Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/149118
Authors: 
Melly, Blaise
Wüthrich, Kaspar
Year of Publication: 
2016
Series/Report no.: 
Discussion Papers 16-05
Abstract: 
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 review the literature on estimation and inference. Then we consider extensions to multiple and continuous instruments, to the regression discontinuity design, and discuss the testability of the assumptions. Finally, we compare this approach to the alternative instrumental variable approach reviewed by Chernozhukov et al. (2016). Two open research problems are highlighted in the conclusion
Subjects: 
instrumental variables
local quantile treatment effects
monotonicity
compliers
JEL: 
C21
C26
Document Type: 
Working Paper
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