Testing Continuity of a Density via g-order statistics in the Regression Discontinuity Design

@article{Bugni2018TestingCO,
  title={Testing Continuity of a Density via g-order statistics in the Regression Discontinuity Design},
  author={Federico A. Bugni and Ivan A. Canay},
  journal={arXiv: Econometrics},
  year={2018}
}
In the regression discontinuity design (RDD), it is common practice to assess the credibility of the design by testing the continuity of the density of the running variable at the cut-off, e.g., McCrary (2008). In this paper we propose an approximate sign test for continuity of a density at a point based on the so-called g-order statistics, and study its properties under two complementary asymptotic frameworks. In the first asymptotic framework, the number q of observations local to the cut-off… Expand

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