This paper replaces the earlier independent projects started in 2005, “Inference on Counterfactual Distributions Using Conditional Quantile Models” by Chernozhukov and Fernández-Val, and “Estimation of Counterfactual Distributions Using Quantile Regression” by Melly. We would like to thank the co-editors, five anonymous referees, Isaiah Andrews, Josh Angrist, Manuel Arellano, David Autor, Alexandre Belloni, Moshe Buchinsky, Arun Chandrasekhar, Mingli Chen, Denis Chetverikov, Flavio Cunha, Brigham Frandsen, Jerry Hausman, James Heckman, Michael Jansson, Kengo Kato, Roger Koenker, Joonhwan Lee, Ye Luo, Pierre-Andre Maugis, Justin McCrary, Miikka Rokkanen, and seminar participants at Banff International Research Station Conference on Semiparametric and Nonparametric Methods in Econometrics, Berkeley, Boston University, CEMFI, Columbia, Harvard/MIT, Michigan, MIT, Ohio State, St. Gallen, and the 2008 Winter Econometric Society Meetings for very useful comments that helped improve the paper. Companion software developed by the authors (counterfactual packages for Stata and R) is available from the authors' web sites. We gratefully acknowledge research support from the National Science Foundation.
Inference on Counterfactual Distributions
Article first published online: 13 NOV 2013
© 2013 The Econometric Society
Volume 81, Issue 6, pages 2205–2268, November 2013
How to Cite
Chernozhukov, V., Fernández-Val, I. and Melly, B. (2013), Inference on Counterfactual Distributions. Econometrica, 81: 2205–2268. doi: 10.3982/ECTA10582
- Issue published online: 13 NOV 2013
- Article first published online: 13 NOV 2013
- Manuscript received April, 2009; final revision received November, 2012.
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!