Quantile Uncorrelation and Instrumental Regressions

DOI10.1515/2156-6674.1001zbMath1279.62122OpenAlexW2139671646MaRDI QIDQ2870561

Tatiana Komarova, Elie Tamer, Thomas A. Severini

Publication date: 21 January 2014

Published in: Journal of Econometric Methods (Search for Journal in Brave)

Full work available at URL: http://nrs.harvard.edu/urn-3:HUL.InstRepos:25267902

zbMATH Keywords

correlationendogeneityquantile regressioninstrumental variables

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20) Statistical methods; economic indices and measures (91B82)

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