Endogeneity in quantile regression models: a control function approach
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Cites work
- An IV Model of Quantile Treatment Effects
- Censored regression quantiles
- Censored regression quantiles with endogenous regressors
- Convergence rates and asymptotic normality for series estimators
- EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL
- Endogeneity in Semiparametric Binary Response Models
- Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
- Identification and estimation of triangular simultaneous equations models without additivity
- Identification in Nonseparable Models
- Inference in Censored Models with Endogenous Regressors
- Instrumental Variables Estimates of the Effect of Subsidized Training on the Quantiles of Trainee Earnings
- Instrumental quantile regression inference for structural and treatment effect models
- Instrumental values
- Least absolute deviations estimation for the censored regression model
- Monotone B-Spline Smoothing
- Nonparametric Estimation of Triangular Simultaneous Equations Models
- Nonparametric Identification under Discrete Variation
- Nonparametric estimates of regression quantiles and their local Bahadur representation
- On M-processes and M-estimation
- Quantile regression methods for recursive structural equation models
- Regression Quantiles
- Root-N-Consistent Semiparametric Regression
- Semiparametric Regression
- The Asymptotic Normality of Two-Stage Least Absolute Deviations Estimators
- Two Stage Least Absolute Deviations Estimators
- Two‐stage quantile regression when the first stage is based on quantile regression
- Weak convergence and empirical processes. With applications to statistics
Cited in
(26)- Semiparametric estimation of partially linear transformation models under conditional quantile restriction
- Identification and estimation of triangular models with a binary treatment
- Estimating endogenous ordered response panel data models with an application to income gradient in child health
- Counterfactual distributions of wages via quantile regression with endogeneity
- On the equivalence of instrumental variables estimators for linear models
- Local structural quantile effects in a model with a nonseparable control variable
- A control function approach to estimating dynamic probit models with endogenous regressors
- A closed-form estimator for quantile treatment effects with endogeneity
- Weak identification robust tests in an instrumental quantile model
- Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables
- Nonparametric two-step sieve M estimation and inference
- Local partitioned quantile regression
- Inconsistency transmission and variance reduction in two-stage quantile regression
- Two-step series estimation and specification testing of (partially) linear models with generated regressors
- Multiplicative-error models with sample selection
- Quantile regression estimation of partially linear additive models
- A robust test of exogeneity based on quantile regressions
- Estimating a class of triangular simultaneous equations models without exclusion restrictions
- Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality
- Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions
- Semiparametric estimation of binary response models with endogenous regressors
- Quantile regression with censoring and endogeneity
- Heterogeneous endogeneity
- Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative
- Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables
- Efficient estimation of a triangular system of equations for quantile regression
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