Unconditional Quantile Treatment Effects Under Endogeneity
نویسندگان
چکیده
منابع مشابه
Evaluating local average and quantile treatment effects under endogeneity based on instruments: a review
This paper provides a review of methodological advancements in the evaluation of heterogeneous treatment effect models based on instrumental variable (IV) methods. We focus on models that achieve identification through a monotonicity assumption on the selection equation and analyze local average and quantile treatment effects for the subpopulation of compliers. We start with a comprehensive dis...
متن کاملUnconditional Quantile Treatment Effects in the Presence of Covariates
Many economic applications have found quantile models useful when the explanatory variables may have varying impacts throughout the distribution of the outcome variable. Traditional quantile estimators provide conditional quantile treatment effects. Typically, we are interested in unconditional quantiles, characterizing the distribution of the outcome variable for different values of the treatm...
متن کاملQuantile Regression with Censoring and Endogeneity
In this paper, we develop a new censored quantile instrumental variable (CQIV) estimator and describe its properties and computation. The CQIV estimator combines Powell (1986) censored quantile regression (CQR) to deal semiparametrically with censoring, with a control variable approach to incorporate endogenous regressors. The CQIV estimator is obtained in two stages that are nonadditive in the...
متن کاملUnderstanding Diamond Pricing Using Unconditional Quantile Regressions
This paper investigates the relationship between the selling price of diamonds and their weight in carats. For this purpose, we use a unique sample of 112,080 certified diamonds collected from www.info-diamond.com during the first week of July 2011. We find substantial differences in pricing depending on cut shape. The price of diamonds increases markedly with the carat weight, with a price ela...
متن کاملTreatment Effects With Censoring and Endogeneity
This paper develops a nonparametric approach to identification and estimation of treatment effects on censored outcomes when treatment may be endogenous and have arbitrarily heterogeneous effects. Identification is based on an instrumental variable that satisfies the exclusion and monotonicity conditions standard in the local average treatment effects framework. The paper proposes a censored qu...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Business & Economic Statistics
سال: 2013
ISSN: 0735-0015,1537-2707
DOI: 10.1080/07350015.2013.803869