Harold D. Chiang, Kengo Kato, Yuya Sasaki, Takuya Ura
arXiv 12 Feb 2021 · Econometrics · 2 citations (OpenAlex)
arXiv:2102.06586 · PDF · DOI · OpenAlex · Extracted main text
We develop a novel method of constructing confidence bands for nonparametric regression functions under shape constraints. This method can be implemented via a linear programming, and it is thus computationally appealing. We illustrate a usage of our proposed method with an application to the regression kink design (RKD). Econometric analyses based on the RKD often suffer from wide confidence intervals due to slow convergence rates of nonparametric derivative estimators. We demonstrate that economic models and structures motivate shape restrictions, which in turn contribute to shrinking the confidence interval for an analysis of the causal effects of unemployment insurance benefits on unemployment durations.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Chernozhukov, V., D. Chetverikov, and K. Kato (2017) a): Central limit theorems and bootstrap in high dimensions | 0.737 | 5 | 3 | 40% |
| 2 | Card, D., D. S. Lee, Z. Pei, and A. Weber (2015) Inference on causal effects in a generalized regression kink design | 0.737 | 3 | 2 | 100% |
| 3 | Nielsen, H. S., T. Srensen, and C. Taber (2010) Estimating the effect of student aid on college enrollment: Evidence from a government grant policy reform | 0.737 | 3 | 2 | 100% |
| 4 | Belloni, A., V. Chernozhukov, D. Chetverikov, and K. Kato (2015) Some new asymptotic theory for least squares series: Pointwise and uniform results | 0.721 | 8 | 3 | 38% |
| 5 | Landais, C (2015) Assessing the welfare effects of unemployment benefits using the regression kink design | 0.693 | 7 | 1 | 100% |
| 6 | Armstrong, T. B. and M. Kolesár (2018) Finite-sample optimal estimation and inference on average treatment effects under unconfoundedness, Working paper | 0.644 | 2 | 2 | 100% |
| 7 | Armstrong, T. B. and M. Kolesár (2020) Simple and honest confidence intervals in nonparametric regression | 0.644 | 2 | 2 | 100% |
| 8 | Dong, Y (2016) Jump or kink? Regression probability jump and kink design for treatment effect evaluation | 0.644 | 2 | 2 | 100% |
| 9 | Kato, K., Y. Sasaki, and T. Ura (2021) Robust inference in deconvolution self | 0.644 | 2 | 2 | 100% |
| 10 | Schennach, S. M (2020) A bias bound approach to non-parametric inference | 0.644 | 2 | 2 | 100% |
Showing the top 10 of 33 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | A Unifying Framework for Testing Shape Restrictions | 0.405 | 1 | 1 |