Instrumental variable estimation based on conditional median restriction

DOI10.1016/j.jeconom.2006.10.001zbMath1418.62068OpenAlexW2163028511MaRDI QIDQ289158

Shinichi Sakata

Publication date: 27 May 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2006.10.001

zbMATH Keywords

IV estimationmean absolute deviationleast absolute deviations estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (5)

Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative ⋮ Testing conditional symmetry without smoothing ⋮ Semiparametric Estimators for Limited Dependent Variable (LDV) Models with Endogenous Regressors ⋮ Inconsistency transmission and variance reduction in two-stage quantile regression ⋮ A robust test of exogeneity based on quantile regressions

Uses Software

• semml

Cites Work

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