Stahlschmidt, Stephan; Eckardt, Matthias; Härdle, … - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2014
expectile treatment eects provide more ecient estimates and these theoretical results are broadened by a simulation and … subsequent analysis of the classic LaLonde data. Whereas quantile and expectile treatment eects perform comparably on extreme … its quantile equivalent and under favourable conditions to less than 2=3. In the LaLonde data expectile treatment eects …