Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs

Zhongjun Qu and Jungmo Yoon ()
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Jungmo Yoon: Hanyang University

No wp2015-009, Boston University - Department of Economics - Working Papers Series from Boston University - Department of Economics

Abstract: This paper builds upon conditional quantile processes to develop methods for conducting uni- form inference on quantile treatment effects under sharp regression discontinuity (RD) designs. It begins by developing Score and Wald type tests for a range of hypotheses that are related to treatment significance, homogeneity and unambiguity. It gives conditions under which the asymptotic distributions of these tests are unaffected by the biases from the nonparametric es- timation without requiring under-smoothing. Further, for situations where the conditions can be stringent, the paper develops a procedure that explicitly accounts for the effects of the bi- ases while paying special attention to their estimation uncertainty. The paper also provides a procedure for constructing uniform confidence bands for the quantile treatment effects. As an empirical application, we apply the methods to study the e§ects of cash-on-hand on unemploy- ment durations. The results reveal pronounced treatment heterogeneity and also point to the importance of considering the long-term unemployed.

Keywords: heterogeneity; quantile regression; regression discontinuity; treatment effect; unemployment duration (search for similar items in EconPapers)
JEL-codes: C14 C21 (search for similar items in EconPapers)
Pages: 53
Date: 2015-11-11
New Economics Papers: this item is included in nep-ecm
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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Related works:
Journal Article: Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs (2019)
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