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标题：A note on the variance of average treatment effects estimators
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作者：Gabriel Montes-Rojas
期刊名称：Economics Bulletin
电子版ISSN：1545-2921
出版年度：2009
卷号：29
期号：4
页码：2937-2943
出版社：Economics Bulletin
摘要：We derive the variance of the Hirano, Imbens and Ridder (Econometrica 66, 315--31, 2003) average treatment effects estimator when the true propensity score is known. This variance is used in the derivation of the variance of a similar two-step estimator, where a M-estimator is used in the first step to estimate the propensity score