Weak convergence of local quantile treatment effect processes

C-Tier
Journal: Economics Letters
Year: 2018
Volume: 162
Issue: C
Pages: 49-52

Authors (2)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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.

Technical Details

RePEc Handle
repec:eee:ecolet:v:162:y:2018:i:c:p:49-52
Journal Field
General
Author Count
2
Added to Database
2026-01-28