期刊
JOURNAL OF ECONOMETRICS
卷 210, 期 2, 页码 405-433出版社
ELSEVIER SCIENCE SA
DOI: 10.1016/j.jeconom.2019.02.005
关键词
Causal inference; Heterogeneous treatment effects; Identification; Regression kink design; Quantile regression; Unemployment duration
The quantile regression kink design (QRKD) is proposed by empirical researchers, but its causal interpretation remains unknown. We show that the QRKD estimand measures a weighted average of heterogeneous marginal effects at respective conditional quantiles of outcome given a designed kink point. We also derive limit processes for the QRKD estimator to conduct statistical inference on heterogeneous treatment effects using the QRKD. Applying our methods to the Continuous Wage and Benefit History Project (CWBH) data, we find heterogeneous positive causal effects of unemployment insurance benefits on unemployment durations. These effects are larger for individuals with longer unemployment durations. (C) 2019 Elsevier B.V. All rights reserved.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据