{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,9,25]],"date-time":"2025-09-25T15:02:37Z","timestamp":1758812557893,"version":"3.35.0"},"reference-count":41,"publisher":"Wiley","issue":"1","license":[{"start":{"date-parts":[[2024,10,16]],"date-time":"2024-10-16T00:00:00Z","timestamp":1729036800000},"content-version":"vor","delay-in-days":0,"URL":"http:\/\/creativecommons.org\/licenses\/by-nc-nd\/4.0\/"}],"funder":[{"DOI":"10.13039\/100010663","name":"H2020 European Research Council","doi-asserted-by":"publisher","award":["852332"],"award-info":[{"award-number":["852332"]}],"id":[{"id":"10.13039\/100010663","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":["onlinelibrary.wiley.com"],"crossmark-restriction":true},"short-container-title":["J of Applied Econometrics"],"published-print":{"date-parts":[[2025,1]]},"abstract":"<jats:title>ABSTRACT<\/jats:title><jats:p>We introduce a permutation test for heterogeneous treatment effects based on the quantile process. However, tests based on the quantile process often suffer from estimated nuisance parameters that jeopardize their validity, even in large samples. To overcome this problem, we use Khmaladze's martingale transformation. We show that the permutation test based on the transformed statistic controls size asymptotically. Numerical evidence asserts the good size and power performance of our test procedure compared to other popular quantile\u2010based tests. We discuss a fast implementation algorithm and illustrate our method using experimental data from a welfare reform.<\/jats:p>","DOI":"10.1002\/jae.3093","type":"journal-article","created":{"date-parts":[[2024,10,17]],"date-time":"2024-10-17T05:26:37Z","timestamp":1729142797000},"page":"3-17","update-policy":"https:\/\/doi.org\/10.1002\/crossmark_policy","source":"Crossref","is-referenced-by-count":1,"title":["Quantile\u2010Based Test for Heterogeneous Treatment Effects"],"prefix":"10.1002","volume":"40","author":[{"given":"EunYi","family":"Chung","sequence":"first","affiliation":[{"name":"Department of Economics University of Illinois, Urbana\u2013Champaign  Urbana Illinois USA"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Mauricio","family":"Olivares","sequence":"additional","affiliation":[{"name":"Department of Statistics LMU Munich  Munich Germany"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"311","published-online":{"date-parts":[[2024,10,16]]},"reference":[{"key":"e_1_2_12_2_1","doi-asserted-by":"publisher","DOI":"10.1111\/1468-0262.00270"},{"key":"e_1_2_12_3_1","doi-asserted-by":"publisher","DOI":"10.1162\/003465303322369704"},{"issue":"544","key":"e_1_2_12_4_1","first-page":"1","article-title":"Permutation Tests at Nonparametric Rates","volume":"118","author":"Bertanha M.","year":"2022","journal-title":"Journal of the American Statistical Association"},{"key":"e_1_2_12_5_1","first-page":"373","article-title":"Estimation of a Probability Density Function and Its Derivatives","volume":"40","author":"Bhattacharya P. K.","year":"1967","journal-title":"Sankhy\u0101: The Indian Journal of Statistics, Series A"},{"key":"e_1_2_12_6_1","doi-asserted-by":"publisher","DOI":"10.1257\/aer.96.4.988"},{"key":"e_1_2_12_7_1","doi-asserted-by":"publisher","DOI":"10.1162\/REST_a_00662"},{"key":"e_1_2_12_8_1","unstructured":"Bloom D. S.Scrivener C.Michalopoulos P.Morris R.Hendra D.Adams\u2010Ciardullo andJ.Walter.2002. \u201cJobs First: Final Report on Connecticut's Welfare Reform Initiative.\u201d Manpower Demonstration Research Corporation."},{"key":"e_1_2_12_9_1","doi-asserted-by":"crossref","unstructured":"Chernozhukov V. M.Demirer E.Duflo andI.Fernandez\u2010Val.2018. \u201cGeneric Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments.\u201d National Bureau of Economic Research.","DOI":"10.3386\/w24678"},{"key":"e_1_2_12_10_1","first-page":"253","article-title":"Subsampling Inference on Quantile Regression Processes","volume":"67","author":"Chernozhukov V.","year":"2005","journal-title":"Sankhy\u0101"},{"key":"e_1_2_12_11_1","first-page":"1","article-title":"Fast Algorithms for the Quantile Regression Process","volume":"62","author":"Chernozhukov V.","year":"2020","journal-title":"Empirical Economics"},{"key":"e_1_2_12_12_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2020.09.015"},{"key":"e_1_2_12_13_1","doi-asserted-by":"publisher","DOI":"10.1214\/13-AOS1090"},{"key":"e_1_2_12_14_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2016.01.003"},{"key":"e_1_2_12_15_1","doi-asserted-by":"publisher","DOI":"10.1007\/BF02481097"},{"key":"e_1_2_12_16_1","doi-asserted-by":"publisher","DOI":"10.1162\/rest.90.3.389"},{"key":"e_1_2_12_17_1","doi-asserted-by":"publisher","DOI":"10.1111\/rssb.12124"},{"key":"e_1_2_12_18_1","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176342662"},{"key":"e_1_2_12_19_1","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176342365"},{"key":"e_1_2_12_20_1","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/62.1.5"},{"key":"e_1_2_12_21_1","doi-asserted-by":"publisher","DOI":"10.2307\/3213751"},{"key":"e_1_2_12_22_1","doi-asserted-by":"publisher","DOI":"10.1017\/9781107337008.009"},{"key":"e_1_2_12_23_1","doi-asserted-by":"publisher","DOI":"10.1016\/S0167-7152(97)00043-6"},{"key":"e_1_2_12_24_1","doi-asserted-by":"publisher","DOI":"10.1596\/978-0-8213-8028-4"},{"key":"e_1_2_12_25_1","doi-asserted-by":"publisher","DOI":"10.1137\/1126027"},{"key":"e_1_2_12_26_1","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176349152"},{"key":"e_1_2_12_27_1","unstructured":"Koenker R.2020. \u201cQuantile Regression Methods: An r Vinaigrette.\u201d"},{"key":"e_1_2_12_28_1","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1999.10473882"},{"key":"e_1_2_12_29_1","doi-asserted-by":"publisher","DOI":"10.1111\/1468-0262.00342"},{"volume-title":"Nonparametrics: Statistical Methods Based on Ranks","year":"1974","author":"Lehmann E. L.","key":"e_1_2_12_30_1"},{"key":"e_1_2_12_31_1","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-030-70578-7"},{"key":"e_1_2_12_32_1","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-937X.2005.00350.x"},{"key":"e_1_2_12_33_1","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176349396"},{"key":"e_1_2_12_34_1","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176347022"},{"key":"e_1_2_12_35_1","doi-asserted-by":"publisher","DOI":"10.1214\/ss\/1030037960"},{"key":"e_1_2_12_36_1","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176347007"},{"key":"e_1_2_12_37_1","doi-asserted-by":"publisher","DOI":"10.1111\/j.1468-0262.2005.00615.x"},{"key":"e_1_2_12_38_1","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177697495"},{"key":"e_1_2_12_39_1","doi-asserted-by":"publisher","DOI":"10.1137\/1.9780898719017"},{"key":"e_1_2_12_40_1","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4757-2545-2"},{"key":"e_1_2_12_41_1","doi-asserted-by":"publisher","DOI":"10.1201\/b14876"},{"key":"e_1_2_12_42_1","doi-asserted-by":"publisher","DOI":"10.3982\/QE1323"}],"container-title":["Journal of Applied Econometrics"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/onlinelibrary.wiley.com\/doi\/pdf\/10.1002\/jae.3093","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,2,4]],"date-time":"2025-02-04T06:46:14Z","timestamp":1738651574000},"score":1,"resource":{"primary":{"URL":"https:\/\/onlinelibrary.wiley.com\/doi\/10.1002\/jae.3093"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2024,10,16]]},"references-count":41,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2025,1]]}},"alternative-id":["10.1002\/jae.3093"],"URL":"https:\/\/doi.org\/10.1002\/jae.3093","archive":["Portico"],"relation":{},"ISSN":["0883-7252","1099-1255"],"issn-type":[{"type":"print","value":"0883-7252"},{"type":"electronic","value":"1099-1255"}],"subject":[],"published":{"date-parts":[[2024,10,16]]},"assertion":[{"value":"2022-03-01","order":0,"name":"received","label":"Received","group":{"name":"publication_history","label":"Publication History"}},{"value":"2023-02-19","order":2,"name":"accepted","label":"Accepted","group":{"name":"publication_history","label":"Publication History"}},{"value":"2024-10-16","order":3,"name":"published","label":"Published","group":{"name":"publication_history","label":"Publication History"}}]}}