Efficient estimation of a triangular system of equations for quantile regression

DOI10.1016/J.ECONLET.2023.111085MaRDI QIDQ6047330zbMATH OpenOpenAlexFDO

Authors Sungwon Lee

Publication date 12 September 2023

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2023.111085

zbMATH Keywords

endogeneityquantile regressionsemiparametric efficiencysieve estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 5654889 (Why is no real title available?)
• An IV Model of Quantile Treatment Effects
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• Endogeneity in quantile regression models: a control function approach
• Estimation of nonparametric conditional moment models with possibly nonsmooth generalized residuals
• Identification and estimation of triangular simultaneous equations models without additivity
• Instrumental variable estimation of nonseparable models
• Nonparametric Estimation of Triangular Simultaneous Equations Models
• Nonparametric Instrumental Variables Estimation of a Quantile Regression Model
• Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
• Quantile regression with censoring and endogeneity
• Some new asymptotic theory for least squares series: pointwise and uniform results

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