Frölich, Markus; Melly, Blaise - In: Journal of Business & Economic Statistics 31 (2013) 3, pp. 346-357
This article develops estimators for unconditional quantile treatment effects when the treatment selection is endogenous. We use an instrumental variable (IV) to solve for the endogeneity of the binary treatment variable. Identification is based on a monotonicity assumption in the treatment...