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Re: st: stata code for CIC model by Athey and Imbens


From   Jorge Eduardo Pérez Pérez <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: stata code for CIC model by Athey and Imbens
Date   Mon, 13 Dec 2010 15:15:33 -0500

You might also want to check Blaise Melly's software:

http://www.econ.brown.edu/fac/Blaise_Melly/code_ivqte.html

_______________________
Jorge Eduardo Pérez Pérez



2010/12/13 Jorge Eduardo Pérez Pérez <[email protected]>:
> The Stata code does not seem to be available from the authors yet, but
> they have some Matlab code:
>
> http://kuznets.fas.harvard.edu/~athey/cicprograms.zip
>
> _______________________
> Jorge Eduardo Pérez Pérez
>
>
>
>
> On Mon, Dec 13, 2010 at 7:51 AM, Grave, Barbara
> <[email protected]> wrote:
>> Hi,
>> I want to estimate quantile treatment effects. I found the Change-in-Changes (CIC) estimator developed by Athey and Imbens in their Econometrica 2006 paper "Identification and Inference in Nonlinear Difference-in-Differences Models". Does anyone know the Stata code for the CIC?
>> Thanks for helping,
>> Barbara
>>
>>
>> __________________________________________________
>> Barbara S. Grave
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