Estimation of complier expected shortfall treatment effects with a binary instrumental variable (Q6152629)
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scientific article; zbMATH DE number 7803954
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| English | Estimation of complier expected shortfall treatment effects with a binary instrumental variable |
scientific article; zbMATH DE number 7803954 |
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Estimation of complier expected shortfall treatment effects with a binary instrumental variable (English)
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13 February 2024
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quantile regression
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instrumental variable
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expected shortfall
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data heterogeneity
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complier expected shortfall effects
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