A Martingale Representation for Matching Estimators

Alberto Abadie and Guido Imbens

No 4073, IZA Discussion Papers from Institute of Labor Economics (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: treatment effects; martingales; matching; hot-deck imputation (search for similar items in EconPapers)
JEL-codes: C13 C14 C21 (search for similar items in EconPapers)
Pages: 14 pages
Date: 2009-03
New Economics Papers: this item is included in nep-ecm
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Citations: View citations in EconPapers (1)

Published - published in: Journal of the American Statistical Association, 2012, 107 (498), 833-843

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Related works:
Journal Article: A Martingale Representation for Matching Estimators (2012)
Working Paper: A Martingale Representation for Matching Estimators (2009)
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