Estimation of complier expected shortfall treatment effects with a binary instrumental variable
Year of publication: |
2024
|
---|---|
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
|
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 |
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