出版社：Suntory Toyota International Centre for Economics and Related Disciplines
摘要：We investigate the performance of a class of semiparametric estimators of the treatment effect via asymptotic expansions. We derive approximations to the first two moments of the estimator that are valid to 'second order'. We use these approximations to define a method of bandwidth selection. We also propose a degrees- of-freedom like bias correction that improves the second order properties of the estimator but without requiring estimation of higher order derivatives of the unknown propensity score. We provide some numerical calibrations of the results.
关键词：Bandwidth selection; kernel estimation; program evaluation; semiparametric estimation; treatment effect.
