An IV Model of Quantile Treatment Effects
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Cited in
(only showing first 100 items - show all)- Nonparametric IV estimation of local average treatment effects with covariates
- An MCMC approach to classical estimation.
- Nonparametric identification and estimation of sample selection models under symmetry
- Quantile regression for duration models with time-varying regressors
- Weak convergence of local quantile treatment effect processes
- Counterfactual distributions of wages via quantile regression with endogeneity
- Extremal quantile treatment effects
- A closed-form estimator for quantile treatment effects with endogeneity
- Linear IV regression estimators for structural dynamic discrete choice models
- Nonparametric estimation of accelerated failure-time models with unobservable confounders and random censoring
- Adaptive estimation for some nonparametric instrumental variable models with full independence
- Estimating impulse-response functions for macroeconomic models using directional quantiles
- Some recent developments in modeling quantile treatment effects
- Quantile selection in non-linear GMM quantile models
- Identification in nonparametric models for dynamic treatment effects
- The identification region of the potential outcome distributions under instrument independence
- Identification and estimation of time-varying nonseparable panel data models without stayers
- Statistical analysis and evaluation of macroeconomic policies: a selective review
- Local average and quantile treatment effects under endogeneity: a review
- Identification and wavelet estimation of weighted ATE under discontinuous and kink incentive assignment mechanisms
- Editorial: Quantile regression
- Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions
- Smoothed GMM for quantile models
- Quantiles via moments
- Partial identification of the treatment effect distribution and its functionals
- A note on the robustness of quantile treatment effect estimands
- Quantile regression with censoring and endogeneity
- Identification in a generalization of bivariate probit models with dummy endogenous regressors
- What can we learn about the racial gap in the presence of sample selection?
- Examples of \(L^2\)-complete and boundedly-complete distributions
- Injectivity of a class of integral operators with compactly supported kernels
- Estimating and testing a quantile regression model with interactive effects
- Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression
- Specification analysis of linear quantile models
- Local structural quantile effects in a model with a nonseparable control variable
- Finite sample inference for quantile regression models
- Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative
- An integrated maximum score estimator for a generalized censored quantile regression model
- Nonparametric instrumental variables estimation for efficiency frontier
- Smoothed quantile regression with large-scale inference
- Factor instrumental variable quantile regression
- Generalized quantile treatment effect: a flexible Bayesian approach using quantile ratio smoothing
- Quantile regression methods for recursive structural equation models
- Instrumental variable estimation of nonseparable models
- A discontinuity test for identification in triangular nonseparable models
- Estimation of binary choice models with linear index and dummy endogenous variables
- Censored regression quantiles with endogenous regressors
- Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models
- Endogeneity in quantile regression models: a control function approach
- Global identification in nonlinear models with moment restrictions
- Instrumental variable quantile regression: a robust inference approach
- Conditional empirical likelihood estimation and inference for quantile regression models
- Instrumental quantile regression inference for structural and treatment effect models
- Weak identification robust tests in an instrumental quantile model
- SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION
- Dynamic linear panel regression models with interactive fixed effects
- Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality
- On the completeness condition in nonparametric instrumental problems
- Identification and estimation by penalization in nonparametric instrumental regression
- On rate optimality for ill-posed inverse problems in econometrics
- Identifying the average treatment effect in ordered treatment models without unconfoundedness
- Nonparametric instrumental variable estimation in practice
- Uniform bias study and Bahadur representation for local polynomial estimators of the conditional quantile function
- Estimation of Heterogeneous Individual Treatment Effects With Endogenous Treatments
- What do quantile regressions identify for general structural functions?
- A NEW FRAMEWORK FOR THE ANALYSIS OF INEQUALITY
- Identification and estimation of local average derivatives in non-separable models without monotonicity
- Sharp bounds on the distribution of treatment effects and their statistical inference
- QUANTILE REGRESSION WITH MISMEASURED COVARIATES
- Iterative algorithm for non parametric estimation of the instrumental variables quantiles
- Posterior consistency of nonparametric conditional moment restricted models
- Quantile-optimal treatment regimes
- Sampling Lasso quantile regression for large-scale data
- Nonparametric Tests for the Effect of a Treatment on the Conditional Variance
- Control functions in nonseparable simultaneous equations models
- IV quantile regression for group-level treatments, with an application to the distributional effects of trade
- Partial identification by extending subdistributions
- Nonparametric identification using instrumental variables: sufficient conditions for completeness
- A Hausman-Taylor instrumental variable approach to the penalized estimation of quantile panel models
- Partial Identification of the Average Treatment Effect Using Instrumental Variables: Review of Methods for Binary Instruments, Treatments, and Outcomes
- Ensemble and calibration multiply robust estimation for quantile treatment effect
- Identification and identification failure for treatment effects using structural systems
- Nonparametric weighted average quantile derivative
- Inconsistency transmission and variance reduction in two-stage quantile regression
- A robust test of exogeneity based on quantile regressions
- Specification testing in nonparametric instrumental quantile regression
- Decentralization estimators for instrumental variable quantile regression models
- Unconditional and Conditional Quantile Treatment Effect: Identification Strategies and Interpretations
- Efficient local IV estimation of an empirical auction model
- Treatment effect bounds: an application to Swan-Ganz catheterization
- Quantile treatment effects in the regression discontinuity design
- On the equivalence of instrumental variables estimators for linear models
- On using linear quantile regressions for causal inference
- Treatment effects with censoring and endogeneity
- Non‐parametric Quantile Regression with Censored Data
- Instrumental Variables Estimates of the Effect of Subsidized Training on the Quantiles of Trainee Earnings
- The transmission mechanism in good and bad times
- Quantile treatment effects in regression kink designs
- INSTRUMENTAL VARIABLE QUANTILE REGRESSION WITH MISCLASSIFICATION
- Welfare gains of the poor: an endogenous Bayesian approach with spatial random effects
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