A Martingale Representation for Matching Estimators

Mapping Intimacies ◽

10.3386/w14756 ◽

2009 ◽

Author(s):

Alberto Abadie ◽

Guido Imbens

Keyword(s):

Martingale Representation ◽

Matching Estimators

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A Martingale Representation for Matching Estimators

SSRN Electronic Journal ◽

10.2139/ssrn.1369819 ◽

2009 ◽

Author(s):

Alberto Abadie ◽

Guido W. Imbens

Keyword(s):

Martingale Representation ◽

Matching Estimators

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A Martingale Representation for Matching Estimators

Journal of the American Statistical Association ◽

10.1080/01621459.2012.682537 ◽

2012 ◽

Vol 107 (498) ◽

pp. 833-843 ◽

Cited By ~ 21

Author(s):

Alberto Abadie ◽

Guido W. Imbens

Keyword(s):

Martingale Representation ◽

Matching Estimators

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Empirical Bias Bandwidth Choice for Local Polynomial Matching Estimators

SSRN Electronic Journal ◽

10.2139/ssrn.920787 ◽

2008 ◽

Cited By ~ 1

Author(s):

Anton Flossmann

Keyword(s):

Local Polynomial ◽

Matching Estimators

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Martingale Representation, Girsanov and Kolmogorov

Point Processes and Jump Diffusions ◽

10.1017/9781009002127.011 ◽

2021 ◽

pp. 82-86

Keyword(s):

Martingale Representation

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Matching estimators and optimal bandwidth choice

Statistics and Computing ◽

10.1007/s11222-005-1309-6 ◽

2005 ◽

Vol 15 (3) ◽

pp. 197-215 ◽

Cited By ~ 23

Author(s):

Markus Frölich

Keyword(s):

Optimal Bandwidth ◽

Matching Estimators

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Matching estimators with few treated and many control observations

Journal of Econometrics ◽

10.1016/j.jeconom.2021.07.005 ◽

2021 ◽

Author(s):

Bruno Ferman

Keyword(s):

Matching Estimators

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Do Temporary Workers Receive Risk-Premiums? Assessing the Wage Effects of Fixed-Term Contracts in West-Germany by Matching Estimators Compared with Parametric Approaches

SSRN Electronic Journal ◽

10.2139/ssrn.373342 ◽

2003 ◽

Author(s):

Tobias Hagen

Keyword(s):

West Germany ◽

Temporary Workers ◽

Risk Premiums ◽

Matching Estimators ◽

Wage Effects

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Martingale representation processes and applications in the market viability under information flow expansion

ESAIM Proceedings and Surveys ◽

10.1051/proc/201756111 ◽

2017 ◽

Vol 56 ◽

pp. 111-135 ◽

Cited By ~ 1

Author(s):

Shiqi Song

Keyword(s):

Information Flow ◽

Martingale Representation

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Constructive Martingale Representation in Functional Itô Calculus: A Local Martingale Extension

Stochastic Processes and Applications - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-030-02825-1_9 ◽

2018 ◽

pp. 165-172

Author(s):

Kristoffer Lindensjö

Keyword(s):

Local Martingale ◽

Martingale Representation ◽

Itô Calculus

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Matching Estimators

The New Palgrave Dictionary of Economics, 2012 Version ◽

10.1057/9781137336583.1137 ◽

2013 ◽

Cited By ~ 2

Author(s):

Petra E. Todd

Keyword(s):

Matching Estimators

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