WHAT DO QUANTILE REGRESSIONS IDENTIFY FOR GENERAL STRUCTURAL FUNCTIONS?

DOI10.1017/S0266466614000711zbMath1441.62862OpenAlexW2152343337MaRDI QIDQ3453251

Yuya Sasaki

Publication date: 20 November 2015

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

Full work available at URL: https://doi.org/10.1017/s0266466614000711

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08)

Related Items (9)

What can we learn about the racial gap in the presence of sample selection? ⋮ NONPARAMETRIC WEIGHTED AVERAGE QUANTILE DERIVATIVE ⋮ ON USING LINEAR QUANTILE REGRESSIONS FOR CAUSAL INFERENCE ⋮ LOCAL PARTITIONED QUANTILE REGRESSION ⋮ Causal inference by quantile regression kink designs ⋮ Nonseparable multinomial choice models in cross-section and panel data ⋮ Non-separable models with high-dimensional data ⋮ A note on the robustness of quantile treatment effect estimands ⋮ QUANTILE TREATMENT EFFECTS IN REGRESSION KINK DESIGNS

Cites Work

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• Instrumental variable estimation of nonseparable models
• Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity
• Regression Quantiles
• An IV Model of Quantile Treatment Effects
• Identification of Marginal Effects in Nonseparable Models Without Monotonicity
• Identification in Nonseparable Models
• Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure

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