Join BookitisSave favorites, build lists, and follow creators.

Inference for distributional effects using instrumental quantile regression

Work detail

Bookitis Pick
Cover for Inference for distributional effects using instrumental quantile regression
IF
Image source: Open Library
Victor Chernozhukov1 editions

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 of inferences derived from it, focusing on tests of distributional equality, non-constant treatment effects, conditional dominance, and exogeneity. The inference, which is subject to the Durbin problem, is handled via a method of score resampling. The approach is illustrated with a classical supply-demand and a schooling example. Results from both models demonstrate substantial treatment heterogeneity and serve to illustrate the rich variety of hypotheses that can be tested using inference on the instrumental quantile regression process. Keywords: Quantile Regression, Instrumental Quantile Regression, Treatment Effects, Endogeneity, Stochastic Dominance, Hausman Test, Supply-Demand Equations, Returns to Education. JEL Classification: C13, C14, C30, C51, D4, J24, J31.

Overview

Shared work-level identity and catalog context.

1 credited authorSearch language english

Bookitis keeps work pages focused on the shared book identity and the editions that actually belong to it. Unrelated books should not appear here as primary content.

Contributors

People credited with this work in the active catalog.

  • Victor Chernozhukov

    Author profile in the active Bookitis catalog

    Open Author

Editions

Publication-specific versions linked to this work only.