A closed-form estimator for quantile treatment effects with endogeneity

DOI10.1016/J.JECONOM.2018.11.017zbMATH Open1452.62966OpenAlexW2913468338MaRDI QIDQ2000825FDOQ2000825

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

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zbMATH Keywords

instrumental variablesexchangeable bootstrapconditional and unconditional quantile treatment effectsdistribution regression

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (10)

• Semiparametric instrumental variable estimation of treatment response models.
• Smoothed GMM for quantile models
• Identification and estimation of triangular models with a binary treatment
• 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
• INSTRUMENTAL VARIABLE QUANTILE REGRESSION WITH MISCLASSIFICATION
• Identification of multi-valued treatment effects with unobserved heterogeneity
• Dynamic Network Quantile Regression Model
• A Comparison of Two Quantile Models With Endogeneity
• A note on the robustness of quantile treatment effect estimands

Uses Software

• R

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