Local structural quantile effects in a model with a nonseparable control variable

DOI10.1016/J.JECONOM.2009.02.011zbMath1431.62634OpenAlexW2103122023MaRDI QIDQ2628834

Sung Jae Jun

Publication date: 18 July 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2009.02.011

zbMATH Keywords

quantile regressioncontrol variablestriangular modelslocal instruments

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05)

Related Items (10)

The triangular model with random coefficients ⋮ Identification and estimation of triangular models with a binary treatment ⋮ Nonseparable sample selection models with censored selection rules ⋮ Smooth coefficient estimation of a seemingly unrelated regression ⋮ Tighter bounds in triangular systems ⋮ A closed-form estimator for quantile treatment effects with endogeneity ⋮ PARTIAL IDENTIFICATION OF NONSEPARABLE MODELS USING BINARY INSTRUMENTS ⋮ ESTIMATION OF BINARY CHOICE MODELS WITH LINEAR INDEX AND DUMMY ENDOGENOUS VARIABLES ⋮ Identification and estimation in a linear correlated random coefficients model with censoring ⋮ Quantile regression with censoring and endogeneity

Cites Work

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• Regression Quantiles
• Asymptotic Statistics
• Nonparametric Identification under Discrete Variation
• An IV Model of Quantile Treatment Effects
• Identification in Nonseparable Models
• Inference on the Quantile Regression Process
• Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
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