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Identifying the average treatment effect in ordered treatment models without unconfoundedness
Lewbel, Arthur; Yang, Thomas Tao - In: Journal of econometrics 195 (2016) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10011705228
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On the identification of structural linear functionals
Escanciano, Juan Carlos; Li, Wei - 2013
regression. Some examples illustrate the wide applicability and utility of our identification result, including bounds and a new … identification condition for point-evaluation functionals. The main ideas are illustrated with an empirical application of the effect …
Persistent link: https://www.econbiz.de/10010368214
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On the identification of structural linear functionals
Escanciano, Juan Carlos; Li, Wei - 2013
regression. Some examples illustrate the wide applicability and utility of our identification result, including bounds and a new … identification condition for point-evaluation functionals. The main ideas are illustrated with an empirical application of the effect …
Persistent link: https://www.econbiz.de/10010188249
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A comparison of two qantile models with endogeneity
Wüthrich, Kaspar - 2014
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/10011420621
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Wild Bootstrap for Fuzzy Regression Discontinuity Designs: Obtaining Robust Bias-Corrected Confidence Intervals
He, Yang; Bartalotti, Otávio - 2019
This paper develops a novel wild bootstrap procedure to construct robust bias-corrected (RBC) valid confidence intervals (CIs) for fuzzy regression discontinuity designs, providing an intuitive complement to existing RBC methods. The CIs generated by this procedure are valid under conditions...
Persistent link: https://www.econbiz.de/10012179994
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A comparison of two qantile models with endogeneity
Wüthrich, Kaspar - 2014
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
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Wild bootstrap for fuzzy regression discontinuity designs : obtaining robust bias-corrected confidence intervals
He, Yang; Bartalotti, Otávio - 2019
This paper develops a novel wild bootstrap procedure to construct robust bias-corrected (RBC) valid confidence intervals (CIs) for fuzzy regression discontinuity designs, providing an intuitive complement to existing RBC methods. The CIs generated by this procedure are valid under conditions...
Persistent link: https://www.econbiz.de/10012139158
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A Comparison of two Quantile Models with Endogeneity
Wüthrich, Kaspar - Department Volkswirtschaftlehre, Universität Bern - 2014
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/10011039182
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Threshold Regression with Endogeneity
Yu, Ping; Phillips, Peter C.B. - Cowles Foundation for Research in Economics, Yale University - 2014
components rely on the same data, which prima facie suggests identification failure. But, as shown here, the discontinuity … identification for the structural coefficients in the usual way, but raising convergence rates for the threshold effect parameters …
Persistent link: https://www.econbiz.de/10011096433
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Nonstandard Estimation of Inverse Conditional Density-Weighted Expectations
Goh, Chuan - University of Toronto, Department of Economics - 2009
This paper is concerned with the semiparametric estimation of function means that are scaled by an unknown conditional … procedure proposed here to a semiparametric binary-choice model are suggestive of good small-sample performance. …
Persistent link: https://www.econbiz.de/10008566421