Weak convergence of local quantile treatment effect processes

Ju Hyun Kim; Byoung G. Park

doi:10.1016/j.econlet.2017.10.021

Weak convergence of local quantile treatment effect processes

Ju Hyun Kim
, Byoung G. Park

Economics

University at Albany

University of North Carolina at Chapel Hill

Research output: Contribution to journal › Article › peer-review

1 Scopus citations

Abstract

This paper considers a quantile regression process in the instrument variable model of Abadie et al. (2002). We extend pointwise analysis of local quantile treatment effects (LQTE) to the quantile process by establishing its weak convergence. We discuss the usefulness of our result in the context of hypothesis testing for the LQTE process.

Original language	English
Pages (from-to)	49-52
Number of pages	4
Journal	Economics Letters
Volume	162
DOIs	https://doi.org/10.1016/j.econlet.2017.10.021
State	Published - Jan 2018

Keywords

Bootstrap
Endogeneity
Quantile regression
Semiparametric model
Treatment effects
Weak convergence

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10.1016/j.econlet.2017.10.021

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title = "Weak convergence of local quantile treatment effect processes",

abstract = "This paper considers a quantile regression process in the instrument variable model of Abadie et al. (2002). We extend pointwise analysis of local quantile treatment effects (LQTE) to the quantile process by establishing its weak convergence. We discuss the usefulness of our result in the context of hypothesis testing for the LQTE process.",

keywords = "Bootstrap, Endogeneity, Quantile regression, Semiparametric model, Treatment effects, Weak convergence",

author = "Kim, \{Ju Hyun\} and Park, \{Byoung G.\}",

note = "Publisher Copyright: {\textcopyright} 2017 Elsevier B.V.",

year = "2018",

month = jan,

doi = "10.1016/j.econlet.2017.10.021",

language = "English",

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T1 - Weak convergence of local quantile treatment effect processes

AU - Kim, Ju Hyun

AU - Park, Byoung G.

PY - 2018/1

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N2 - This paper considers a quantile regression process in the instrument variable model of Abadie et al. (2002). We extend pointwise analysis of local quantile treatment effects (LQTE) to the quantile process by establishing its weak convergence. We discuss the usefulness of our result in the context of hypothesis testing for the LQTE process.

AB - This paper considers a quantile regression process in the instrument variable model of Abadie et al. (2002). We extend pointwise analysis of local quantile treatment effects (LQTE) to the quantile process by establishing its weak convergence. We discuss the usefulness of our result in the context of hypothesis testing for the LQTE process.

KW - Bootstrap

KW - Endogeneity

KW - Quantile regression

KW - Semiparametric model

KW - Treatment effects

KW - Weak convergence

UR - https://www.scopus.com/pages/publications/85033590875

U2 - 10.1016/j.econlet.2017.10.021

DO - 10.1016/j.econlet.2017.10.021

M3 - Article

SN - 0165-1765

VL - 162

SP - 49

EP - 52

JO - Economics Letters

JF - Economics Letters

ER -

Weak convergence of local quantile treatment effect processes

Abstract

Keywords

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