Weak convergence of local quantile treatment effect processes
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DOI: 10.1016/j.econlet.2017.10.021
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… read more here.
Keywords: weak convergence; quantile treatment; local quantile;