Weak convergence of local quantile treatment effect processes
Sign Up to like & getrecommendations! Published in 2018 at "Economics Letters"
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;
Quantile Treatment Effects in the Presence of Covariates
Sign Up to like & getrecommendations! Published in 2020 at "Review of Economics and Statistics"
DOI: 10.1162/rest_a_00858
Abstract: This paper proposes a method to estimate unconditional quantile treatment effects (QTEs) given one or more treatment variables, which may be discrete or continuous, even when it is necessary to condition on covariates. The estimator,… read more here.
Keywords: quantile treatment; quantile regression; treatment; effects presence ... See more keywords