Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators

Author:

Cattaneo Matias D.,Farrell Max H.

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference29 articles.

1. Asymptotic normality of series estimators for nonparametric and semiparametric regression models;Andrews;Econometrica,1991

2. A method of estimating the average derivative;Banerjee;Journal of Econometrics,2007

3. Belloni, A., Chen, X., Chernozhukov, V., Kato, K., 2012. On the asymptotic theory for least squares series: pointwise and uniform results. Arxiv Preprint arXiv:1212.0442.

4. Kernel spline regression;Braun;The Canadian Journal of Statistics,2005

5. Calonico, S., Cattaneo, M.D., Titiunik, R., 2012. Robust data-driven inference in the regression-discontinuity design. Working Paper, University of Michigan.

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