کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5097644 1376601 2006 35 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Instrumental quantile regression inference for structural and treatment effect models
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Instrumental quantile regression inference for structural and treatment effect models
چکیده انگلیسی
We introduce a class of instrumental quantile regression methods for heterogeneous treatment effect models and simultaneous equations models with nonadditive errors and offer computable methods for estimation and inference. These methods can be used to evaluate the impact of endogenous variables or treatments on the entire distribution of outcomes. We describe an estimator of the instrumental variable quantile regression process and the set of inference procedures derived from it. We focus our discussion of inference on tests of distributional equality, constancy of effects, conditional dominance, and exogeneity. We apply the procedures to characterize the returns to schooling in the U.S.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Econometrics - Volume 132, Issue 2, June 2006, Pages 491-525
نویسندگان
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