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Full-Text Articles in Social and Behavioral Sciences
Extremal Quantile Regressions For Selection Models And The Black-White Wage Gap, Xavier D'Haultfoeuille, Arnaud Maurel, Yichong Zhang
Extremal Quantile Regressions For Selection Models And The Black-White Wage Gap, Xavier D'Haultfoeuille, Arnaud Maurel, Yichong Zhang
Research Collection School Of Economics
We consider the estimation of a semiparametric sample selection model without instrument or large support regressor. Identification relies on the independence between the covariates and selection, for arbitrarily large values of the outcome. We propose a simple estimator based on extremal quantile regression and establish its asymptotic normality by extending previous results on extremal quantile regressions to allow for selection. Finally, we apply our method to estimate the black-white wage gap among males from the NLSY79 and NLSY97. We find that premarket factors such as AFQT and family background play a key role in explaining the black-white wage gap.
Extremal Quantile Treatment Effects, Yichong Zhang
Extremal Quantile Treatment Effects, Yichong Zhang
Research Collection School Of Economics
This paper establishes an asymptotic theory and inference method for quantile treatment effect estimators when the quantile index is close to or equal to zero. Such quantile treatment effects are of interest in many applications, such as the effect of maternal smoking on an infant’s adverse birth outcomes. When the quantile index is close to zero, the sparsity of data jeopardizes conventional asymptotic theory and bootstrap inference. When the quantile index is zero, there are no existing inference methods directly applicable in the treatment effect context. This paper addresses both of these issues by proposing new inference methods that are …