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Quantile regression methods for recursive structural equation models

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Author Info
Ma, Lingjie
Koenker, Roger

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File URL: http://www.sciencedirect.com/science/article/B6VC0-4H5N25N-2/2/81cc665fa13a87fd8c6b85c3df08d6bf
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 134 (2006)
Issue (Month): 2 (October)
Pages: 471-506
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Handle: RePEc:eee:econom:v:134:y:2006:i:2:p:471-506

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Web page: http://www.elsevier.com/locate/jeconom

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  1. Vincenzo Atella & Noemi Pace & Daniela Vuri, 2008. "Are employers discriminating with respect to weight? European Evidence using Quantile Regression," CEIS Research Paper 123, Tor Vergata University, CEIS, revised 14 Jul 2008. [Downloadable!]
    Other versions:
  2. Joel Horowitz & Sokbae 'Simon' Lee, 2006. "Nonparametric instrumental variables estimation of a quantile regression model," CeMMAP working papers CWP09/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
    Other versions:
  3. Joel Horowitz & Sokbae 'Simon' Lee, 2007. "Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative," CeMMAP working papers CWP02/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  4. Pedro Carneiro & Sokbae 'Simon' Lee, 2009. "Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality," CeMMAP working papers CWP01/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
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