UCL logo

UCL Discovery

UCL home » Library Services » Electronic resources » UCL Discovery

Asymptotic expansions for some semiparametric program evaluation estimators

Ichimura, H.; Linton, O.; (2001) Asymptotic expansions for some semiparametric program evaluation estimators. (cemmap Working Papers CWP04/). Institute for Fiscal Studies: London, UK. Green open access

[img]
Preview
PDF
14715.pdf

Download (445kB)

Abstract

We investigate the performance of a class of semiparametric estimators of the treatment effect via asymptotic expansions. We derive approximations to the first two moments of the estimator that are valid to 'second order'. We use these approximations to define a method of bandwidth selection. We also propose a degrees of freedom like bias correction that improves the second order properties of the estimator but without requiring estimation of higher order derivatives of the unknown propensity score. We provide some numerical calibrations of the results.

Type: Working / discussion paper
Title: Asymptotic expansions for some semiparametric program evaluation estimators
Open access status: An open access version is available from UCL Discovery
Publisher version: http://www.cemmap.ac.uk/publications.php
Language: English
Keywords: JEL classification: C14. Bandwidth selection, Kernei estimation, program evaluation, semiparametric estimation, treatment effect
UCL classification: UCL > Provost and Vice Provost Offices > UCL SLASH > Faculty of SandHS > Dept of Economics
URI: http://discovery.ucl.ac.uk/id/eprint/14715
Downloads since deposit
157Downloads
Download activity - last month
Download activity - last 12 months
Downloads by country - last 12 months

Archive Staff Only

View Item View Item