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Three Essays on Extremal Quantiles.

Zhang, Yichong.

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Three Essays on Extremal Quantiles.

Record Type:	Electronic resources : Monograph/item
Title/Author:	Three Essays on Extremal Quantiles./
Author:	Zhang, Yichong.
Published:	Ann Arbor : ProQuest Dissertations & Theses, : 2016,
Description:	334 p.
Notes:	Source: Dissertation Abstracts International, Volume: 77-09(E), Section: A.
Contained By:	Dissertation Abstracts International77-09A(E).
Subject:	Economic theory. -
Online resource:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=10100858
ISBN:	9781339647289

Three Essays on Extremal Quantiles.
Zhang, Yichong.

Three Essays on Extremal Quantiles. - Ann Arbor : ProQuest Dissertations & Theses, 2016 - 334 p.

Source: Dissertation Abstracts International, Volume: 77-09(E), Section: A.

Thesis (Ph.D.)--Duke University, 2016.

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.

ISBN: 9781339647289Subjects--Topical Terms:

1556984
Economic theory.

Three Essays on Extremal Quantiles.
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100 1 $a Zhang, Yichong. $3 3281245
245 1 0 $a Three Essays on Extremal Quantiles.
260 1 $a Ann Arbor : $b ProQuest Dissertations & Theses, $c 2016
300 $a 334 p.
500 $a Source: Dissertation Abstracts International, Volume: 77-09(E), Section: A.
500 $a Advisers: Shakeeb Khan; Arnaud Maurel.
502 $a Thesis (Ph.D.)--Duke University, 2016.
520 $a 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.
590 $a School code: 0066.
650 4 $a Economic theory. $3 1556984
690 $a 0511
710 2 $a Duke University. $b Economics. $3 1018522
773 0 $t Dissertation Abstracts International $g 77-09A(E).
790 $a 0066
791 $a Ph.D.
792 $a 2016
793 $a English
856 4 0 $u http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=10100858