Unconditional Quantile Treatment Effects Under Endogeneity

Journal of Business and Economic Statistics

Volumn 31, Issue 3, 2013, Pages 346-357

  Frölich, Markus ^a,c   Melly, Blaise ^b  

^a UNIVERSITY OF MANNHEIM   (Germany)

^b UNIVERSITY OF BERN   (Switzerland)

^c IZA   (Germany)

Author keywords

Instrumental variables; Local average treatment effect (LATE); Nonparametric regression

Indexed keywords

EID: 84885007413     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.2013.803869     Document Type: Article

References (47)

1. Abadie, A. 2002. "Bootstrap Tests for Distributional Treatment Effects in Instrumental Variable Models,". Journal of the American Statistical Association, 97: 284 - 292.
2. Abadie, A. 2003. "Semiparametric Instrumental Variable Estimation of Treatment Response Models,". Journal of Econometrics, 113: 231 - 263.
3. Abadie, A., Angrist, J. and Imbens, G. 2002. "Instrumental Variables Estimates of the Effect of Subsidized Training on the Quantiles of Trainee Earnings,". Econometrica, 70: 91 - 117.
4. Angrist, J., Chernozhukov, V. and Fernández-Val, I. 2006. "Quantile Regression Under Misspecification, With an Application to the U.S. Wage Structure,". Econometrica, 74: 539 - 563.
5. Angrist, J. and Evans, W. 1998. "Children and Their Parents Labor Supply: Evidence From Exogeneous Variation in Family Size,". American Economic Review, 88: 450 - 477.
6. Buchinsky, M. 1994. "Changes in the U.S. Wage Structure 1963-1987: Application of Quantile Regression,". Econometrica, 62: 405 - 458.
7. Chaudhuri, P. 1991. "Global Nonparametric Estimation of Conditional Quantile Functions and Their Derivatives,". Journal of Multivariate Analysis, 39: 246 - 269.
8. Chernozhukov, V., Fernandez-Val, I. and Galichon, A. 2010. "Quantile and Probability Curves Without Crossing,". Econometrica, 78: 1093 - 1125.
9. Chernozhukov, V., Fernández-Val, I. and Melly, B. 2007. "Inference on Counterfactual Distributions,". Econometrica, forthcoming
10. Chernozhukov, V. and Hansen, C. 2005. "An IV Model of Quantile Treatment Effects,". Econometrica, 73: 245 - 261.
11. Chernozhukov, V. 2006. "Instrumental Quantile Regression Inference for Structural and Treatment Effect Models,". Journal of Econometrics, 132: 491 - 525.
12. Chernozhukov, V. 2008. "Instrumental Variable Quantile Regression: A Robust Inference Approach,". Journal of Econometrics, 142: 379 - 398.
13. Chernozhukov, V., Imbens, G. and Newey, W. 2007. "Instrumental Variable Estimation of Nonseparable Models,". Journal of Econometrics, 139: 4 - 14.
14. Chesher, A. 2003. "Identification in Nonseparable Models,". Econometrica, 71: 1405 - 1441.
15. Chesher, A. 2005. "Nonparametric Identification Under Discrete Variation,". Econometrica, 73: 1525 - 1550.
16. Chesher, A. 2010. "Instrumental Variables Models for Discrete Outcomes,". Econometrica, 78: 575 - 601.
17. Doksum, K. 1974. "Empirical Probability Plots and Statistical Inference for Nonlinear Models in the Two-Sample Case,". The Annals of Statistics, 2: 267 - 277.
18. Fan, J. 1993. "Local Linear Regression Smoothers and Their Minimax Efficiency,". The Annals of Statistics, 21: 196 - 216.
19. Firpo, S. 2007. "Efficient Semiparametric Estimation of Quantile Treatment Effects,". Econometrica, 75: 259 - 276.
20. Firpo, S., Fortin, N. and Lemieux, T. 2007. "Unconditional Quantile Regressions,". Econometrica, 77: 953 - 973.
21. Frölich, M. 2007a. "Nonparametric IV Estimation of Local Average Treatment Effects With Covariates,". Journal of Econometrics, 139: 35 - 75.
22. Frölich, M. 2007b. "Propensity Score Matching Without Conditional Independence Assumption - With an Application to the Gender Wage Gap in the UK,". Econometrics Journal, 10: 359 - 407.
23. Frölich, M. 2008. "Parametric and Nonparametric Regression in the Presence of Endogenous Control Variables,". International Statistical Review, 76: 214 - 227.
24. Gozalo, P. and Linton, O. 2000. "Local Nonlinear Least Squares: Using Parametric Information in Nonparametric Regression,". Journal of Econometrics, 99: 63 - 106.
25. Guntenbrunner, C. and Jurečková, J. 1992. "Regression Quantile and Regression Rank Score Process in the Linear Model and Derived Statistics,". The Annals of Statistics, 20: 305 - 330.
26. Hall, P., Wolff, R. C. L. and Yao, Q. 1999. "Methods for Estimating a Conditional Distribution Function,". Journal of the American Statistical Association, 94: 154 - 163.
27. Hirano, K., Imbens, G. and Ridder, G. 2003. "Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score,". Econometrica, 71: 1161 - 1189.
28. Horowitz, J. and Lee, S. 2007. "Nonparametric Instrumental Variables Estimation of a Quantile Regression Model,". Econometrica, 75: 1191 - 1208.
29. Imbens, G. and Angrist, J. 1994. "Identification and Estimation of Local Average Treatment Effects,". Econometrica, 62: 467 - 475.
30. Imbens, G. and Newey, W. 2009. "Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity,". Econometrica, 77: 1481 - 1512.
31. Kitagawa, T. 2009. "Identification Region of the Potential Outcome Distributions Under Instrument Independence,". Cemmap Working Paper, CWP30/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
32. Koenker, R. 2005. Quantile Regression, Cambridge: Cambridge University Press.
33. Koenker, R. and Bassett, G. 1978. "Regression Quantiles,". Econometrica, 46: 33 - 50.
34. Koenker, R. and Xiao, Z. 2002. "Inference on the Quantile Regression Process,". Econometrica, 70: 1583 - 1612.
35. Lehmann, E. 1974. Nonparametrics: Statistical Methods Based on Ranks, San Francisco, CA: Holden-Day.
36. Lundberg, S. 2005. "Men and Islands: Dealing With the Family in Empirical Labor Economics,". Labour Economics, 12: 591 - 612.
37. Lundberg, S. and Rose, E. 2002. "The Effects of Sons and Daughters on Men's Labor Supply and Wages,". Review of Economics and Statistics, 84: 251 - 268.
38. Masry, E. 1996. "Multivariate Local Polynomial Regression for Time Series: Uniform Strong Consistency and Rates,". Journal of Time Series Analysis, 17: 571 - 599.
39. Newey, W. 1994. "The Asymptotic Variance of Semiparametric Estimators,". Econometrica, 62: 1349 - 1382.
40. Powell, J. 1986. "Censored Regression Quantiles,". Journal of Econometrics, 32: 143 - 155.
41. Racine, J. and Li, Q. 2004. "Nonparametric Estimation of Regression Functions With Both Categorical and Continuous Data,". Journal of Econometrics, 119: 99 - 130.
42. Reynolds, M., Schieve, L., Martin, J., Jeng, G. and Macaluso, M. 2003. "Trends in Multiple Births Conceived Using Assisted Reproductive Technology, United States, 1997-2000,". Pediatrics, 111: 1159 - 1162.
43. Rosenzweig, M. and Wolpin, K. 1980. "Testing the Quantity-Quality Model: The Use of Twins as a Natural Experiment,". Econometrica, 48: 227 - 240.
44. Rothe, C. 2010. "Identification of Unconditional Partial Effects in Nonseparable Models,". Economics Letters, 109: 171 - 174.
45. Ruppert, D. and Wand, M. 1994. "Multivariate Locally Weighted Least Squares Regression,". The Annals of Statistics, 22: 1346 - 1370.
46. Vere, J. 2011. "Fertility and Parents' Labour Supply: New Evidence From US Census Data,". Oxford Economic Papers, 63: 211 - 231.
47. Zhu, B.-P. and Le, T. 2003. "Effect of Interpregnancy Interval on Infant Low Birth Weight: A Retrospective Cohort Study Using the Michigan Maternally Linked Birth Database,". Maternal and Child Health Journal, 7: 169 - 178.