Quantile and Distribution Treatment Effects on the Treated with Possibly Non-Continuous Outcomes

Abstract: Quantile and Distribution Treatment effects on the Treated (QTT/DTT) for non-continuous outcomes are either not identified or inference thereon is infeasible using existing methods. By introducing functional index parallel trends and no anticipation assumptions, this paper identifies and provides uniform inference procedures for QTT/DTT. The inference procedure applies under both the canonical two-group and staggered treatment designs with balanced panels, unbalanced panels, or repeated cross-sections. Monte Carlo experiments demonstrate the proposed method's robust and competitive performance, while an empirical application illustrates its practical utility.