This paper shows nonparametric identification of quantile treatment effects (QTE) in the regression discontinuity design. The distributional impacts of social programs such as welfare, education, training programs and unemployment insurance are of large interest to economists. QTE are an...

This paper shows nonparametric identification of quantile treatment effects (QTE) in the regression discontinuity design (RDD) and proposes simple estimators. Quantile treatment effects are a very helpful tool to characterize the effects of certain interventions on the outcome distribution. The...

An important goal when analyzing the causal effect of a treatment on an outcome is to understand the mechanisms through which the treatment causally works. We define a causal mechanism effect of a treatment and the causal effect net of that mechanism using the potential outcomes framework. These...

This paper is motivated by our attempt to answer an empirical question: how is private health insurance take-up in Australia affected by the income threshold at which the Medicare Levy Surcharge (MLS) kicks in? We propose a new difference de-convolution kernel estimator for the location and size...

In this paper we perform inference on the effect of a treatment on survival times in studies where the treatment assignment is not randomized and the assignment time is not known in advance. Two such studies are discussed: a heart transplant program and a study of Swedish unemployed eligible for...

In this paper we highlight an important property of the translog production function for the identification of treatment effects in a model of latent skill formation. We show that when using a translog specification of the skill technology, properly anchored treatment effect estimates are...

This paper is concerned with empirical and theoretical basis of the Efficient Market Hypothesis (EMH). The paper begins with an overview of the statistical properties of asset returns at different frequencies (daily, weekly and monthly), and considers the evidence on return predictability, risk...