arXiv 20 May 2021 · Econometrics · 1 citations (OpenAlex)
arXiv:2105.09445 · PDF · DOI · OpenAlex · Extracted main text
This paper proposes a new framework to evaluate unconditional quantile effects (UQE) in a data combination model. The UQE measures the effect of a marginal counterfactual change in the unconditional distribution of a covariate on quantiles of the unconditional distribution of a target outcome. Under rank similarity and conditional independence assumptions, we provide a set of identification results for UQEs when the target covariate is continuously distributed and when it is discrete, respectively. Based on these identification results, we propose semiparametric estimators and establish their large sample properties under primitive conditions. Applying our method to a variant of Mincer's earnings function, we study the counterfactual quantile effect of actual work experience on income.
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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 | Firpo, Fortin \ Lemieux (2009) Unconditional Quantile Regressions | 1.000 | 7 | 4 | 100% |
| 2 | Rothe (2012) Partial Distributional Policy Effects | 0.965 | 10 | 5 | 90% |
| 3 | Graham, Pinto \ Egel (2016) Efficient Estimation of Data Combination Models by the Method of Auxiliary-to-Study Tilting (AST) | 0.928 | 4 | 3 | 100% |
| 4 | Fan, Sherman \ Shum (2014) Identifying Treatment Effects under Data Combination | 0.644 | 2 | 2 | 100% |
| 5 | Hirukawa, Murtazashvili \ Prokhorov (2020) Yet Another Look at the Omitted Variable Bias | 0.644 | 2 | 2 | 100% |
| 6 | Newey \ Powell (2003) Instrumental Variable Estimation of Nonparametric Models | 0.511 | 2 | 1 | 100% |
| 7 | Sasaki, Ura \ Zhang (2020) Unconditional Quantile Regression with High Dimensional Data | 0.511 | 2 | 1 | 100% |
| 8 | Angrist \ Krueger (1992) The Effect of Age at School Entry on Educational Attainment: an Application of Instrumental Variables with Moments from Two Samp… | 0.405 | 1 | 1 | 100% |
| 9 | Arellano \ Meghir (1992) Female Labour Supply and On-the-Job Search: an Empirical Model Estimated Using Complementary Data Sets | 0.405 | 1 | 1 | 100% |
| 10 | Blundell, Chen \ Kristensen (2007) Semi-Nonparametric IV estimation of shape-invariant Engel curves | 0.405 | 1 | 1 | 100% |
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