Liang Jiang, Xiaobin Liu, Peter C. B. Phillips, Yichong Zhang
arXiv 25 May 2020 · Econometrics · publishedThe Review of Economics and Statistics (2021) · 3 citations (OpenAlex)
arXiv:2005.11967 · PDF · DOI · OpenAlex · Extracted main text
This paper examines methods of inference concerning quantile treatment effects (QTEs) in randomized experiments with matched-pairs designs (MPDs). Standard multiplier bootstrap inference fails to capture the negative dependence of observations within each pair and is therefore conservative. Analytical inference involves estimating multiple functional quantities that require several tuning parameters. Instead, this paper proposes two bootstrap methods that can consistently approximate the limit distribution of the original QTE estimator and lessen the burden of tuning parameter choice. Most especially, the inverse propensity score weighted multiplier bootstrap can be implemented without knowledge of pair identities.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Groh, M. and D. J. McKenzie (2016) Macroinsurance for microenterprises: A randomized experiment in post-revolution egypt | 1.000 | 13 | 3 | 100% |
| 2 | Bai, Y., A. Shaikh, and J. P. Romano (2021) Inference in experiments with matched pairs | 0.982 | 19 | 7 | 95% |
| 3 | Hagemann, A (2017) Cluster-robust bootstrap inference in quantile regression models | 0.874 | 5 | 2 | 100% |
| 4 | Bruhn, M. and D. McKenzie (2009) In pursuit of balance: Randomization in practice in development field experiments | 0.737 | 3 | 2 | 100% |
| 5 | Firpo, S (2007) Efficient semiparametric estimation of quantile treatment effects | 0.737 | 3 | 2 | 100% |
| 6 | van der Vaart, A. and J. A. Wellner (1996) Weak Convergence and Empirical Processes | 0.648 | 11 | 3 | 27% |
| 7 | Donald, S. G. and Y.-C. Hsu (2014) Estimation and inference for distribution functions and quantile functions in treatment effect models | 0.644 | 2 | 2 | 100% |
| 8 | Butler, D (2010) Monitoring Bureaucratic Compliance: Using Field Experiments to Improve Governance | 0.644 | 2 | 2 | 100% |
| 9 | Panagopoulos, C. and D. P. Green (2008) Field experiments testing the impact of radio advertisements on electoral competition | 0.644 | 2 | 2 | 100% |
| 10 | Banerjee, A., E. Duflo, R. Glennerster, and C. Kinnan (2015) The miracle of microfinance? evidence from a randomized evaluation | 0.511 | 2 | 1 | 100% |
Showing the top 10 of 39 scored citations.
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