Journal of Business and Economic Statistics · 2009 · 88 citations · 31 references
Social SciencesBiostatisticsEconomicsCausal InferenceEconometricsLabor EconomicsCausal Effect EstimationEstimation TheoryGeneralized Method Of MomentsInferential StatisticsAsymptotic Distribution TheoryCausal Effects IdentificationDistribution TheoryInverse Probability WeightingMethod Of Moments EstimationSequential Causal Inference
This article reviews inverse selection probability weighting to estimate dynamic causal effects. A distribution theory based on sequential generalized method of moments estimation is proposed and the method is applied to a reevaluation of some parts of the Swiss active labor market policy to obtain new results and discuss several issues about the implementation of the estimation procedure.
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Large Sample Properties of Generalized Method of Moments Estimators
Lars Peter Hansen · Econometrica · 1982 · 13.9K citations