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• W2073545875 abstract "We introduce a class of instrumental quantile regression methods for heterogeneous treatment effect models and simultaneous equations models with nonadditive errors and offer computable methods for estimation and inference. These methods can be used to evaluate the impact of endogenous variables or treatments on the entire distribution of outcomes. We describe an estimator of the instrumental variable quantile regression process and the set of inference procedures derived from it. We focus our discussion of inference on tests of distributional equality, constancy of effects, conditional dominance, and exogeneity. We apply the procedures to characterize the returns to schooling in the U.S." @default.
• W2073545875 created "2016-06-24" @default.
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• W2073545875 date "2006-06-01" @default.
• W2073545875 modified "2023-10-18" @default.
• W2073545875 title "Instrumental quantile regression inference for structural and treatment effect models" @default.
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• W2073545875 doi "https://doi.org/10.1016/j.jeconom.2005.02.009" @default.
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