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改进聚束与缺口分析AI 解读

This paper studies the bunching identification strategy for an elasticity parameter that summarizes agents’ responses to changes in slope (kink) or intercept (notch) of a schedule of incentives. We show that current bunching methods may be very sensitive to implicit assumptions in the literature about unobserved individual heterogeneity. We overcome this sensitivity concern with new non- and semi-parametric estimators. Our estimators allow researchers to show how bunching…

适用于非参数收敛速度的置换检验AI 解读

Classical two-sample permutation tests for equality of distributions have exact size in finite samples, but they fail to control size for testing equality of parameters that summarize each distribution. This paper proposes permutation tests for equality of parameters that are estimated at root-$n$ or slower rates. Our general framework applies to both parametric and nonparametric models, with two samples or one sample split into two subsamples. Our tests have correct size…

计量经济学中的推断不可能性：理论与应用AI 解读

This paper studies models in which hypothesis tests have trivial power, that is, power smaller than size. This testing impossibility, or impossibility type A, arises when any alternative is not distinguishable from the null. We also study settings in which it is impossible to have almost surely bounded confidence sets for a parameter of interest. This second type of impossibility (type B) occurs under a condition weaker than the condition for type A impossibility: the…

具有多个阈值的回归不连续设计AI 解读

Numerous empirical studies employ regression discontinuity designs with multiple cutoffs and heterogeneous treatments. A common practice is to normalize all the cutoffs to zero and estimate one effect. This procedure identifies the average treatment effect (ATE) on the observed distribution of individuals local to existing cutoffs. However, researchers often want to make inferences on more meaningful ATEs, computed over general counterfactual distributions of individuals,…

模糊回归不连续设计的外部有效性AI 解读

Fuzzy regression discontinuity designs identify the local average treatment effect (LATE) for the subpopulation of compliers, and with forcing variable equal to the threshold. We develop methods that assess the external validity of LATE to other compliance groups at the threshold, and allow for identification away from the threshold. Specifically, we focus on the equality of outcome distributions between treated compliers and always-takers, and between untreated compliers…

参数与半参数模型的快速重抽样方法AI 解读

We propose a fast resample method for two step nonlinear parametric and semiparametric models, which does not require recomputation of the second stage estimator during each resample iteration. The fast resample method directly exploits the score function representations computed on each bootstrap sample, thereby reducing computational time considerably. This method is used to approximate the limit distribution of parametric and semiparametric estimators, possibly simulation…