SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION

DOI10.1017/S0266466615000407zbMath1441.62768arXiv1609.09033OpenAlexW3102995180MaRDI QIDQ2981827

Yixiao Sun, David M. Kaplan

Publication date: 10 May 2017

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1609.09033

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (13)

Multi-round smoothed composite quantile regression for distributed data ⋮ GMM quantile regression ⋮ NONPARAMETRIC ESTIMATION OF GENERALIZED TRANSFORMATION MODELS WITH FIXED EFFECTS ⋮ Debiased machine learning of set-identified linear models ⋮ Smoothed quantile regression with large-scale inference ⋮ Identification and estimation of triangular models with a binary treatment ⋮ Quantile selection in non-linear GMM quantile models ⋮ Fast Calibrated Additive Quantile Regression ⋮ Generalized indirect inference for discrete choice models ⋮ A closed-form estimator for quantile treatment effects with endogeneity ⋮ Smoothed GMM for quantile models ⋮ Quantiles via moments ⋮ Scalable estimation and inference for censored quantile regression process

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