Local structural quantile effects in a model with a nonseparable control variable

DOI10.1016/J.JECONOM.2009.02.011MaRDI QIDQ2628834zbMATH OpenOpenAlexFDO

Authors Sung Jae Jun

Publication date 18 July 2016

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

Full work available at URL https://doi.org/10.1016/j.jeconom.2009.02.011

zbMATH Keywords

control variableslocal instrumentsquantile regressiontriangular models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20)

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Cites work

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• scientific article; zbMATH DE number 5769855 (Why is no real title available?)
• Identification in Nonseparable Models
• Identification of nonadditive structural functions
• Identification of Treatment Effects Using Control Functions in Models With Continuous, Endogenous Treatment and Heterogeneous Effects
• Inference on the Quantile Regression Process
• Instrumental quantile regression inference for structural and treatment effect models
• Nonparametric Identification under Discrete Variation
• Quantile regression methods for recursive structural equation models
• Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
• Quantile regression.
• Regression Quantiles
• Simulation and the Asymptotics of Optimization Estimators
• Weak convergence and empirical processes. With applications to statistics
• Weak identification robust tests in an instrumental quantile model

Cited in

(16)

• A closed-form estimator for quantile treatment effects with endogeneity
• Local average and quantile treatment effects under endogeneity: a review
• Non-separable models with high-dimensional data
• Quantile regression with censoring and endogeneity
• The triangular model with random coefficients
• Estimation of binary choice models with linear index and dummy endogenous variables
• Identification and estimation of local average derivatives in non-separable models without monotonicity
• Partial identification of nonseparable models using binary instruments
• Smooth coefficient estimation of a seemingly unrelated regression
• Tighter bounds in triangular systems
• Identification and estimation in a linear correlated random coefficients model with censoring
• Identification and estimation of triangular models with a binary treatment
• Nonseparable sample selection models with censored selection rules
• Quantile regression with group-level treatments
• Estimation of counterfactual distributions with a continuous endogenous treatment
• Local indirect least squares and average marginal effects in nonseparable structural systems

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