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dc.contributor.authorFrölich, Markusen_US
dc.contributor.authorMelly, Blaiseen_US
dc.date.accessioned2008-07-02en_US
dc.date.accessioned2010-07-07T11:33:11Z-
dc.date.available2010-07-07T11:33:11Z-
dc.date.issued2008en_US
dc.identifier.urihttp://hdl.handle.net/10419/35065-
dc.description.abstractThis paper develops IV estimators for unconditional quantile treatment effects (QTE) when the treatment selection is endogenous. In contrast to conditional QTE, i.e. the effects conditional on a large number of covariates X, the unconditional QTE summarize the effects of a treatment for the entire population. They are usually of most interest in policy evaluations because the results can easily be conveyed and summarized. Last but not least, unconditional QTE can be estimated at vn rate without any parametric assumption, which is obviously impossible for conditional QTE (unless all X are discrete). In this paper we extend the identification of unconditional QTE to endogenous treatments. Identification is based on a monotonicity assumption in the treatment choice equation and is achieved without any functional form restriction. Several types of estimators are proposed: regression, propensity score and weighting estimators. Root n consistency, asymptotic normality and attainment of the semiparametric efficiency bound are shown for our weighting estimator, which is extremely simple to implement. We also show that including covariates in the estimation is not only necessary for consistency when the instrumental variable is itself confounded but also for efficiency when the instrument is valid unconditionally. Monte Carlo simulations and two empirical applications illustrate the use of the proposed estimators.en_US
dc.language.isoengen_US
dc.publisherIZA Bonnen_US
dc.relation.ispartofseriesIZA Discussion Papers 3288en_US
dc.subject.jelC13en_US
dc.subject.ddc330en_US
dc.subject.keywordQuantile treatment effectsen_US
dc.subject.keywordnonparametric regressionen_US
dc.subject.keywordinstrumental variablesen_US
dc.subject.stwNichtparametrisches Verfahrenen_US
dc.subject.stwInstrumentalvariablen-Schätzmethodeen_US
dc.subject.stwMaßzahlen_US
dc.subject.stwTheorieen_US
dc.titleUnconditional quantile treatment effects under endogeneityen_US
dc.typeWorking Paperen_US
dc.identifier.ppn559866828en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
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