Showing 1 - 10 of 6,235
functionals are provided. I apply my method to reanalyze the effect of 401(k) plans on individual savings behavior. …
Persistent link: https://www.econbiz.de/10011297659
Persistent link: https://www.econbiz.de/10012504094
Persistent link: https://www.econbiz.de/10009785972
We propose robust methods for inference on the effect of a treatment variable on a scalar outcome in the presence of very many controls. Our setting is a partially linear model with possibly non-Gaussian and heteroscedastic disturbances where the number of controls may be much larger than the...
Persistent link: https://www.econbiz.de/10009747934
Persistent link: https://www.econbiz.de/10010532071
Persistent link: https://www.econbiz.de/10012303514
Persistent link: https://www.econbiz.de/10012385269
Persistent link: https://www.econbiz.de/10013440510
This paper analyzes estimators based on the instrumental variable quantile regression (IVQR) model (Chernozhukov and Hansen, 2004, 2005, 2006) under the local quantile treatment effects (LQTE) framework (Abadie et al., 2002). I show that the quantile treatment effect (QTE) estimators in the IVQR...
Persistent link: https://www.econbiz.de/10010437770
We develop a nonparametric instrumental variable approach for the estimation of average treatment effects on hazard rates and conditional survival probabilities, without model structure. We derive constructive identification proofs for average treatment effects under noncompliance and dynamic...
Persistent link: https://www.econbiz.de/10011453442