Showing 41 - 50 of 76
This paper studies the identification of coefficients in generalized linear predictors where the outcome variable suffers from non-classical measurement errors. Combining a mixture model of data errors with the bounding procedure proposed by Stoye (2007), I derive bounds on the coefficient...
Persistent link: https://www.econbiz.de/10010427104
This chapter reviews instrumental variable models of quantile treatment effects. We focus on models that achieve identification through a monotonicity assumption in the treatment choice equation. We discuss the key conditions, the role of control variables as well as the estimands in detail and...
Persistent link: https://www.econbiz.de/10011583291
This paper provides a method to construct simultaneous confidence bands for quantile and quantile effect functions for possibly discrete or mixed discrete-continuous random variables. The construction is generic and does not depend on the nature of the underlying problem. It works in conjunction...
Persistent link: https://www.econbiz.de/10011583293
Persistent link: https://www.econbiz.de/10012082439
The instrumental variable quantile regression (IVQR) model (Chernozhukov and Hansen (2005)) is a popular tool for estimating causal quantile effects with endogenous covariates. However, estimation is complicated by the nonsmoothness and nonconvexity of the IVQR GMM objective function. This paper...
Persistent link: https://www.econbiz.de/10012637255
Die Grünen wollen das Klima und die Umwelt schützen. Was tun sie, wenn sie Regierungsverantwortung innehaben? Anhand der ersten grün-geführten Landesregierung in Baden-Württemberg wird untersucht, wie eine grün-geführte Regierung Umweltziele, wie CO2-Emissionen, und andere Zielgrößen,...
Persistent link: https://www.econbiz.de/10013353492
This paper analyzes estimators based on the instrumental variable quantile regression (IVQR) model (Chernozhukov and Hansen, 2004, 2005, 2006) under the local quantile treatment effects (LQTE) framework (Abadie et al., 2002). I show that the quantile treatment effect (QTE) estimators in the IVQR...
Persistent link: https://www.econbiz.de/10011039182
This paper studies the identification of coefficients in generalized linear predictors where the outcome variable suffers from non-classical measurement errors. Combining a mixture model of data errors with the bounding procedure proposed by Stoye (2007) derive bounds on the coefficient vector...
Persistent link: https://www.econbiz.de/10010836385
We estimate the impact of qualitative job characteristics on self-rated general health and the prevalence of specific illnesses. Using panel data and controlling for individual- specific effects and pre-existing health, we find that the perceived risk of unemployment, but not unemployment per...
Persistent link: https://www.econbiz.de/10013100841
The instrumental variable quantile regression (IVQR) model (Chernozhukov and Hansen (2005)) is a popular tool for estimating causal quantile effects with endogenous covariates. However, estimation is complicated by the nonsmoothness and nonconvexity of the IVQR GMM objective function. This paper...
Persistent link: https://www.econbiz.de/10012598428