Three Essays on Extremal Quantiles
dc.contributor.advisor | Khan, Shakeeb | |
dc.contributor.advisor | Maurel, Arnaud | |
dc.contributor.author | Zhang, Yichong | |
dc.date.accessioned | 2016-06-06T14:36:53Z | |
dc.date.available | 2016-06-06T14:36:53Z | |
dc.date.issued | 2016 | |
dc.department | Economics | |
dc.description.abstract | Extremal quantile index is a concept that the quantile index will drift to zero (or one) as the sample size increases. The three chapters of my dissertation consists of three applications of this concept in three distinct econometric problems. In Chapter 2, I use the concept of extremal quantile index to derive new asymptotic properties and inference method for quantile treatment effect estimators when the quantile index of interest is close to zero. In Chapter 3, I rely on the concept of extremal quantile index to achieve identification at infinity of the sample selection models and propose a new inference method. Last, in Chapter 4, I use the concept of extremal quantile index to define an asymptotic trimming scheme which can be used to control the convergence rate of the estimator of the intercept of binary response models. | |
dc.identifier.uri | ||
dc.subject | Economics | |
dc.subject | Extremal | |
dc.subject | Quantiles | |
dc.subject | Treatment | |
dc.title | Three Essays on Extremal Quantiles | |
dc.type | Dissertation |