An IV Model of Quantile Treatment Effects
From MaRDI portal
Publication:5393913
DOI10.1111/j.1468-0262.2005.00570.xzbMath1152.91706OpenAlexW2007856058MaRDI QIDQ5393913
No author found.
Publication date: 24 October 2006
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1721.1/63774
identificationendogeneitynonlinear modelquantile regressionsimultaneous equationsmonotone likelihood ratiopartial identificationinstrumental regressionbounded completeness
Applications of statistics to economics (62P20) Nonparametric estimation (62G05) Statistical methods; economic indices and measures (91B82)
Related Items
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, 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, Ensemble and calibration multiply robust estimation for quantile treatment effect, 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, Local structural quantile effects in a model with a nonseparable control variable, Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality, 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, WHAT DO QUANTILE REGRESSIONS IDENTIFY FOR GENERAL STRUCTURAL FUNCTIONS?, Identifying the average treatment effect in ordered treatment models without unconfoundedness, Nonparametric instrumental variable estimation in practice, Nonparametric instrumental variables estimation for efficiency frontier, GLOBAL IDENTIFICATION IN NONLINEAR MODELS WITH MOMENT RESTRICTIONS, Estimating impulse-response functions for macroeconomic models using directional quantiles, Nonparametric identification and estimation of sample selection models under symmetry, Quantile-Optimal Treatment Regimes, Two-stage Huber estimation, Sampling Lasso quantile regression for large-scale data, 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, 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, Nonparametric Tests for the Effect of a Treatment on the Conditional Variance, Counterfactual distributions of wages via quantile regression with endogeneity, Control functions in nonseparable simultaneous equations models, UNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTION, Iterative algorithm for non parametric estimation of the instrumental variables quantiles, Identification of unconditional partial effects in nonseparable models, ON USING LINEAR QUANTILE REGRESSIONS FOR CAUSAL INFERENCE, A robust test of exogeneity based on quantile regressions, An MCMC approach to classical estimation., Smoothed quantile regression with large-scale inference, Some recent developments in modeling quantile treatment effects, Sieve instrumental variable quantile regression estimation of functional coefficient models, SPECIFICATION TESTING IN NONPARAMETRIC INSTRUMENTAL QUANTILE REGRESSION, Quantile selection in non-linear GMM quantile models, Nonparametric estimation of ATE and QTE: an application of fractile graphical analysis, Posterior consistency of nonparametric conditional moment restricted models, A NEW FRAMEWORK FOR THE ANALYSIS OF INEQUALITY, SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION, DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS, Partial identification by extending subdistributions, A Hausman-Taylor instrumental variable approach to the penalized estimation of quantile panel models, Estimation of Heterogeneous Individual Treatment Effects With Endogenous Treatments, Quantile regression for duration models with time-varying regressors, Identification in nonparametric models for dynamic treatment effects, The identification region of the potential outcome distributions under instrument independence, NONPARAMETRIC IDENTIFICATION USING INSTRUMENTAL VARIABLES: SUFFICIENT CONDITIONS FOR COMPLETENESS, Extremal quantile treatment effects, Identification and estimation of local average derivatives in non-separable models without monotonicity, 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, 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, A closed-form estimator for quantile treatment effects with endogeneity, SHARP BOUNDS ON THE DISTRIBUTION OF TREATMENT EFFECTS AND THEIR STATISTICAL INFERENCE, Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods, Nonparametric IV estimation of local average treatment effects with covariates, Linear IV regression estimators for structural dynamic discrete choice models, 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, Quantile regression for dynamic panel data with fixed effects, IV models of ordered choice, Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity, Tikhonov regularization for nonparametric instrumental variable estimators, Confidence intervals for the quantile of treatment effects in randomized experiments, Bayesian averaging, prediction and nonnested model selection, Partial Identification of the Average Treatment Effect Using Instrumental Variables: Review of Methods for Binary Instruments, Treatments, and Outcomes, Identification and estimation of time-varying nonseparable panel data models without stayers, Non‐parametric Quantile Regression with Censored Data, QUANTILE REGRESSION WITH MISMEASURED COVARIATES, Statistical analysis and evaluation of macroeconomic policies: a selective review, Local average and quantile treatment effects under endogeneity: a review, Nonparametric estimation of accelerated failure-time models with unobservable confounders and random censoring, Adaptive estimation for some nonparametric instrumental variable models with full independence, ESTIMATION OF BINARY CHOICE MODELS WITH LINEAR INDEX AND DUMMY ENDOGENOUS VARIABLES, 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, Unconditional and Conditional Quantile Treatment Effect: Identification Strategies and Interpretations, Quantile treatment effect estimation with dimension reduction, Functional Sequential Treatment Allocation, Efficient estimation of a triangular system of equations for quantile regression, A structural analysis of simple contracts, Identifying Effects of Multiple Treatments in the Presence of Unmeasured Confounding, Discussion on “Instrumented Difference-in-Differences” by Ting Ye, Ashkan Ertefaie, James Flory, Sean Hennessy, and Dylan S. Small, A nonparametric instrumental approach to confounding in competing risks models, Analysis of wildfires and their extremes via spatial quantile autoregressive model, Regression Discontinuity Designs With a Continuous Treatment, Partial identification in nonseparable binary response models with endogenous regressors, Inference on individual treatment effects in nonseparable triangular models, Testing rank similarity in the local average treatment effects model, Nonparametric identification and estimation of heterogeneous causal effects under conditional independence, Estimation of complier expected shortfall treatment effects with a binary instrumental variable, TESTING FOR UNOBSERVED HETEROGENEOUS TREATMENT EFFECTS WITH OBSERVATIONAL DATA, Estimation of treatment effects under endogenous heteroskedasticity, Identification and estimation of triangular models with a binary treatment, Identification and Estimation of Multinomial Choice Models with Latent Special Covariates, Panel Data Quantile Regression for Treatment Effect Models, Identification of multi-valued treatment effects with unobserved heterogeneity, Endogeneity in weakly separable models without monotonicity, Matching points: supplementing instruments with covariates in triangular models, Sharp bounds in the latent index selection model, A computational approach to identification of treatment effects for policy evaluation, Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence, THE TRANSMISSION MECHANISM IN GOOD AND BAD TIMES, On independence conditions in nonseparable models: observable and unobservable instruments, QUANTILE TREATMENT EFFECTS IN REGRESSION KINK DESIGNS, INSTRUMENTAL VARIABLE QUANTILE REGRESSION WITH MISCLASSIFICATION, Quantile structural treatment effects: application to smoking wage penalty and its determinants, A simple test of completeness in a class of nonparametric specification