Sieve instrumental variable quantile regression estimation of functional coefficient models
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Publication:898598
DOI10.1016/j.jeconom.2015.10.006zbMath1390.62049OpenAlexW2150178984MaRDI QIDQ898598
Publication date: 18 December 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://ink.library.smu.edu.sg/soe_research/1716
endogeneityinstrumental variableheterogeneitypanel dataspecification testsieve estimationfunctional coefficientstructural quantile function
Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items (7)
Quantile regression estimation of partially linear additive models ⋮ A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS ⋮ On the unbiased asymptotic normality of quantile regression with fixed effects ⋮ Panel threshold models with interactive fixed effects ⋮ Non-separable models with high-dimensional data ⋮ Identification and estimation in a linear correlated random coefficients model with censoring ⋮ Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing
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