Estimation of complier expected shortfall treatment effects with a binary instrumental variable
Bo Wei, Kean Ming Tan, Xuming He
| Year of publication: |
2024
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| Authors: | Wei, Bo ; Tan, Kean Ming ; He, Xuming |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ZDB-ID 1460617-3. - Vol. 238.2024, 2, Art.-No. 105572, p. 1-27
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| Subject: | Complier expected shortfall effects | Data heterogeneity | Expected shortfall | Instrumental variable | Quantile regression | Risikomaß | Risk measure | Theorie | Theory | IV-Schätzung | Instrumental variables | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Nichtparametrisches Verfahren | Nonparametric statistics | Erwartungsbildung | Expectation formation | Kausalanalyse | Causality analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2023.105572 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015073859