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This paper introduces an instrumental variables estimator for the effect of a binary treatment on the quantiles of potential outcomes. The quantile treatment effects (QTE) estimator accommodates exogenous covariates and reduces to quantile regression as a special case when treatment status is...
Persistent link: https://www.econbiz.de/10013215680
Instrumental variables (IV) estimation of a demand equation using time series data is shown to produce a weighted … derivative estimation to models with endogenous regressors. The paper also shows how to compute the weights underlying IV …
Persistent link: https://www.econbiz.de/10013310025