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

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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.