This paper studies estimation of conditional and unconditional quantile treatment effects based on the instrumental … variable quantile regression (IVQR) model (Chernozhukov and Hansen, 2004, 2005, 2006). I introduce a class of semiparametric …

We develop a nonparametric instrumental variable approach for the estimation of average treatment effects on hazard …

We develop a nonparametric instrumental variable approach for the estimation of average treatment effects on hazard …

form predictive relationships are approximately sparse. This assumption allows the use of regularization and selection … methods to estimate those relations, and we provide methods for post-regularization and post-selection inference that are … delta method, and (3) provide results for sparsity-based estimation of regression functions for function-valued outcomes. …

We propose a Bayesian nonparametric instrumental variable approach that allows us to correct for endogeneity bias in …

In the first part of the paper, we consider estimation and inference on policy relevant treatment effects, such as … allows estimation and inference for a wide variety of treatment parameters to proceed after selection of an appropriate set …