Instrumental quantile regression inference for structural and treatment effect models
From MaRDI portal
Publication:291713
DOI10.1016/J.JECONOM.2005.02.009zbMath1337.62353OpenAlexW2073545875MaRDI QIDQ291713
F. Blanchet-Sadri, M. Dambrine
Publication date: 10 June 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2005.02.009
endogeneitystochastic dominancetreatment effectsHausman testinstrumental quantile regressionreturns to educationstructural estimationsupply-demand equations with random elasticity
Related Items (70)
Quantile regression for general spatial panel data models with fixed effects ⋮ Censored regression quantiles with endogenous regressors ⋮ Endogeneity in quantile regression models: a control function approach ⋮ Instrumental variable quantile regression: a robust inference approach ⋮ Conditional empirical likelihood estimation and inference for quantile regression models ⋮ Weak identification robust tests in an instrumental quantile model ⋮ Local structural quantile effects in a model with a nonseparable control variable ⋮ Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality ⋮ Finite sample inference for quantile regression models ⋮ Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative ⋮ Asymmetric Laplace regression: maximum likelihood, maximum entropy and quantile regression ⋮ Estimating impulse-response functions for macroeconomic models using directional quantiles ⋮ Semiparametric Estimators for Limited Dependent Variable (LDV) Models with Endogenous Regressors ⋮ Quantile regression for massive data with network-induced dependence, and application to the New York statewide planning and research cooperative system ⋮ Disentangling moral hazard and adverse selection in private health insurance ⋮ Inconsistency transmission and variance reduction in two-stage quantile regression ⋮ Analysis of interactive fixed effects dynamic linear panel regression with measurement error ⋮ Counterfactual distributions of wages via quantile regression with endogeneity ⋮ Inference approaches for instrumental variable quantile regression ⋮ Spatial-temporal Model with Heterogeneous Random Effects ⋮ Tests for distributional treatment effects under unconfoundedness ⋮ A nonparametric instrumental approach to confounding in competing risks models ⋮ A robust test of exogeneity based on quantile regressions ⋮ Analysis of wildfires and their extremes via spatial quantile autoregressive model ⋮ Two-step estimation of censored quantile regression for duration models with time-varying regressors ⋮ Single-index Thresholding in Quantile Regression ⋮ Smoothed quantile regression with large-scale inference ⋮ Some recent developments in modeling quantile treatment effects ⋮ Sieve instrumental variable quantile regression estimation of functional coefficient models ⋮ Estimation of treatment effects under endogenous heteroskedasticity ⋮ Identification and estimation of triangular models with a binary treatment ⋮ Factor instrumental variable quantile regression ⋮ Panel Data Quantile Regression for Treatment Effect Models ⋮ Estimation and bootstrapping under spatiotemporal models with unobserved heterogeneity ⋮ Identification of multi-valued treatment effects with unobserved heterogeneity ⋮ Endogeneity in weakly separable models without monotonicity ⋮ Threshold regression with endogeneity ⋮ Quantile regression with censoring and sample selection ⋮ Quantile selection in non-linear GMM quantile models ⋮ SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION ⋮ A Hausman-Taylor instrumental variable approach to the penalized estimation of quantile panel models ⋮ Estimation of Heterogeneous Individual Treatment Effects With Endogenous Treatments ⋮ Quantile regression for duration models with time-varying regressors ⋮ Bayesian analysis of dynamic panel data by penalized quantile regression ⋮ Quantile regression models with factor‐augmented predictors and information criterion ⋮ A simple approach to quantile regression for panel data ⋮ On Testing the Equality of Mean and Quantile Effects ⋮ On the equivalence of instrumental variables estimators for linear models ⋮ A closed-form estimator for quantile treatment effects with endogeneity ⋮ Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods ⋮ Penalized quantile regression for dynamic panel data ⋮ A semiparametric quantile panel data model with an application to estimating the growth effect of FDI ⋮ Estimation of random coefficients logit demand models with interactive fixed effects ⋮ Sequential estimation of censored quantile regression models ⋮ Estimating and testing a quantile regression model with interactive effects ⋮ Editorial. Annals issue on forecasting -- guest editors' introduction ⋮ Quantile regression for dynamic panel data with fixed effects ⋮ Confidence intervals for the quantile of treatment effects in randomized experiments ⋮ Robust estimation with many instruments ⋮ Measurement errors in quantile regression models ⋮ Semiparametric estimation of a censored regression model with endogeneity ⋮ Threshold quantile autoregressive models ⋮ ON THE PROPERTIES OF QUANTILE REGRESSION FOR DYNAMIC PANEL DATA MODEL USING TWO-STAGE APPROACH ⋮ TWO-STAGE QUANTILE REGRESSION FOR DYNAMIC PANEL DATA MODELS WITH FIXED EFFECTS: MONTE CARLO SIMULATION STUDY ⋮ Smoothed GMM for quantile models ⋮ Quantiles via moments ⋮ Common threshold in quantile regressions with an application to pricing for reputation ⋮ Moment estimation for censored quantile regression ⋮ A spatial panel quantile model with unobserved heterogeneity ⋮ Penalized quantile regression for spatial panel data with fixed effects
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Censored regression quantiles
- Asymptotic behavior of regression quantiles in non-stationary, dependent cases
- Errors in variables in simultaneous equation models
- Subsampling
- Empirical probability plots and statistical inference for nonlinear models in the two-sample case
- An MCMC approach to classical estimation.
- The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
- Asymptotic efficiency in estimation with conditional moment restrictions
- Weak convergence and empirical processes. With applications to statistics
- Weak convergence of the sample distribution function when parameters are estimated
- The Asymptotic Normality of Two-Stage Least Absolute Deviations Estimators
- Homeomorphisms of Compact, Convex Sets and the Jacobian Matrix
- Two Stage Least Absolute Deviations Estimators
- The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation Model
- Regression Quantiles
- Specification Tests in Econometrics
- Asymptotic Statistics
- Identification and Estimation of Local Average Treatment Effects
- Two-stage regression quantiles and two-stage trimmed least squares estimators for structural equation models
- Bootstrap Tests for Distributional Treatment Effects in Instrumental Variable Models
- Three-Step Censored Quantile Regression and Extramarital Affairs
- On an Analog of Regression Analysis
- An IV Model of Quantile Treatment Effects
- Inference in Censored Models with Endogenous Regressors
- Inference on the Quantile Regression Process
- Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
This page was built for publication: Instrumental quantile regression inference for structural and treatment effect models