Chernozhukov, Victor; Fernández-Val, Iván; Melly, Blaise - Centre for Microdata Methods and Practice (CEMMAP) - 2013
for function-valued effects of the counterfactual changes, including the effects on the entire distribution and quantile … the main regression methods including classical, quantile, duration and distribution regressions. We illustrate the … alternative to quantile regression. We establish functional central limit theorems and bootstrap validity results for the …