@techreport{NBERt0229,
 title = "Instrumental Variables Estimation of Quantile Treatment Effects",
 author = "Alberto Abadie and Joshua D. Angrist and Guido W. Imbens",
 institution = "National Bureau of Economic Research",
 type = "Working Paper",
 series = "Technical Working Paper Series",
 number = "229",
 year = "1998",
 month = "March",
 URL = "http://www.nber.org/papers/t0229",
 abstract = {This paper introduces an instrumental variables estimator for the effect of a binary treatment on the quantiles of potential outcomes.  The quantile treatment effects (QTE) estimator accommodates exogenous covariates and reduces to quantile regression as a special case when treatment status is exogenous. Asymptotic distribution theory and computational methods are derived.  QTE minimizes a piecewise linear objective function for which a local minimum can be obtained using a modified Barrodale-Roberts algorithm.  The QTE estimator is illustrated by estimating the effect of childbearing on the distribution of family income.},
}