Showing 1 - 10 of 127
Persistent link: https://www.econbiz.de/10002025732
Persistent link: https://www.econbiz.de/10002125243
Persistent link: https://www.econbiz.de/10003316414
Persistent link: https://www.econbiz.de/10012819429
This paper gives identification and estimation results for quantile and average effects in nonseparable panel models, when the distribution of period specific disturbances does not vary over time. Bounds are given for interesting effects with discrete regressors that are strictly exogenous or...
Persistent link: https://www.econbiz.de/10003899091
Persistent link: https://www.econbiz.de/10009238868
Quantile regression (QR) is a principal regression method for analyzing the impact of covariates on outcomes. The impact is described by the conditional quantile function and its functionals. In this paper we develop the nonparametric QR series framework, covering many regressors as a special...
Persistent link: https://www.econbiz.de/10009153247
We develop inference procedures for policy analysis based on regression methods. We consider policy interventions that correspond to either changes in the distribution of covariates, or changes in the conditional distribution of the outcome given covariates, or both. Under either of these policy...
Persistent link: https://www.econbiz.de/10009492354
Persistent link: https://www.econbiz.de/10010237411
This paper considers identification and estimation of ceteris paribus effects of con- tinuous regressors in nonseparable panel models with time homogeneity. The effects of interest are derivatives of the average and quantile structural functions of the model. We find that these derivatives are...
Persistent link: https://www.econbiz.de/10010226508