Weak convergence of local quantile treatment effect processes

Ju Hyun Kim and Byoung Park

Economics Letters, 2018, vol. 162, issue C, 49-52

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: Treatment effects; Quantile regression; Endogeneity; Semiparametric model; Weak convergence; Bootstrap (search for similar items in EconPapers)
JEL-codes: C13 C14 C15 C35 C36 (search for similar items in EconPapers)
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:162:y:2018:i:c:p:49-52

DOI: 10.1016/j.econlet.2017.10.021

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