Endogeneity in quantile regression models: a control function approach (Q289205): Difference between revisions

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+Instrumental Variables Estimates of the Effect of Subsidized Training on the Quantiles of Trainee Earnings
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+Two Stage Least Absolute Deviations Estimators
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+Semiparametric Regression
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+Endogeneity in Semiparametric Binary Response Models
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+Censored regression quantiles with endogenous regressors
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+Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
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+Nonparametric estimates of regression quantiles and their local Bahadur representation
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+An IV Model of Quantile Treatment Effects
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+Instrumental quantile regression inference for structural and treatment effect models
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+Identification in Nonseparable Models
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+Nonparametric Identification under Discrete Variation
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+Instrumental values
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+Monotone B-Spline Smoothing
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+Inference in Censored Models with Endogenous Regressors
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+Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity
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+Two‐stage quantile regression when the first stage is based on quantile regression
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+Regression Quantiles
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+EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL
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+Quantile regression methods for recursive structural equation models
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+Convergence rates and asymptotic normality for series estimators
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+Nonparametric Estimation of Triangular Simultaneous Equations Models
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+The Asymptotic Normality of Two-Stage Least Absolute Deviations Estimators
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+Least absolute deviations estimation for the censored regression model
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+Censored regression quantiles
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+Root-N-Consistent Semiparametric Regression
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+Weak convergence and empirical processes. With applications to statistics
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+On M-processes and M-estimation
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