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 …

[图书][B] Quantile regression in the presence of sample selection

M Huber, B Melly - 2011 - core.ac.uk
Most sample selection models assume that the errors are independent of the regressors.
Under this assumption, all quantile and mean functions are parallel, which implies that …

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 …

Quantile regression under misspecification, with an application to the US wage structure

J Angrist, V Chernozhukov, I Fernández‐Val - Econometrica, 2006 - Wiley Online Library
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 …

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 …

[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 …

[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 …

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 …

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 …

[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 …