A Martingale Representation for Matching Estimators

Alberto Abadie () and Guido W. Imbens ()
Additional contact information
Guido W. Imbens: Harvard University

No 4073, IZA Discussion Papers from Institute for the Study of Labor (IZA)

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.

Keywords: matching; martingales; treatment effects; hot-deck imputation (search for similar items in EconPapers)
JEL-codes: C13 C14 C21 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm
Date: 2009-03
View list of references

Downloads: (external link)
http://ftp.iza.org/dp4073.pdf (application/pdf)

Related works:
Working Paper: A Martingale Representation for Matching Estimators (2009)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:iza:izadps:dp4073

Ordering information: This working paper can be ordered from
IZA, Margard Ody, P.O. Box 7240, D-53072 Bonn, Germany

Access Statistics for this paper

More papers in IZA Discussion Papers from Institute for the Study of Labor (IZA)
Address: IZA, P.O. Box 7240, D-53072 Bonn, Germany
Contact information at EDIRC.
Series data maintained by Mark Fallak ().