Essays in nonparametric econometrics


Olma, Tomasz


[img] PDF
Dissertation_Olma.pdf - Published

Download (1MB)

URL: https://madoc.bib.uni-mannheim.de/60075
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.




Dieser Eintrag ist Teil der Universitätsbibliographie.

Das Dokument wird vom Publikationsserver der Universitätsbibliothek Mannheim bereitgestellt.




Metadata export


Citation


+ Search Authors in

BASE: Olma, Tomasz

Google Scholar: Olma, Tomasz

+ Download Statistics

Downloads per month over past year

View more statistics



You have found an error? Please let us know about your desired correction here: E-Mail


Actions (login required)

Show item Show item