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含协变量的秩相似分位数断点回归：识别与推断AI 解读

This study investigates the identification and inference of quantile treatment effects (QTEs) in a fuzzy regression discontinuity (RD) design under rank similarity . Unlike Frandsen et al. (2012, Journal of Econometrics 168, 382–395), who focus on QTEs only for the compliant subpopulation, our approach can identify QTEs and average treatment effect for the whole population at the threshold. We derived a new set of moment restrictions for the RD model by imposing a local rank…

结果条件平均结构导数的识别与自动去偏机器学习AI 解读

This study proposes a new class of heterogeneous causal quantities, referred to as outcome-conditioned average structural derivatives (OASDs), in a general nonseparable model. An OASD is the average partial effect of a marginal change in a continuous treatment on individuals located on different parts of an outcome distribution, irrespective of individuals’ characteristics. We show that OASDs extend the unconditional quantile partial effects (UQPE) proposed by Firpo, Fortin,…

相关随机系数变换模型的识别与估计AI 解读

This study examines identification and estimation in a correlated random coefficients (CRC) model with an unknown transformation of the dependent variable, namely $\lambda \left (Y^{*}\right)=B_{0}+X^{\prime }B$ , where the latent outcome $Y^{*}$ may be subject to a certain kind of censoring mechanism, $\lambda (\cdot)$ is an unknown, one-to-one monotone function, and the random coefficients $\left (B_{0},B\right)$ are allowed to be correlated with one or several components…