题目：Minimum Contrast Empirical Likelihood Manipulation Testing for Regression Discontinuity Design 

主讲人：马骏

时间：2017年5月19日 13：30-14：45

地点：暨南大学中惠楼106B室主办方：暨南大学经济与社会研究院

主讲人简介：

马骏，中国人民大学经济学院讲师，于英属哥伦比亚大学（University of British Columbia

）取得博士学位，研究领域为计量经济学，统计学，实证产业组织。

Abstract：

This paper investigates the asymptotic properties of a simple empirical-likelihood-based inference method for discontinuity in density. In a regression discontinuity design (RDD), the continuity of the density of the assignment variable at the threshold is considered as a “no-manipulation” behavioral assumption, which is a testable implication of an identifying condition for the local treatment effect (LATE). Our approach is based on the first-order conditions ob- tained from a minimum contrast (MC) problem and complements Otsu et al. (2013)’s method. Our inference procedure has three main advantages. Firstly, it requires only one tuning parameter; secondly, it does not require concentrating out any nuisance pa- rameter and therefore is very easily implementable; thirdly, its delicate second-order properties lead to a simple coverage-error-optimal bandwidth selection rule. We propose a data-driven CE-optimal bandwidth selector for use in practice. Results from Monte Carlo simulations are presented. Usefulness of our method is illustrated by empirical examples.