4 citations · 4 across the 4 of their papers we have counts for
4 papers
Endogenous Heteroskedasticity in Linear Models
Javier Alejo, Antonio F. Galvao, Julian Martinez-Iriarte +1
Linear regressions with endogeneity are widely used to estimate causal effects. This paper studies a framework that involves two common practical issues: endogeneity of the regress…
Sensitivity Analysis in Unconditional Quantile Effects
Julian Martinez-Iriarte
This paper proposes a framework to analyze the effects of counterfactual policies on the unconditional quantiles of an outcome variable. For a given counterfactual policy, we obtai…
Unconditional Quantile Partial Effects via Conditional Quantile Regression
Javier Alejo, Antonio F. Galvao, Julian Martinez-Iriarte +1
This paper develops a semi-parametric procedure for estimation of unconditional quantile partial effects using quantile regression coefficients. The estimator is based on an identi…
Unconditional Effects of General Policy Interventions
Julian Martinez-Iriarte, Gabriel Montes-Rojas, Yixiao Sun
This paper studies the unconditional effects of a general policy intervention, which includes location-scale shifts and simultaneous shifts as special cases. The location-scale shi…