This paper describes a randomization-based inference procedure for the distribution or quantiles of potential outcomes for a binary treatment and instrument. The method imposes no parametric model for the treatment effect, and remains valid for small n, a weak instrument, or inference on tail...

This paper reviews recent developments in methods for dealing with weak instruments (IVs) in IV regression models. The focus is more on tests (and confidence intervals derived from tests) than estimators. The paper also presents new testing results under many weak IV asymptotics, which are...

This paper tests for robust multidimensional poverty comparisons across six countries of the West African Economic and Monetary Union (WAEMU). Two dimensions are considered, nutritional status and assets. The estimation of the asset index is based on two factorial analysis methods. The first...

This paper develops a semi-parametric Bayesian regression model for estimating heterogeneous treatment effects from observational data. Standard nonlinear regression models, which may work quite well for prediction, can yield badly biased estimates of treatment effects when fit to data with...

In this paper we describe how quantile regression can be used to evaluate the impact of treatment on the entire distribution of outcomes, when the treatment is endogenous or selected in relation to potential outcomes. We describe an instrumental variable quantile regression process and the set...

A wide variety of important distributional hypotheses can be assessed using the empirical quantile regression processes. In this paper, a very simple and practical resampling test is offered as an alternative to inference based on Khmaladzation, as developed in Koenker and Xiao (2002). This...

This paper is concerned with tests of restrictions on the sample path of conditional quantile processes. These tests are tantamount to assessments of lack of fit for models of conditional quantile functions or more generally as tests of how certain covariates affect the distribution of an...

We provide a test for the specification of a structural model without identifying assumptions. We show the equivalence of several natural formulations of correct specification, which we take as our null hypothesis. From a natural empirical version of the latter, we derive a Kolmogorov-Smirnov...

We propose an easily implementable test of the validity of a set of theoretical restrictions on the relationship between economic variables, which do not necessarily identify the data generating process. The restrictions can be derived from any model of interactions, allowing censoring and...

This paper provides a new approach to constructing confidence intervals for nonparametric drift and diffusion functions in the continuous-time diffusion model via empirical likelihood (EL). The log EL ratios are constructed through the estimating equations satisfied by the local linear...