Estimation and inference for distribution and quantile functions in endogenous treatment effect models

DOI10.1080/07474938.2020.1847479zbMath1491.62223OpenAlexW3110300034MaRDI QIDQ5862507

Tsung-Chih Lai, Robert P. Lieli, Yu-Chin Hsu

Publication date: 9 March 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2020.1847479

zbMATH Keywords

monotonicitydistribution functionquantile functionmultiplier bootstraplocal quantile treatment effect

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09)

Related Items (2)

Testing for the presence of treatment effect under selection on observables ⋮ Local average and quantile treatment effects under endogeneity: a review

Uses Software

• ivqte

Cites Work

• Efficient Semiparametric Estimation of Quantile Treatment Effects
• Nonparametric IV estimation of local average treatment effects with covariates
• Inverse probability weighted estimation of local average treatment effects: a higher order MSE expansion
• Semiparametric instrumental variable estimation of treatment response models.
• Local average and quantile treatment effects under endogeneity: a review
• Estimation and inference for distribution functions and quantile functions in treatment effect models
• Incorporating covariates in the measurement of welfare and inequality: methods and applications
• Irregular Identification, Support Conditions, and Inverse Weight Estimation
• Semiparametric efficiency in nonlinear LATE models
• Improving point and interval estimators of monotone functions by rearrangement
• Quantile and Probability Curves Without Crossing
• Identification and Estimation of Local Average Treatment Effects
• Estimating Outcome Distributions for Compliers in Instrumental Variables Models
• Bootstrap Tests for Distributional Treatment Effects in Instrumental Variable Models
• Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score
• Instrumental Variables Estimates of the Effect of Subsidized Training on the Quantiles of Trainee Earnings

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