Local Quantile Treatment Effects

Melly, Blaise Stéphane; Wüthrich, Kaspar (2017). Local Quantile Treatment Effects. In: Koenker, Roger; Chernozhukov, Victor; He, Xuming; Peng, Limin (eds.) Handbook of Quantile Regression (pp. 145-164). Chapman and Hall/CRC

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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 in Chapter 9 of this handbook. Two open research problems are highlighted in the conclusion.

Item Type:

Book Section (Book Chapter)

Division/Institute:

03 Faculty of Business, Economics and Social Sciences > Department of Economics

UniBE Contributor:

Melly, Blaise Stéphane and Wüthrich, Kaspar

Subjects:

300 Social sciences, sociology & anthropology > 330 Economics
300 Social sciences, sociology & anthropology > 310 Statistics

ISBN:

978-1-4987-2528-6

Publisher:

Chapman and Hall/CRC

Language:

English

Submitter:

Blaise Stéphane Melly

Date Deposited:

14 May 2018 10:14

Last Modified:

14 May 2018 10:14

BORIS DOI:

10.7892/boris.112858

URI:

https://boris.unibe.ch/id/eprint/112858

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