Extremal quantile regressions for selection models and the black-white wage gap

DOI10.1016/j.jeconom.2017.11.004zbMath1386.62073OpenAlexW3125425120MaRDI QIDQ1706453

Yichong Zhang, Arnaud Maurel, Xavier D'Haultfœuille

Publication date: 22 March 2018

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

Full work available at URL: https://ink.library.smu.edu.sg/soe_research/2029

zbMATH Keywords

sample selection modelsblack-white wage gapextremal quantile regressions

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Statistics of extreme values; tail inference (62G32)

Related Items (2)

On uniform inference in nonlinear models with endogeneity ⋮ Extremal quantile treatment effects

Cites Work

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• Endogenous selection or treatment model estimation
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• Shadow Prices, Market Wages, and Labor Supply
• Sample Selection Bias as a Specification Error
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• Nonparametric Estimation of Sample Selection Models
• SEMIPARAMETRIC ESTIMATION OF A HETEROSKEDASTIC SAMPLE SELECTION MODEL
• ON INTERCEPT ESTIMATION IN THE SAMPLE SELECTION MODEL
• ANOTHER LOOK AT THE IDENTIFICATION AT INFINITY OF SAMPLE SELECTION MODELS
• Bootstrap estimation of covariance matrices via the percentile method
• Nonparametric Identification and Estimation of a Censored Location-Scale Regression Model
• Using a bootstrap method to choose the sample fraction in tail index estimation

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