Quantile selection models with an application to understanding changes in wage inequality

M Arellano, S Bonhomme - Econometrica, 2017 - Wiley Online Library
We propose a method to correct for sample selection in quantile regression models.
Selection is modeled via the cumulative distribution function, or copula, of the percentile …

Estimation of heterogeneous individual treatment effects with endogenous treatments

Q Feng, Q Vuong, H Xu - Journal of the American Statistical …, 2020 - Taylor & Francis
This article estimates individual treatment effects (ITE) and its probability distribution in a
triangular model with binary-valued endogenous treatments. Our estimation procedure takes …

A comparison of two qantile models with endogeneity

K Wüthrich - 2014 - econstor.eu
This paper analyzes estimators based on the instrumental variable quantile regression
(IVQR) model (Chernozhukov and Hansen, 2004, 2005, 2006) under the local quantile …

[PDF][PDF] Quantile selection models

M Arellano, S Bonhomme - Walras-Bowley Lecture, North, 2011 - bportugal.pt
We propose a method to correct for sample selection in quantile regression models.
Selection is modelled via the cumulative distribution function, or copula, of the percentile …

Evaluating local average and quantile treatment effects under endogeneity based on instruments: a review

M Huber, K Wüthrich - FSES Working Papers, 2017 - ideas.repec.org
This paper provides a review of methodological advancements in the evaluation of
heterogeneous treatment effect models based on instrumental variable (IV) methods. We …

Essays on Causal Inference with Endogeneity and Missing Data

Q Feng - 2017 - repositories.lib.utexas.edu
This dissertation strives to devise novel yet easy-to-implement estima-tion and inference
procedures for economists to solve complicated real world problems. It provides by far the …

Evaluating local average and quantile treatment effects under endogeneity based on instruments

M Huber, K Wüthrich - 2017 - folia.unifr.ch
This paper provides a review of methodological advancements in the evaluation of
heterogeneous treatment effect models based on instrumental variable (IV) methods. We …

[PDF][PDF] WORKING PAPERS SES

M Huber, K Wüthrich - 2017 - core.ac.uk
This paper provides a review of methodological advancements in the evaluation of
heterogeneous treatment effect models based on instrumental variable (IV) methods. We …

(Partially) Identifying potential outcome distributions in triangular systems

I Mourifie, Y Wan - Available at SSRN 2610369, 2014 - papers.ssrn.com
In this paper we propose a new unifying approach to (partially) identify potential outcome
distributions in a non-separable triangular model with a binary endogenous variable and a …

[引用][C] Nonparametric Estimation and Inference in Econometrics

TC Huang - 2018