Instrumental quantile regression inference for structural and treatment effect models

From MaRDI portal
Publication:291713


DOI10.1016/j.jeconom.2005.02.009zbMath1337.62353MaRDI QIDQ291713

F. Blanchet-Sadri, M. Dambrine

Publication date: 10 June 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2005.02.009


62P20: Applications of statistics to economics


Related Items

A simple approach to quantile regression for panel data, Threshold quantile autoregressive models, Quantile regression for general spatial panel data models with fixed effects, Semiparametric Estimators for Limited Dependent Variable (LDV) Models with Endogenous Regressors, Quantile regression for massive data with network-induced dependence, and application to the New York statewide planning and research cooperative system, Inconsistency transmission and variance reduction in two-stage quantile regression, A robust test of exogeneity based on quantile regressions, ON THE PROPERTIES OF QUANTILE REGRESSION FOR DYNAMIC PANEL DATA MODEL USING TWO-STAGE APPROACH, TWO-STAGE QUANTILE REGRESSION FOR DYNAMIC PANEL DATA MODELS WITH FIXED EFFECTS: MONTE CARLO SIMULATION STUDY, On Testing the Equality of Mean and Quantile Effects, Common threshold in quantile regressions with an application to pricing for reputation, Moment estimation for censored quantile regression, Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods, Censored regression quantiles with endogenous regressors, Endogeneity in quantile regression models: a control function approach, Instrumental variable quantile regression: a robust inference approach, Conditional empirical likelihood estimation and inference for quantile regression models, Weak identification robust tests in an instrumental quantile model, Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality, Asymmetric Laplace regression: maximum likelihood, maximum entropy and quantile regression, A Hausman-Taylor instrumental variable approach to the penalized estimation of quantile panel models, On the equivalence of instrumental variables estimators for linear models, Tests for distributional treatment effects under unconfoundedness, Editorial. Annals issue on forecasting -- guest editors' introduction, Quantile regression for dynamic panel data with fixed effects, Confidence intervals for the quantile of treatment effects in randomized experiments, Sieve instrumental variable quantile regression estimation of functional coefficient models, Penalized quantile regression for dynamic panel data, Threshold regression with endogeneity, Quantile regression for duration models with time-varying regressors, Bayesian analysis of dynamic panel data by penalized quantile regression, A semiparametric quantile panel data model with an application to estimating the growth effect of FDI, Estimation of random coefficients logit demand models with interactive fixed effects, Sequential estimation of censored quantile regression models, Analysis of interactive fixed effects dynamic linear panel regression with measurement error, Counterfactual distributions of wages via quantile regression with endogeneity, Inference approaches for instrumental variable quantile regression, A closed-form estimator for quantile treatment effects with endogeneity, Estimating impulse-response functions for macroeconomic models using directional quantiles, Some recent developments in modeling quantile treatment effects, Quantile selection in non-linear GMM quantile models, Robust estimation with many instruments, Measurement errors in quantile regression models, Semiparametric estimation of a censored regression model with endogeneity, Smoothed GMM for quantile models, Quantiles via moments, Estimating and testing a quantile regression model with interactive effects, Local structural quantile effects in a model with a nonseparable control variable, Finite sample inference for quantile regression models, Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative, Disentangling moral hazard and adverse selection in private health insurance, SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION, Quantile regression models with factor‐augmented predictors and information criterion, Estimation of Heterogeneous Individual Treatment Effects With Endogenous Treatments



Cites Work