Melly, Blaise; Wüthrich, Kaspar (March 2016). Local quantile treatment effects (Discussion Papers 16-05). Bern: Department of Economics
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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 by Chernozhukov et al. (2016). Two open research problems are highlighted in the conclusion.
Item Type: |
Working Paper |
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Division/Institute: |
03 Faculty of Business, Economics and Social Sciences > Department of Economics |
UniBE Contributor: |
Melly, Blaise Stéphane, Wüthrich, Kaspar |
Subjects: |
300 Social sciences, sociology & anthropology > 330 Economics |
Series: |
Discussion Papers |
Publisher: |
Department of Economics |
Language: |
English |
Submitter: |
Lars Tschannen |
Date Deposited: |
26 Feb 2021 15:03 |
Last Modified: |
05 Dec 2022 15:40 |
JEL Classification: |
C21, C26 |
BORIS DOI: |
10.48350/145829 |
URI: |
https://boris.unibe.ch/id/eprint/145829 |
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