Joint Inference for the Regression Discontinuity Effect and Its External Validity
Journal of Applied Econometrics
Published online on August 03, 2026
Abstract
["Journal of Applied Econometrics, Volume 41, Issue 5, Page 627-640, August 2026. ", "\nABSTRACT\nThe external validity of regression discontinuity designs is crucial for informing policy but is rarely examined in applied work. To advance empirical practice, we propose a joint inference procedure for the treatment effect and its local external validity, captured by the treatment effect derivative (TED), within a robust bias correction framework. We further introduce a locally linear treatment effects assumption, which extends the scope of the TED and enables identification and the construction of a uniform confidence band for extrapolated effects. These methods apply to most empirical studies. Empirical illustrations demonstrate their practical usefulness.\n"]