Quantile regression methods for recursive structural equation models

DOI10.1016/j.jeconom.2005.07.003zbMath1418.62162OpenAlexW2159875025MaRDI QIDQ278192

Lingjie Ma, Roger W. Koenker

Publication date: 2 May 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2005.07.003

zbMATH Keywords

instrumental variableaverage derivativesconditional quantile functionscontrol variate

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Nonparametric estimation (62G05)

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Uses Software

• R
• quantreg

Cites Work

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• Preface