Efficient estimation of a triangular system of equations for quantile regression

DOI10.1016/j.econlet.2023.111085OpenAlexW4360955732MaRDI QIDQ6047330

Sungwon Lee

Publication date: 12 September 2023

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2023.111085

zbMATH Keywords

endogeneityquantile regressionsemiparametric efficiencysieve estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Nonparametric Instrumental Variables Estimation of a Quantile Regression Model
• Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
• Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure

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