A closed-form estimator for quantile treatment effects with endogeneity

DOI10.1016/j.jeconom.2018.11.017zbMath1452.62966OpenAlexW2913468338MaRDI QIDQ2000825

Kaspar Wüthrich

Publication date: 1 July 2019

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://escholarship.org/uc/item/99n9197q

zbMATH Keywords

instrumental variablesexchangeable bootstrapconditional and unconditional quantile treatment effectsdistribution regression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05)

Related Items (6)

Identification and estimation of triangular models with a binary treatment ⋮ Identification of multi-valued treatment effects with unobserved heterogeneity ⋮ Bounds on distributional treatment effect parameters using panel data with an application on job displacement ⋮ Local average and quantile treatment effects under endogeneity: a review ⋮ Smoothed GMM for quantile models ⋮ INSTRUMENTAL VARIABLE QUANTILE REGRESSION WITH MISCLASSIFICATION

Uses Software

• R

Cites Work

• Efficient Semiparametric Estimation of Quantile Treatment Effects
• Quantile regression methods for recursive structural equation models
• Instrumental variable estimation of nonseparable models
• Endogeneity in quantile regression models: a control function approach
• Instrumental variable quantile regression: a robust inference approach
• Instrumental quantile regression inference for structural and treatment effect models
• Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality
• Quantile treatment effects in the regression discontinuity design
• An MCMC approach to classical estimation.
• Semiparametric instrumental variable estimation of treatment response models.
• Weak convergence and empirical processes. With applications to statistics
• Inference approaches for instrumental variable quantile regression
• Local structural quantile effects in a model with a nonseparable control variable
• Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
• Finite sample inference for quantile regression models
• Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals
• Nonparametric Instrumental Variable Estimation of Structural Quantile Effects
• SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION
• Quantile and Probability Curves Without Crossing
• Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity
• Regression Quantiles
• Identification and Estimation of Local Average Treatment Effects
• The Role of Information and Social Interactions in Retirement Plan Decisions: Evidence from a Randomized Experiment
• Tolerating defiance? Local average treatment effects without monotonicity
• Fuzzy Differences-in-Differences
• Program Evaluation and Causal Inference With High-Dimensional Data
• Identification of Nonseparable Models Using Instruments With Small Support
• Identification of Nonseparable Triangular Models With Discrete Instruments
• Misspecification Testing in a Class of Conditional Distributional Models
• An IV Model of Quantile Treatment Effects
• Inference on Counterfactual Distributions
• Nonparametric Instrumental Variables Estimation of a Quantile Regression Model
• Identification in Nonseparable Models
• Instrumental Variables Estimates of the Effect of Subsidized Training on the Quantiles of Trainee Earnings

This page was built for publication: A closed-form estimator for quantile treatment effects with endogeneity