2018 年度研究成果報告書

A study of estimation and inference of the density discontinuity

研究課題

研究課題/領域番号	17K13713
研究種目	若手研究(B)
配分区分	基金
研究分野	経済統計
研究機関	筑波大学
研究代表者	YU ZHENGFEI 筑波大学, 人文社会系, 助教 (40774758)
研究期間 (年度)	2017-04-01 – 2019-03-31
キーワード	Density discontinuity / Optimal bandwidth / Empirical likelihood / Manipulation test / Regression discontinuity
研究成果の概要	This research proposes optimal bandwidths for estimating and testing functions of density discontinuity. When applied to the manipulation test, the optimal bandwidth has a simple analytical form. Monte Carlo simulations demonstrate advantageous finite sample performances of the proposed methods.
自由記述の分野	計量経済学
研究成果の学術的意義や社会的意義	The proposed optimal bandwidth selectors can be used to improve the performance of testing for the validity of regression discontinuity designs. They can also be used to improve the estimation of structural parameters in economic models related to discontinuous policy changes.