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Optimal Bandwidth Choice for the Regression Discontinuity Estimator

✍ Scribed by Imbens, G.; Kalyanaraman, K.


Book ID
111952808
Publisher
John Wiley and Sons
Year
2011
Tongue
English
Weight
279 KB
Volume
79
Category
Article
ISSN
0034-6527

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With mild restrictions placed on the kernel, kernel estimates of an unknown multivariatc density are investigated when the observed data are dependent. A modified cross validation rule, the simple 'leave-(2P + 1)-o&' version of simple cross validation, is considered for bandwidth selection. Under th