Arbeitspapier

Local quantile treatment effects

This chapter reviews instrumental variable models of quantile treatment effects. We focus on models that achieve identification through a monotonicity assumption in the treatment choice equation. We discuss the key conditions, the role of control variables as well as the estimands in detail and review the literature on estimation and inference. Then we consider extensions to multiple and continuous instruments, to the regression discontinuity design, and discuss the testability of the assumptions. Finally, we compare this approach to the alternative instrumental variable approach reviewed by Chernozhukov et al. (2016). Two open research problems are highlighted in the conclusion

Language
Englisch

Bibliographic citation
Series: Discussion Papers ; No. 16-05

Classification
Wirtschaft
Single Equation Models; Single Variables: Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions
Single Equation Models: Single Variables: Instrumental Variables (IV) Estimation
Subject
instrumental variables
local quantile treatment effects
monotonicity
compliers

Event
Geistige Schöpfung
(who)
Melly, Blaise
Wüthrich, Kaspar
Event
Veröffentlichung
(who)
University of Bern, Department of Economics
(where)
Bern
(when)
2016

Handle
Last update
20.09.2024, 8:22 AM CEST

Data provider

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Object type

  • Arbeitspapier

Associated

  • Melly, Blaise
  • Wüthrich, Kaspar
  • University of Bern, Department of Economics

Time of origin

  • 2016

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