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徐吉良(合作者:Yu-Chin Hsu, Yuanyuan Wan),“Testing identification conditions of LATE in fuzzy regression discontinuity designs”,Journal of Econometrics(2024)

2024-04-02
摘要Testing identification conditions of LATE in fuzzy regression discontinuity designs

近日,我院徐吉良教授合作论文“Testing identification conditions of LATE in fuzzy regression discontinuity designs”(合作者:Yu-Chin Hsu, Yuanyuan Wan )发表于计量经济学顶级期刊Journal of Econometrics。

Abstract:

This paper derives testable implications of the identifying conditions for the local average treatment effect in fuzzy regression discontinuity designs. We show that the testable implications of these identifying conditions are a finite number of inequality restrictions on the observed data distribution. We then propose a specification test for the testable implications and show that the proposed test controls the size and is asymptotically consistent. We apply our test to several fuzzy regression discontinuity designs in the literature.


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