Robust Data-Driven Inference for Density-Weighted Average Derivatives

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Two-Step Estimation and Inference with Possibly Many Included Covariates (2018, background): “…because our results apply to non-linear settings in general, we cover many other settings of interest: (1) IPW under unconfoundedness (e.g. Cattaneo, 2010, and references therein), (2) Semiparametric Difference-in-Differences (Abadie, 2005), (3) Local Average Response Function (Abadie,…”
Kernel-Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency (2018, background): “Cattaneo, Crump, and Jansson (2010, 2014a) studied the density-weighted average derivative estimator of Powell, Stock, and Stoker (1989) and showed that the distinguishing feature emerging from the small bandwidth distributional approximation for that particular estimator is the presence of a…”
Conditional quantile processes based on series or many regressors (2011, background): “Other important work includes Stute [78], Chaudhuri [18], Chaudhuri, Doksum and Samarov [20], Härdle, Ritov, and Song [43], Horderlein and Mammen [46], Cattaneo, Crump, and Jansson [14], Kong, Linton, and Xia [57], Qu and Yoon [73], and Guerre and Sabbah [40], among others, but these papers focused ”
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES (2013, unknown): “On the other hand, the bandwidth selection procedures developed in Cattaneo, Crump, and Jansson (2010) were found in that paper to perform very well and we would recommend those to be used.”