Pages that link to "Item:Q5393913"

The following pages link to An IV Model of Quantile Treatment Effects (Q5393913):

Displaying 50 items.

• Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods (Q98048) (← links)
• Nonparametric IV estimation of local average treatment effects with covariates (Q100500) (← links)
• Generalized quantile treatment effect: a flexible Bayesian approach using quantile ratio smoothing (Q273618) (← links)
• Quantile regression methods for recursive structural equation models (Q278192) (← links)
• Instrumental variable estimation of nonseparable models (Q280226) (← links)
• A discontinuity test for identification in triangular nonseparable models (Q284307) (← links)
• Censored regression quantiles with endogenous regressors (Q288346) (← links)
• Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models (Q288350) (← links)
• Endogeneity in quantile regression models: a control function approach (Q289205) (← links)
• Instrumental variable quantile regression: a robust inference approach (Q290966) (← links)
• Conditional empirical likelihood estimation and inference for quantile regression models (Q290977) (← links)
• Instrumental quantile regression inference for structural and treatment effect models (Q291713) (← links)
• Weak identification robust tests in an instrumental quantile model (Q292141) (← links)
• Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality (Q302115) (← links)
• Identifying the average treatment effect in ordered treatment models without unconfoundedness (Q311633) (← links)
• Nonparametric instrumental variable estimation in practice (Q312371) (← links)
• Iterative algorithm for non parametric estimation of the instrumental variables quantiles (Q397934) (← links)
• Posterior consistency of nonparametric conditional moment restricted models (Q449980) (← links)
• A Hausman-Taylor instrumental variable approach to the penalized estimation of quantile panel models (Q485563) (← links)
• Efficient local IV estimation of an empirical auction model (Q527909) (← links)
• Treatment effect bounds: an application to Swan-Ganz catheterization (Q527935) (← links)
• Quantile treatment effects in the regression discontinuity design (Q527956) (← links)
• On the equivalence of instrumental variables estimators for linear models (Q529797) (← links)
• Identification of unconditional partial effects in nonseparable models (Q617562) (← links)
• Nonparametric estimation of ATE and QTE: an application of fractile graphical analysis (Q642458) (← links)
• Quantile regression for dynamic panel data with fixed effects (Q738001) (← links)
• IV models of ordered choice (Q738094) (← links)
• Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity (Q738104) (← links)
• Tikhonov regularization for nonparametric instrumental variable estimators (Q738136) (← links)
• Confidence intervals for the quantile of treatment effects in randomized experiments (Q738159) (← links)
• Bayesian averaging, prediction and nonnested model selection (Q738162) (← links)
• Two-stage Huber estimation (Q861204) (← links)
• Sieve instrumental variable quantile regression estimation of functional coefficient models (Q898598) (← links)
• An MCMC approach to classical estimation. (Q1398964) (← links)
• Nonparametric identification and estimation of sample selection models under symmetry (Q1652948) (← links)
• Quantile regression for duration models with time-varying regressors (Q1740269) (← links)
• Counterfactual distributions of wages via quantile regression with endogeneity (Q1927105) (← links)
• Extremal quantile treatment effects (Q1990599) (← links)
• A closed-form estimator for quantile treatment effects with endogeneity (Q2000825) (← links)
• Linear IV regression estimators for structural dynamic discrete choice models (Q2024450) (← links)
• Nonparametric estimation of accelerated failure-time models with unobservable confounders and random censoring (Q2074294) (← links)
• Adaptive estimation for some nonparametric instrumental variable models with full independence (Q2074321) (← links)
• Estimating impulse-response functions for macroeconomic models using directional quantiles (Q2151747) (← links)
• Some recent developments in modeling quantile treatment effects (Q2194707) (← links)
• Quantile selection in non-linear GMM quantile models (Q2208865) (← links)
• Identification in nonparametric models for dynamic treatment effects (Q2236887) (← links)
• The identification region of the potential outcome distributions under instrument independence (Q2236893) (← links)
• Identification and estimation of time-varying nonseparable panel data models without stayers (Q2295809) (← links)
• Statistical analysis and evaluation of macroeconomic policies: a selective review (Q2307816) (← links)
• Local average and quantile treatment effects under endogeneity: a review (Q2312975) (← links)