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Non-parametric bounds on quantiles under monotonicity assumptions: with an application to the Italian education returns by Pamela Giustinelli is a Economics, Econometrics and Finance article available to read on EtoBox.
What is Non-parametric bounds on quantiles under monotonicity assumptions: with an application to the Italian education returns about?
Within the inferential context of predicting a distribution of potential outcomes P[y t ] under a uniform treatment assignment t 2 T, this paper deals with partial identification of the ̨-quantile of the distribution of interest Q ̨[y t ] under relatively weak and credible monotonicity-type assumptions on the individual response functions and the population selection process. On the theoretical side, the paper adds to the existing results on non-parametric bounds on quantiles with no prior information and under monotone treatment response (MTR) by introducing and studying the identifying properties of ̨-quantile monotone treatment selection ( ̨-QMTS), ̨-quantile monotone instrumental variables ( ̨-QMIV) and their combinations. The main result parallels that for the mean; MTR and ̨-QMTS aid identification in a complementary fashion, so that combining them greatly increases identification power. The theoretical results are illustrated through an empirical application on the Italian returns to educational qualifications. Bounds on several quantiles of ln(wage) under different qualifications and on quantile treatments effects (QTE) are estimated and compared with parametric quanti
Who reads Non-parametric bounds on quantiles under monotonicity assumptions: with an application to the Italian education returns?
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Author
- Pamela Giustinelli
- Publisher
- John Wiley and Sons; Wiley (John Wiley & Sons); John Wiley & Sons Inc.; Wiley (ISSN 0883-7252)
- Published
- 2010
- Language
- EN
- Field
- Economics, Econometrics and Finance (Social Sciences)