Identification of quantile regression models with endogeneity

DOI10.1016/J.ECONLET.2025.112399MaRDI QIDQ6908596zbMATH OpenFDO

Authors Qian Wang

Publication date 30 October 2025

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.ECONLET.2025.112399

zbMATH Keywords

copulaendogeneityquantile regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites work

• An introduction to copulas.
• Censored regression quantiles with endogenous regressors
• Endogeneity in quantile regression models: a control function approach
• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• Identification and estimation of semiparametric two-step models
• Identification in a generalization of bivariate probit models with dummy endogenous regressors
• Instrumental quantile regression inference for structural and treatment effect models
• Instrumental variable quantile regression: a robust inference approach
• Quantile regression adjusting for dependent censoring from semicompeting risks
• Quantile regression with censoring and endogeneity
• Quantile regression.
• Quantile selection models with an application to understanding changes in wage inequality

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