haku: @author Heckman, J. J. / yhteensä: 9
viite: 2 / 9
| Tekijä: | Heckman, J. J. Ichimura, H. Todd, P. |
| Otsikko: | Matching as an econometric evaluation estimator. |
| Lehti: | Review of Economic Studies
1998 : APR, VOL. 65(2):223, p. 261-294 |
| Asiasana: | ECONOMETRIC MODELS MACROECONOMIC MODELS ESTIMATION |
| Kieli: | eng |
| Tiivistelmä: | The article develops the method of matching as an econometric evaluation estimator. It presents a rigorous distribution theory for kernel-based matching. The authors focus on the method of propensity score matching and show that it is not necessarily better, in the sense of reducing the variance of the resulting estimator, to use the propensity score method even if propensity score is known. They extend the statistical literature on the propensity score by considering the case when it is estimated both parametrically and nonparametrically. They examine the benefits of separability and exclusion restrictions in improving the efficiency of the estimator. Their methods also apply to the econometric selection bias estimator. |
SCIMA