We introduce a nonparametric estimator for local quantile treatment effects in the regression discontinuity (RD) design. The procedure uses local distribution regression to estimate the marginal distributions of the potential outcomes. We illustrate the procedure through Monte Carlo simulations...

This paper extends the cross-sectionally augmented panel unit root test (CIPS) proposed by Pesaran (2007) to the case of a multifactor error structure, and proposes a new panel unit root test based on a simple average of cross-sectionally augmented Sargan–Bhargava statistics (CSB). The basic...