著者
ARAI Yoichi ICHIMURA Hidehiko
出版者
GRIPS Policy Research Center
雑誌
GRIPS Discussion Papers
巻号頁・発行日
vol.15-13, 2015-09

A new bandwidth selection method for the fuzzy regression discontinuity estimator is proposed. The method chooses two bandwidths simultaneously, one for each side of the cut-off point by using a criterion based on the estimated asymptotic mean square error taking into account a second-order bias term. A simulation study demonstrates the usefulness of the proposed method.