We propose an alternative ('dual regression') to the quantile regression process for the global estimation of conditional distribution functions under minimal assumptions.
In this paper, we propose a doubly robust method to present the heterogeneity of the average treatment e ffect with respect to observed covariates of interest.
This paper proposes a bootstrap-based procedure to build confidence intervals for single components of a partially identified parameter vector, and for smooth functions of such components, in moment (in)equality models.
Multivalued treatment models have only been studied so far under restrictive assumptions: ordered choice, or more recently unordered monotonicity. We show how marginal treatment effects can be identified in a more general class of models.
Event
16 July 2015 at 11:00<p>Store Street, London, WC1E 7BT</p>
On Thursday 16 July, the IFS will publish its detailed annual report on living standards, poverty and inequality in the UK, funded by the Joseph Rowntree Foundation.
This paper studies inference of preference parameters in semiparametric discrete choice models when these parameters are not point-identified and the identified set is characterized by a class of conditional moment inequalities.
This paper considers the problem of testing many moment inequalities where the number of moment inequalities, denoted by p, is possibly much larger than the sample size n.
This article for Prospect magazine discusses the impact of the recession on rich and poor, young and old, and asks if we really are all in it together.
Event
15 July 2014 at 11:00<p>Store Street, London, WC1E 7BT</p>
On Tuesday 15 July, the IFS will publish its detailed annual report on
living standards, poverty and inequality in the UK, funded by the
Joseph Rowntree Foundation.
