Sample selection in quantile regression: A survey
M Arellano, S Bonhomme - Handbook of quantile regression, 2017 - taylorfrancis.com
This chapter focuses on the question of correcting quantile regression estimates for
nonrandom sample selection. It provides the empirical illustration in Huber and Melly, and …
nonrandom sample selection. It provides the empirical illustration in Huber and Melly, and …
Quantile regression with sample selection: Estimating women's return to education in the US
M Buchinsky - Economic applications of quantile regression, 2002 - Springer
This study uses quantile regression techniques to analyze changes in the returns to
education for women. The data used is the March Current Population Survey for the years …
education for women. The data used is the March Current Population Survey for the years …
Quantile regression under misspecification, with an application to the US wage structure
Quantile regression (QR) fits a linear model for conditional quantiles just as ordinary least
squares (OLS) fits a linear model for conditional means. An attractive feature of OLS is that it …
squares (OLS) fits a linear model for conditional means. An attractive feature of OLS is that it …
Quantile regression: 40 years on
R Koenker - Annual review of economics, 2017 - annualreviews.org
Since Quetelet's work in the nineteenth century, social science has iconified the average
man, that hypothetical man without qualities who is comfortable with his head in the oven …
man, that hypothetical man without qualities who is comfortable with his head in the oven …
[PDF][PDF] Applied quantile regression
B Melly - 2006 - academia.edu
The effects of policy variables on distributional outcomes beyond simple averages are of
interest in many research areas and in particular in labor economics. For instance, the …
interest in many research areas and in particular in labor economics. For instance, the …
[PDF][PDF] Quantile regression methods
B Fitzenberger, RA Wilke - Emerging Trends in …, 2015 - emergingtrends.stanford.edu
Quantile regression is emerging as a popular statistical approach, which complements the
estimation of conditional mean models. While the latter only focuses on one aspect of the …
estimation of conditional mean models. While the latter only focuses on one aspect of the …
Quantile regression
R Koenker - Annual Review of Economics, 2017 - JSTOR
Since Quetelet's work in the nineteenth century, social science has iconified the average
man, that hypothetical man without qualities who is comfortable with his head in the oven …
man, that hypothetical man without qualities who is comfortable with his head in the oven …
Quantile selection models with an application to understanding changes in wage inequality
M Arellano, S Bonhomme - Econometrica, 2017 - Wiley Online Library
We propose a method to correct for sample selection in quantile regression models.
Selection is modeled via the cumulative distribution function, or copula, of the percentile …
Selection is modeled via the cumulative distribution function, or copula, of the percentile …
[PDF][PDF] Identification and estimation of nonparametric quantile regressions with endogeneity
A Torgovitsky - Job market paper, 2010 - researchgate.net
I consider identification of nonparametric quantile regressions with endogenous regressors
and an excluded instrumental variable. This model has an outcome equation that is both …
and an excluded instrumental variable. This model has an outcome equation that is both …