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Abstract This paper considers a quantile regression process in the instrument variable model of Abadie et al. (2002). We extend pointwise analysis of local quantile treatment effects (LQTE) to the quantile… Click to show full abstract
Abstract This paper considers a quantile regression process in the instrument variable model of Abadie et al. (2002). We extend pointwise analysis of local quantile treatment effects (LQTE) to the quantile process by establishing its weak convergence. We discuss the usefulness of our result in the context of hypothesis testing for the LQTE process.
Keywords:
weak convergence;
quantile treatment;
local quantile
Journal Title: Economics Letters
Year Published: 2018
Link to full text (if available)
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Journal Title: Economics Letters
Year Published: 2018
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!