Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7349463 | Economics Letters | 2018 | 4 Pages |
Abstract
This paper considers a quantile regression process in the instrument variable model of Abadie et al. (2002). We extend pointwise analysis of local quantile treatment effects (LQTE) to the quantile process by establishing its weak convergence. We discuss the usefulness of our result in the context of hypothesis testing for the LQTE process.
Keywords
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Ju Hyun Kim, Byoung G. Park,