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A martingale representation for matching estimators

Author: Alberto Abadie; Guido Imbens; National Bureau of Economic Research.
Publisher: Cambridge, Mass. : National Bureau of Economic Research, ©2009.
Series: Working paper series (National Bureau of Economic Research), no. 14756.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
Matching estimators are widely used in statistical data analysis. However, the distribution of matching estimators has been derived only for particular cases (Abadie and Imbens, 2006). This article establishes a martingale representation for matching estimators. This representation allows the use of martingale limit theorems to derive the asymptotic distribution of matching estimators. As an illustration of the  Read more...
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Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Alberto Abadie; Guido Imbens; National Bureau of Economic Research.
OCLC Number: 310647158
Notes: "February 2009."
Description: 1 online resource (11 pages).
Series Title: Working paper series (National Bureau of Economic Research), no. 14756.
Responsibility: Alberto Abadie, Guido Imbens.

Abstract:

Matching estimators are widely used in statistical data analysis. However, the distribution of matching estimators has been derived only for particular cases (Abadie and Imbens, 2006). This article establishes a martingale representation for matching estimators. This representation allows the use of martingale limit theorems to derive the asymptotic distribution of matching estimators. As an illustration of the applicability of the theory, we derive the asymptotic distribution of a matching estimator when matching is carried out without replacement, a result previously unavailable in the literature.

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