Instrumental variable estimation based on conditional median restriction

DOI10.1016/J.JECONOM.2006.10.001MaRDI QIDQ289158zbMATH OpenOpenAlexFDO

Authors Shinichi Sakata

Publication date 27 May 2016

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2006.10.001

zbMATH Keywords

mean absolute deviationIV estimationleast absolute deviations estimation

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Robustness and adaptive procedures (parametric inference) (62F35)

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Cited in

(8)

• Inconsistency transmission and variance reduction in two-stage quantile regression
• Choosing instrumental variables in conditional moment restriction models
• Dynamic Vector Mode Regression
• Testing conditional symmetry without smoothing
• Semiparametric estimators for limited dependent variable (LDV) models with endogenous regressors
• A robust test of exogeneity based on quantile regressions
• Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative
• Quantile uncorrelation and instrumental regressions

Describes a project that uses

Uses Software

• semml

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