Sieve instrumental variable quantile regression estimation of functional coefficient models

DOI10.1016/J.JECONOM.2015.10.006zbMATH Open1390.62049OpenAlexW2150178984MaRDI QIDQ898598FDOQ898598

Authors: Liangjun Su, Tadao Hoshino 

Publication date: 18 December 2015

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

Full work available at URL: https://ink.library.smu.edu.sg/soe_research/1716

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zbMATH Keywords

endogeneityheterogeneityinstrumental variablepanel dataspecification testsieve estimationfunctional coefficientstructural quantile function

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)

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Cited In (15)

• Functional coefficient instrumental variables models
• Identification and estimation in a linear correlated random coefficients model with censoring
• Rank-based instrumental variable estimation for semiparametric varying coefficient spatial autoregressive models
• Panel threshold models with interactive fixed effects
• Non-separable models with high-dimensional data
• Factor instrumental variable quantile regression
• Dynamic Network Quantile Regression Model
• A Comparison of Two Quantile Models With Endogeneity
• Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure
• A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS
• On the unbiased asymptotic normality of quantile regression with fixed effects
• Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing
• Analysis of global and local optima of regularized quantile regression in high dimensions: a subgradient approach
• Semiparametric Spatial Autoregressive Models With Endogenous Regressors: With an Application to Crime Data
• Quantile regression estimation of partially linear additive models

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