Unconditional quantile partial effects under endogeneity

Seminario de investigación del IIEP

Unconditional quantile partial effects under endogeneity

Expositor |  Javier Alejo | IECON-UDELAR-SNI

Abstract

This paper studies identification, estimation and inference of general unconditional quantile partial effects models under endogeneity. When a valid instrument is available, we show that, using a control function approach, the UQPE can be identified through the conditional average of the conditional quantile partial effects, given the unconditional quantile of the dependent variable of interest. We propose a semi-parametric two-step estimator. The first step is based on a control function quantile regression method, and the second step uses a nonparametric estimator to compute the conditional average. This general formulation includes nonparametric regressions and sieve estimators. We apply the proposed methods to estimate the unconditional quantile effects of class size on educational performance.

Coautores: Sergio Firpo (Insper), Antonio Galvao (Michigan State University), Julian Martinez-Iriarte (UC Santa Cruz) y Gabriel Montes-Rojas (CONICET-UBA)

Sobre el expositor

es investigador y docente de la Universidad de la República en Uruguay (UdelaR). Los principales intereses de investigación son la econometría, la economía laboral y la desigualdad. Ha publicado varios artículos en revistas académicas y capítulos de libros sobre estos temas.

Lugar | FCE-UBA | Aula 235