Essays in nonparametric econometrics

Olma, Tomasz

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URN: urn:nbn:de:bsz:180-madoc-600755
Document Type: Doctoral dissertation
Year of publication: 2021
Place of publication: Mannheim
University: Universität Mannheim
Evaluator: Rothe, Christoph
Date of oral examination: 20 July 2021
Publication language: English
Institution: School of Law and Economics > Statistik (Rothe 2017-)
Außerfakultäre Einrichtungen > Graduate School of Economic and Social Sciences - CDSE (Economics)
Subject: 330 Economics
Keywords (English): truncated conditional expectation function , regression discontinuity designs , covariate adjustments , manipulated running variable
Abstract: In Chapter 1, I propose a novel, nonparametric estimator of truncated conditional expectation functions. It is based on local linear methods and an orthogonal moment equation. I allow for the truncation quantile level to be estimated from the data. Chapter 2 is joint work with Christoph Rothe. It concerns estimation and inference in fuzzy regression discontinuity designs with a manipulated running variable. In the manipulation framework of Gerard, Rokkanen, and Rothe (2020), we derive alternative, non-sharp bounds on the treatment effect of interest that can be conveniently used for conducting inference. Chapter 3 is joint work with Claudia Noack and Christoph Rothe. We propose a novel class of covariate-adjusted regression discontinuity estimators that can have a smaller variance than the estimators used in the literature. Our procedure accommodates a wide range of covariate adjustments under mild conditions, and it is easily applicable based on existing estimation and inference routines.

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