Endogeneity in quantile regression models: a control function approach
From MaRDI portal
Publication:289205
DOI10.1016/J.JECONOM.2007.01.014zbMATH Open1418.62503OpenAlexW3123759685MaRDI QIDQ289205FDOQ289205
Authors: Sokbae Lee 
Publication date: 27 May 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://discovery.ucl.ac.uk/14694/1/14694.pdf
Recommendations
- Quantile regression with censoring and endogeneity
- Censored regression quantiles with endogenous regressors
- Estimating a class of triangular simultaneous equations models without exclusion restrictions
- Endogeneity in semiparametric threshold regression
- Identification and estimation of triangular simultaneous equations models without additivity
Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)
Cites Work
- Semiparametric Regression
- Least absolute deviations estimation for the censored regression model
- Censored regression quantiles
- Weak convergence and empirical processes. With applications to statistics
- Regression Quantiles
- Instrumental quantile regression inference for structural and treatment effect models
- Root-N-Consistent Semiparametric Regression
- An IV Model of Quantile Treatment Effects
- Instrumental Variables Estimates of the Effect of Subsidized Training on the Quantiles of Trainee Earnings
- Identification and estimation of triangular simultaneous equations models without additivity
- Nonparametric Estimation of Triangular Simultaneous Equations Models
- Nonparametric Identification under Discrete Variation
- Identification in Nonseparable Models
- Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
- Nonparametric estimates of regression quantiles and their local Bahadur representation
- Convergence rates and asymptotic normality for series estimators
- Quantile regression methods for recursive structural equation models
- Instrumental values
- The Asymptotic Normality of Two-Stage Least Absolute Deviations Estimators
- Two Stage Least Absolute Deviations Estimators
- EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL
- Endogeneity in Semiparametric Binary Response Models
- Censored regression quantiles with endogenous regressors
- Two‐stage quantile regression when the first stage is based on quantile regression
- Monotone B-Spline Smoothing
- Inference in Censored Models with Endogenous Regressors
- On M-processes and M-estimation
Cited In (26)
- Inconsistency transmission and variance reduction in two-stage quantile regression
- Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables
- Estimating a class of triangular simultaneous equations models without exclusion restrictions
- Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables
- A closed-form estimator for quantile treatment effects with endogeneity
- Local partitioned quantile regression
- On the equivalence of instrumental variables estimators for linear models
- Local structural quantile effects in a model with a nonseparable control variable
- Multiplicative-error models with sample selection
- Identification and estimation of triangular models with a binary treatment
- Weak identification robust tests in an instrumental quantile model
- Efficient estimation of a triangular system of equations for quantile regression
- Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality
- Semiparametric estimation of partially linear transformation models under conditional quantile restriction
- Counterfactual distributions of wages via quantile regression with endogeneity
- A robust test of exogeneity based on quantile regressions
- Two-step series estimation and specification testing of (partially) linear models with generated regressors
- Estimating endogenous ordered response panel data models with an application to income gradient in child health
- Semiparametric estimation of binary response models with endogenous regressors
- Quantile regression with censoring and endogeneity
- Heterogeneous endogeneity
- Nonparametric two-step sieve M estimation and inference
- Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative
- A control function approach to estimating dynamic probit models with endogenous regressors
- Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions
- Quantile regression estimation of partially linear additive models
This page was built for publication: Endogeneity in quantile regression models: a control function approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q289205)
