imai, Koshi Nishida, Yuta Okamoto
Many policies assign treatment according to whether a score crosses a cutoff. Regression discontinuity (RD) designs identify the effect of treatment assignment, but the threshold p…
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…
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…
Doubly Robust Uniform Confidence Bands for Group-Time Conditional Average Treatment Effects in Difference-in-Differences
Shunsuke Imai, Lei Qin, Takahide Yanagi
We consider a panel data analysis to examine the heterogeneity in treatment effects with respect to groups, periods, and a pre-treatment covariate of interest in the staggered diff…
Fully Data-driven Normalized and Exponentiated Kernel Density Estimator with Hyvärinen Score
Shunsuke Imai, Takuya Koriyama, Shouto Yonekura +2
We introduce a new deal of kernel density estimation using an exponentiated form of kernel density estimators. The density estimator has two hyperparameters flexibly controlling th…
Higher-Order Asymptotic Properties of Kernel Density Estimator with Global Plug-In and Its Accompanying Pilot Bandwidth
Shunsuke Imai, Yoshihiko Nishiyama
This study investigates the effect of bandwidth selection via a plug-in method on the asymptotic structure of the nonparametric kernel density estimator. We generalise the result o…