Inference for distributional effects using instrumental quantile regression
Our rough guess is there are 8,250 words in this book.
At a pace averaging 250 words per minute, this book will take 0 hours and 33 minutes to read. With a half hour per day, this will take 1 days to read.
How long will it take you?
This book will take an estimated to read at a reading speed averaging words per minute. With 30 minutes per day, this will take to read.
Enter your reading speedYou can take one of our WPM reading speed tests to find your reading speed.
Create a free account to track your reading progress, build your reading list, and set reading goals.
Author
Contributions
- Hansen, Christian Bailey, 1976- - Contributor
- Massachusetts Institute of Technology. Dept. of Economics - Contributor
Publication
2002 - Massachusetts Institute of Technology, Dept. of Economics, Cambridge, MA, Massachusetts
Language
English
Word Count
8,250 words, Guess
Page Count
33 pages
Identifiers
- Internet Archiveinferencefordist00cher
- OCLC Control Number51760071
- Open LibraryOL24639611M
Description
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.
Subjects
Series Statement
- Working paper series / Massachusetts Institute of Technology, Dept. of Economics -- working paper 02-20
- Working paper (Massachusetts Institute of Technology. Dept. of Economics) -- no. 02-20.
Reader Reviews
No reviews yet for this book.
Be the first to share your thoughts!