Quantile regression with censoring and endogeneity

DOI10.1016/j.jeconom.2014.06.017zbMath1331.62461arXiv1104.4580OpenAlexW3124298918MaRDI QIDQ2346027

Amanda E. Kowalski, Victor Chernozhukov, Iván Fernández-Val

Publication date: 29 May 2015

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

Full work available at URL: https://arxiv.org/abs/1104.4580

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Estimation in survival analysis and censored data (62N02)

Related Items (16)

Control variables, discrete instruments, and identification of structural functions ⋮ Efficient estimation of a triangular system of equations for quantile regression ⋮ Better bunching, nicer notching ⋮ A nonparametric instrumental approach to confounding in competing risks models ⋮ Two-step estimation of censored quantile regression for duration models with time-varying regressors ⋮ IV methods for Tobit models ⋮ Sieve instrumental variable quantile regression estimation of functional coefficient models ⋮ Nonseparable sample selection models with censored selection rules ⋮ Quantile regression with censoring and sample selection ⋮ Quantile regression for duration models with time-varying regressors ⋮ Sequential estimation of censored quantile regression models ⋮ Is stock liquidity transferred and upgraded in acquisitions? Evidence from liquidity synergies in US freeze-outs ⋮ Semiparametric estimation of a censored regression model with endogeneity ⋮ SEMIPARAMETRIC ESTIMATION OF CENSORED SPATIAL AUTOREGRESSIVE MODELS ⋮ Identification and estimation in a linear correlated random coefficients model with censoring ⋮ Moment estimation for censored quantile regression

Uses Software

• CQIV

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