統計学輪講（第２回）

日時    2008年 4月15日(火)    15時00分〜16時40分
場所    経済学部新棟３階第３教室
講演者  荒井 洋一 (経済)
演題    Program Evaluation with Nonseparable Models under Weak
Monotonicity Restriction

概要：

In this paper we consider program evaluation with nonseparable models
under weak monotonicity restriction. Our method is applicable to not only
cross-sectional data but also time series data. We propose the local
average treatment effect (LATE) under weak monotonicity restriction when
treatment is continuous and endogenous. We present an estimator of the
LATE based on the local linear regression method and establish the
asymptotic normality of the estimator under a weak dependence
assumption. Our approach is illustrated by the foreign exchange market
intervention. This is a joint work with Hidehiko Ichimura.