dc.contributor.author |
Jiang, Liang |
|
dc.contributor.author |
Liu, Xiaobin |
|
dc.contributor.author |
Phillips, Peter CB |
|
dc.contributor.author |
Zhang, Yichong |
|
dc.date.accessioned |
2022-01-12T22:46:43Z |
|
dc.date.available |
2022-01-12T22:46:43Z |
|
dc.date.issued |
2021-8-9 |
|
dc.identifier.citation |
Review of Economics and Statistics 1-47 09 Aug 2021 |
|
dc.identifier.issn |
0034-6535 |
|
dc.identifier.uri |
https://hdl.handle.net/2292/57975 |
|
dc.description.abstract |
<jats:title>Abstract</jats:title>
<jats:p>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.</jats:p> |
|
dc.language |
en |
|
dc.publisher |
MIT Press - Journals |
|
dc.relation.ispartofseries |
Review of Economics and Statistics |
|
dc.rights |
Items in ResearchSpace are protected by copyright, with all rights reserved, unless otherwise indicated. Previously published items are made available in accordance with the copyright policy of the publisher. |
|
dc.rights.uri |
https://researchspace.auckland.ac.nz/docs/uoa-docs/rights.htm |
|
dc.rights.uri |
https://direct.mit.edu/journals/pages/rights-permissions |
|
dc.subject |
1402 Applied Economics |
|
dc.subject |
1403 Econometrics |
|
dc.title |
Bootstrap Inference for Quantile Treatment Effects in Randomized Experiments with Matched Pairs |
|
dc.type |
Journal Article |
|
dc.identifier.doi |
10.1162/rest_a_01089 |
|
pubs.begin-page |
1 |
|
dc.date.updated |
2021-12-03T05:00:52Z |
|
dc.rights.holder |
Copyright: President and Fellows of Harvard College and the
Massachusetts Institute of Technology |
en |
pubs.end-page |
47 |
|
pubs.publication-status |
Published online |
|
dc.rights.accessrights |
http://purl.org/eprint/accessRights/OpenAccess |
en |
pubs.elements-id |
863901 |
|
dc.identifier.eissn |
1530-9142 |
|
pubs.online-publication-date |
2021-8-9 |
|