Asymptotic Expansions for Some Semiparametric Program Evaluation Estimators

By Hidehiko Ichimura, Oliver B. Linton. 2001

83 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/d4098cc1ab7b5972e44085a87fa1efda9a4bcecc

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In Statistics and Probability

Citations in the corpus

Mean-Squared-Error Calculations for Average Treatment Effects (2005, unknown): “1 The MSE and its estimator As in Li (1987) we consider a population in which the joint distribution of Y,X is such that Y = μ(X) + U with E(U |X) = 0 and Var(U |X) = σ2.”
Sequential Matching Estimation of Dynamic Causal Models (2004, unknown): “…to improve the understanding of the asymptotic properties of various estimators used in applications (Abadie and Imbens, 2002, Hahn, 1998, Heckman, Ichimura, and Todd, 1997, Heckman, Ichimura, Smith, and Todd, 1998, Hirano, Imbens, and Ridder, 2003, Ichimura and Linton, 2001, among others).”
Semiparametric Difference-in-Differences Estimators (2005, background): “Ichimura and Linton (2002) have developed higher-order asymptotic expansions for this class of estimators to guide bandwidth selection.”
Employment effects of the provision of specific professional skills and techniques in Germany (2007, methodology): “…matching is based on closeness in generated variables (this is the case with the popular method of propensity score matching which will be discussed below), see Heckman, Ichimura, Smith, and Todd (1998) or Ichimura and Linton (2001) for an asymptotic analysis of kernel based treatment estimators.”
Estimating Conditional Average Treatment Effects (2014, methodology): “Expanding τ̂(x1): We build on the expansion of the Hirano, Imbens and Ridder (2003) estimator by Ichimura and Linton (2005).”
Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT (2014, methodology): “We define notation similar to that in Ichimura and Linton (2005). Let w = (y, d, z, x) and Ψ(w,∆, q) ≡ zy q − (1− z)y 1− q −∆.”
Get Training or Wait? Long-Run Employment Effects of Training Programs for the Unemployed in West Germany (2006, unknown): “Lechner (2000) and Lechner et al.”
Semiparametric Estimation and Inference Using Doubly Robust Moment Conditions (2013, unknown): “These terms are analogous to the “degrees of freedom bias” in Ichimura and Linton (2005), and the “nonlinearity bias” or “curse of dimensionality bias” in Cattaneo et al. (2013a).”
Large Sample Properties of Matching Estimators for Average Treatment Effects (2004, methodology): “by Lalonde (1986) and subsequently by Heckman and Hotz (1989), Dehejia and Wahba (1999) and Smith and Todd (2001).”
Semiparametric Estimation of Average Treatment Eects under Exogeneity: A Review (2003, background): “Ichimura and Linton (2001) consider a kernel version of this which involves choosing a bandwidth.”
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES (2013, unknown): “The projection theorem for variable U -statistics (e.g., Lem.”