Limit theorems of matching estimators with a fixed number of matches

Songliang Chen and Fang Han

Papers from arXiv.org

Abstract: This paper re-examines the limit theorems of Abadie and Imbens for nearest-neighbor matching estimators of average treatment effects with a fixed number of matches. We establish, for the first time, a non-normalized central limit theorem (CLT) with an explicitly calculated limiting variance. The key ingredients are to prove the convergence of the normalizing statistic appearing in the CLT of Abadie and Imbens to its mean, and to calculate the closed form of the limit of this mean. The former closes a gap in the argument of an unpublished work (Abadie and Imbens, 2002), while the latter resolves a question raised in Abadie and Imbens (2006).

Date: 2024-11, Revised 2026-05
New Economics Papers: this item is included in nep-ecm
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://arxiv.org/pdf/2411.05758 Latest version (application/pdf)

Related works:
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: https://EconPapers.repec.org/RePEc:arx:papers:2411.05758

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().