A comparison of two quantile models with endogeneity
K Wüthrich - Journal of Business & Economic Statistics, 2020 - Taylor & Francis
This article studies the relationship between the two most-used quantile models with
endogeneity: the instrumental variable quantile regression (IVQR) model (Chernozhukov …
endogeneity: the instrumental variable quantile regression (IVQR) model (Chernozhukov …
A closed-form estimator for quantile treatment effects with endogeneity
K Wüthrich - Journal of Econometrics, 2019 - Elsevier
This paper studies the estimation of quantile treatment effects based on the instrumental
variable quantile regression (IVQR) model (Chernozhukov and Hansen, 2005). I develop a …
variable quantile regression (IVQR) model (Chernozhukov and Hansen, 2005). I develop a …
Testing rank similarity in the local average treatment effects model
JH Kim, BG Park - Econometric Reviews, 2022 - Taylor & Francis
This paper develops a test for the rank similarity condition of the nonseparable instrumental
variable quantile regression model using the local average treatment effect model. When the …
variable quantile regression model using the local average treatment effect model. When the …
Instrumental variable quantile regression with misclassification
T Ura - Econometric Theory, 2021 - cambridge.org
This article investigates the instrumental variable quantile regression model (Chernozhukov
and Hansen, 2005, Econometrica 73, 245–261; 2013, Annual Review of Economics, 5, 57 …
and Hansen, 2005, Econometrica 73, 245–261; 2013, Annual Review of Economics, 5, 57 …
Two-way exclusion restrictions in models with heterogeneous treatment effects
S Liu, I Mourifié, Y Wan - The Econometrics Journal, 2020 - academic.oup.com
In this paper, we propose a novel method to identify the conditional average treatment effect
partial derivative (CATE-PD) in an environment in which the treatment is endogenous, the …
partial derivative (CATE-PD) in an environment in which the treatment is endogenous, the …
[PDF][PDF] Treatment effects estimators under misspecification
P Yu - Unpublished Manuscript, 2016 - econen.sufe.edu.cn
We conduct misspecification analyses for four treatment effects estimators, the instrumental
variable estimator (IVE), the instrumental variable quantile regression estimator (IV% QRE) …
variable estimator (IVE), the instrumental variable quantile regression estimator (IV% QRE) …
[PDF][PDF] Appendix to “A comparison of two quantile models with endogeneity”
K Wüthrich - 2018 - tandf.figshare.com
where fY| D= d, Z= z is assumed to be bounded away from zero for (d, z)∈{0, 1}×{0, 1}. Here
I show that when both the IVQR assumptions and the LQTE assumptions hold, their …
I show that when both the IVQR assumptions and the LQTE assumptions hold, their …
[引用][C] ECONOM 9476: Advanced Topics in Econometrics I Department of Economics, University of Missouri
D Kaplan - 2013