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Author: Hidehiko Ichimura
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Hidehiko Ichimura, Taisuke Otsu and Joseph Altonji
This paper studies nonparametric estimation of d-dimensional conditional quantile functions and their derivatives in the tails. We investigate asymptotic properties of the local and global nonparametric quantile regressi...Read more...
26 November 2019
Hidehiko Ichimura and Oliver Linton
We investigate the performance of a class of semiparametric estimators of the treatment effect via asymptotic expansions. We derive approximations to the first two moments of the estimator that are valid to 'second order...Read more...