Estimation of complier expected shortfall treatment effects with a binary instrumental variable

DOI10.1016/j.jeconom.2023.105572arXiv2303.12652OpenAlexW4388688065MaRDI QIDQ6152629

Kean Ming Tan, Bo Wei, Xuming He

Publication date: 13 February 2024

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2303.12652

zbMATH Keywords

instrumental variablequantile regressionexpected shortfalldata heterogeneitycomplier expected shortfall effects

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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