Extremal quantile treatment effects (Q1990599): Difference between revisions

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+Instrumental Variables Estimates of the Effect of Subsidized Training on the Quantiles of Trainee Earnings
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+Large Sample Properties of Matching Estimators for Average Treatment Effects
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+Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
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+Estimation and Inference With Weak, Semi-Strong, and Strong Identification
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+Some asymptotic theory for the bootstrap
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+Likelihood inference in some finite mixture models
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+Extremal quantile regression
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+Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks
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+Inference on Counterfactual Distributions
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+An IV Model of Quantile Treatment Effects
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+Instrumental variable quantile regression: a robust inference approach
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+Likelihood Estimation and Inference in a Class of Nonregular Econometric Models
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+Extremal quantile regressions for selection models and the black-white wage gap
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+On the estimation of the extreme-value index and large quantile estimation
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+Empirical probability plots and statistical inference for nonlinear models in the two-sample case
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+A note on the inverse bootstrap process for large quantiles
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+Limit distributions for linear programming time series estimators
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+Efficient Semiparametric Estimation of Quantile Treatment Effects
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+On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects
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+Nonparametric ``regression'' when errors are positioned at end-points
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+Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score
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+Asymptotic Efficiency in Parametric Structural Models with Parameter-Dependent Support
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+On extreme regression quantiles
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+Semiparametric Efficiency in Multivariate Regression Models with Missing Data
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+The central role of the propensity score in observational studies for causal effects
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+Inference and missing data
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+Bayesian inference for causal effects: The role of randomization
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+Instrumental Variables Regression with Weak Instruments
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+Weak convergence and empirical processes. With applications to statistics
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+Bootstrapping point processes with some applications
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