Inference on Counterfactual Distributions (2009)
Chernozhukov, Victor, Fernandez-Val, Ivan, Melly, Blaise
In this paper we develop procedures for performing inference in regression models about how potential policy interventions affect the entire marginal distribution of an outcome of interest. These...
Identification of treatment effects on the treated with one-sided non-compliance (2008)
Traditional instrumental variable estimators do not generally estimate effects for the treated population but for the unobserved population of compliers. They do identify effects for the treated when...
Privatization and Changes in the Wage Structure - Evidence from Firm Personnel Records (2008)
We investigate the wage effects of privatization using person-level firm-based panel datasets from one privatized and one nonprivatized public sector firm in the same country for the years...
Unconditional quantile treatment effects under endogeneity (2008)
This paper develops IV estimators for unconditional quantile treatment effects (QTE) when the treatment selection is endogenous. In contrast to conditional QTE, i.e. the effects conditional on a...
Estimation of quantile treatment effects with STATA (2008)
In this paper, we discuss the implementation of various estimators proposed to estimate quantile treatment effects (QTE). We distinguish four cases: conditional and unconditional QTE with exogenous...
Quantile treatment effects in the regression discontinuity design (2008)
This paper shows nonparametric identification of quantile treatment effects (QTE) in the regression discontinuity design (RDD) and proposes simple estimators. Quantile treatment effects are a very...
Earnings Effects of Training Programs (2007)
In an evaluation of a job-training program, the influence of the program on the individual earnings capacity is important, because it reflects the program effect on human capital. Estimating these...
Earnings Effects of Training Programs (2007)
In an evaluation of a job-training program, the influence of the program on the individual earnings capacity is important, because it reflects the program effect on human capital. Estimating these...
Rqdeco: a Stata module to decompose differences in distribution (2007)
Rqdeco is a Stata code computing a decomposition of differences in distributions using quantile regression. It is a generalization of the Oaxaca/Blinder decomposition for the mean difference. See:...
Estimation of counterfactual distributions using quantile regression (2006)
This paper proposes estimators of unconditional distribution functions in the presence of covariates. The methods are based on the estimation of the conditional distribution by (parametric or...
Public and private sector wage distributions controlling for endogenous sector choice (2006)
We apply the instrumental quantile regression estimator of Chernozhukov and Hansen (2004b and 2006) to examine the wage structure in the public and private sector in Germany. Assuming exogenous...
Public-Private Sector Wage Differentials in Germany: Evidence from Quantile Regression (2005)
This paper measures and decomposes the differences in earnings distributions between public sector and private sector employees in Germany for the years 1984-2000. Two decomposition methods are used:...
Decomposition of differences in distribution using quantile regression (2005)
Over the last twenty years, many researchers have attempted to explain the determinants of wage inequality. I propose a flexible, intuitive and semiparametric estimator of distribution functions in...
Decomposition of differences in distribution using quantile regression (2004)
Presentation at the annual European Association of Labour Economists (EALE) conference, Lisbon, 10.09.2004 Over the last twenty years, many researchers have attempted to explain the determinants of...
Decomposition of differences in distribution using quantile regression (2004)
Präsentation am Econometric Society European Meeting (ESEM), Madrid, 20.8.2004 Over the last twenty years, many researchers have attempted to explain the determinants of wage inequality. I propose a...
Public-Private Sector Wage Differentials in Germany: Evidence from Quantile Regression (2002)
Presentation at 7eme Colloque des Jeunes Econometres, Mont Sainte Odile, 2.-4.05.2002 This paper measures the differences in earnings distributions between public sector and private sector employees...
Unconditional quantile treatment effects under endogeneity
This paper develops IV estimators for unconditional quantile treatment effects (QTE) when the treatment selection is endogenous. In contrast to conditional QTE, i.e. the effects conditional on a...
Earnings Effects of Training Programs
In an evaluation of a job-training program, the influence of the program on the individual earnings capacity is important, because it reflects the program effect on human capital. Estimating these...
Unconditional Quantile Treatment Effects under Endogeneity
Frölich, Markus, Melly, Blaise
This paper develops IV estimators for unconditional quantile treatment effects (QTE) when the treatment selection is endogenous. In contrast to conditional QTE, i.e. the effects conditional on a...
Earnings Effects of Training Programs
Lechner, Michael, Melly, Blaise
In an evaluation of a job-training program, the influence of the program on the individual earnings capacity is important, because it reflects the program effect on human capital. Estimating these...
Earnings Effects of Training Programs
In an evaluation of a job-training program, the influence of the program on the individual earnings capacity is important, because it reflects the program effect on human capital. Estimating these...
Public Sector Pay Gap in France: New Evidence Using Panel Data
Bargain, Olivier, Melly, Blaise
We estimate the public wage gap in France for the period 1990-2002, both at the mean and at different quantiles of the wage distribution, for men and women separately. We account for unobserved...
Quantile Treatment Effects in the Regression Discontinuity Design
Frölich, Markus, Melly, Blaise
This paper shows nonparametric identification of quantile treatment effects (QTE) in the regression discontinuity design (RDD) and proposes simple estimators. Quantile treatment effects are a very...
Identification of Treatment Effects on the Treated with One-Sided Non-Compliance
Frölich, Markus, Melly, Blaise
Traditional instrumental variable estimators do not generally estimate effects for the treated population but for the unobserved population of compliers. They do identify effects for the treated when...
Public-private sector wage differentials in Germany: Evidence from quantile regression
Quantile regression, public-private wage differential, Germany, J3, J45,
Privatization and Changes in the Wage Structure: Evidence from Firm Personnel Records
Melly, Blaise, Puhani, Patrick A.
We investigate the wage effects of privatization using person-level firm-based panel datasets from one privatized and one nonprivatized public sector firm in the same country for the years...
INFERENCE ON COUNTERFACTUAL DISTRIBUTIONS
VICTOR CHERNOZHUKOV, IVAN FERNANDEZ-VAL, BLAISE MELLY
In this paper we develop procedures to make inference in regression models about how potential policy interventions affect the entire distribution of an outcome variable of interest. These policy...
Inference on counterfactual distributions
Victor Chernozhukov, Ivan Fernandez-Val, Blaise Melly
In this paper we develop procedures for performing inference in regression models about how potential policy interventions affect the entire marginal distribution of an outcome of interest. These...