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Citations for "Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure"

by Joshua Angrist & Victor Chernozhukov & Ivan Fernandez-Val

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  1. Pendakur, Krishna & Woodcock, Simon, 2010. "Glass Ceilings or Glass Doors? Wage Disparity Within and Between Firms," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 181-189.
  2. Marco LILLA, 2008. "Income Inequality and Education from ECHP data," Working Papers 311, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  3. Juan Carlos Escanciano & Lin Zhu, 2013. "Set inferences and sensitivity analysis in semiparametric conditionally identified models," CeMMAP working papers CWP55/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  4. Antonio Galvao & Kengo Kato & Gabriel Montes-Rojas & Jose Olmo, 2014. "Testing linearity against threshold effects: uniform inference in quantile regression," Annals of the Institute of Statistical Mathematics, Springer, vol. 66(2), pages 413-439, April.
  5. Victor Chernozhukov & Iván Fernández-Val & Blaise Melly, 2013. "Inference on counterfactual distributions," CeMMAP working papers CWP17/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  6. Kengo Kato, 2012. "Asymptotic normality of Powell’s kernel estimator," Annals of the Institute of Statistical Mathematics, Springer, vol. 64(2), pages 255-273, April.
  7. Green, Francis & Machin, Stephen & Murphy, Richard & Zhu, Yu, 2010. "The Changing Economic Advantage from Private School," IZA Discussion Papers 5018, Institute for the Study of Labor (IZA).
  8. Komunjer, Ivana & Vuong, Quang, 2010. "Efficient estimation in dynamic conditional quantile models," Journal of Econometrics, Elsevier, vol. 157(2), pages 272-285, August.
  9. Bargain, Olivier & Kwenda, Prudence, 2009. "The Informal Sector Wage Gap: New Evidence Using Quantile Estimations on Panel Data," IZA Discussion Papers 4286, Institute for the Study of Labor (IZA).
  10. Le Wang, 2013. "How Does Education Affect the Earnings Distribution in Urban China?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(3), pages 435-454, 06.
  11. Bargain, Olivier & Kwenda, Prudence, 2010. "Is Informality Bad? Evidence from Brazil, Mexico and South Africa," IZA Discussion Papers 4711, Institute for the Study of Labor (IZA).
  12. Andreas Behr, Ulrich Pötter, . "Analysing wage differences between the USA and Germany using proportional hazards models," Working Papers 201158, Institute of Spatial and Housing Economics, Munster Universitary.
  13. Michael C. Burda & Bernd Fitzenberger & Alexander Lembcke & Thorsten Vogel, 2008. "Unionization, Stochastic Dominance, and Compression of the Wage Distribution: Evidence from Germany," SFB 649 Discussion Papers SFB649DP2008-041, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  14. Domenico Depalo & Raffaela Giordano, 2011. "The public-private pay gap: a robust quantile approach," Temi di discussione (Economic working papers) 824, Bank of Italy, Economic Research and International Relations Area.
  15. Escanciano, Juan Carlos & Velasco, Carlos, 2010. "Specification tests of parametric dynamic conditional quantiles," Journal of Econometrics, Elsevier, vol. 159(1), pages 209-221, November.
  16. Kato, Kengo & F. Galvao, Antonio & Montes-Rojas, Gabriel V., 2012. "Asymptotics for panel quantile regression models with individual effects," Journal of Econometrics, Elsevier, vol. 170(1), pages 76-91.
  17. Taisuke Otsu, 2009. "RESET for quantile regression," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 18(2), pages 381-391, August.
  18. Roger Koenker & Samantha Leorato & Franco Peracchi, 2013. "Distributional vs. Quantile Regression," EIEF Working Papers Series 1329, Einaudi Institute for Economics and Finance (EIEF), revised Dec 2013.
  19. Boudarbat, Brahim & Lemieux, Thomas & Riddell, W. Craig, 2009. "The Evolution of the Returns to Human Capital in Canada, 1980 - 2006," CLSSRN working papers clsrn_admin-2009-8, Vancouver School of Economics, revised 02 Feb 2009.
  20. George J. Borjas & Rachel M. Friedberg, 2009. "Recent Trends in the Earnings of New Immigrants to the United States," Working Papers 2009-13, Brown University, Department of Economics.
  21. Marilena Furno, 2008. "Quantile regressions analysis of the Italian school system," Working Papers 2008-06, Universita' di Cassino, Dipartimento di Scienze Economiche.
  22. Samantha Leorato & Franco Peracchi & Andrei V. Tanase, 2010. "Asymptotically Efficient Estimation of the Conditional Expected Shortfall," EIEF Working Papers Series 1013, Einaudi Institute for Economics and Finance (EIEF), revised Dec 2010.
  23. Olivier Bargain & Prudence Kwenda, 2009. "The Informal Sector Wage Gap: New Evidence Using Quantile Regressions on Panel Data," CEDI Discussion Paper Series 09-06, Centre for Economic Development and Institutions(CEDI), Brunel University.
  24. Rodney J. Andrews & Jing Li & Michael F. Lovenheim, 2012. "Quantile Treatment Effects of College Quality on Earnings: Evidence from Administrative Data in Texas," NBER Working Papers 18068, National Bureau of Economic Research, Inc.
  25. Jun, Sung Jae, 2009. "Local structural quantile effects in a model with a nonseparable control variable," Journal of Econometrics, Elsevier, vol. 151(1), pages 82-97, July.
  26. Jurecková, Jana & Picek, Jan & Saleh, A.K.Md. Ehsanes, 2010. "Rank tests and regression rank score tests in measurement error models," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3108-3120, December.
  27. Oka, Tatsushi & Qu, Zhongjun, 2011. "Estimating structural changes in regression quantiles," Journal of Econometrics, Elsevier, vol. 162(2), pages 248-267, June.
  28. Fuertes, Ana-Maria & Olmo, Jose, 2013. "Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction," International Journal of Forecasting, Elsevier, vol. 29(1), pages 28-42.
  29. Bernd Fitzenberger & Karsten Kohn & Alexander C. Lembcke, 2013. "Union Density and Varieties of Coverage: The Anatomy of Union Wage Effects in Germany," Industrial and Labor Relations Review, ILR Review, Cornell University, ILR School, vol. 66(1), pages 169-197, January.
  30. Boudarbat, Brahim & Lemieux, Thomas & Riddell, W. Craig, 2010. "The Evolution of the Returns to Human Capital in Canada, 1980-2005," IZA Discussion Papers 4809, Institute for the Study of Labor (IZA).
  31. Ashraf El-Araby Aly & James Ragan, 2010. "Arab immigrants in the United States: how and why do returns to education vary by country of origin?," Journal of Population Economics, Springer, vol. 23(2), pages 519-538, March.
  32. Bera, A. K. & Galvao Jr, A. F. & Montes-Rojas, G. & Park, S. Y., 2010. "Which quantile is the most informative? Maximum likelihood, maximum entropy and quantile regression," Working Papers 10/08, Department of Economics, City University London.
  33. repec:wii:bpaper:bowp:091 is not listed on IDEAS
  34. Noh, Hohsuk & El Ghouch, Anouar & Van Keilegom, Ingrid, 2013. "Assessing model adequacy in possibly misspecified quantile regression," Computational Statistics & Data Analysis, Elsevier, vol. 57(1), pages 558-569.
  35. Kato, Kengo, 2009. "Asymptotics for argmin processes: Convexity arguments," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1816-1829, September.
  36. George Messinis, 2009. "Earnings and Languages in the Family: Second-Generation Australians," The Economic Record, The Economic Society of Australia, vol. 85(s1), pages S59-S73, 09.
  37. Fong, Wai Mun, 2013. "Footprints in the market: Hedge funds and the carry trade," Journal of International Money and Finance, Elsevier, vol. 33(C), pages 41-59.
  38. Kosovka Ognjenović, 2011. "Wage Differences between the Private and the Public Sector in Serbia: Some Evidence from Survey Data," wiiw Balkan Observatory Working Papers 91, The Vienna Institute for International Economic Studies, wiiw.
  39. Li, Ming-Yuan Leon, 2009. "Value or volume strategy?," Finance Research Letters, Elsevier, vol. 6(4), pages 210-218, December.
  40. Gabriel Montes-Rojas, 2011. "Quantile Regression with Classical Additive Measurement Errors," Economics Bulletin, AccessEcon, vol. 31(4), pages 2863-2868.
  41. L. Leoncini & F. Rentocchini, 2010. "Counteracting cocaine production. An analysis based on a novel dataset," Working Papers 693, Dipartimento Scienze Economiche, Universita' di Bologna.
  42. Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "On the asymptotic theory for least squares series: pointwise and uniform results," CeMMAP working papers CWP73/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  43. Jose A. F. Machado & J. M. C. Santos Silva, 2008. "Quantiles for Fractions and Other Mixed Data," Economics Discussion Papers 656, University of Essex, Department of Economics.
  44. Manuel Landajo & Javier de Andrés & Pedro Lorca, 2008. "Measuring firm performance by using linear and non-parametric quantile regressions," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 57(2), pages 227-250.
  45. Bargain, Olivier & Melly, Blaise, 2008. "Public Sector Pay Gap in France: New Evidence Using Panel Data," IZA Discussion Papers 3427, Institute for the Study of Labor (IZA).
  46. Galvao Jr, A. F. & Montes-Rojas, G., 2009. "Instrumental variables quantile regression for panel data with measurement errors," Working Papers 09/06, Department of Economics, City University London.
  47. David H. Autor & Lawrence F. Katz & Melissa S. Kearney, 2008. "Trends in U.S. Wage Inequality: Revising the Revisionists," The Review of Economics and Statistics, MIT Press, vol. 90(2), pages 300-323, May.
  48. Stefan Bache & Christian Dahl & Johannes Kristensen, 2013. "Headlights on tobacco road to low birthweight outcomes," Empirical Economics, Springer, vol. 44(3), pages 1593-1633, June.
  49. Ion Zgreaban, Irina, 2013. "Education in Romania - How much is it Worth?," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 149-163, March.
  50. Lee, Bong Soo & Li, Ming-Yuan Leon, 2012. "Diversification and risk-adjusted performance: A quantile regression approach," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 2157-2173.
  51. Shabbar Jaffry & Yaseen Ghulam & Vyoma Shah, 2007. "Returns to Education in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 46(4), pages 833-852.
  52. Escanciano, J.C. & Goh, S.C., 2014. "Specification analysis of linear quantile models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 495-507.
  53. Schennach, Susanne M., 2008. "Quantile Regression With Mismeasured Covariates," Econometric Theory, Cambridge University Press, vol. 24(04), pages 1010-1043, August.
  54. Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2011. "Inference for high-dimensional sparse econometric models," CeMMAP working papers CWP41/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  55. Schlüter, Tobias & Sievers, Sönke & Hartmann-Wendels, Thomas, 2012. "How can banks effectively stabilize their retail customers saving behavior? The impact of contractual rewards on saving persistence and cash flow volatility," Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62057, Verein für Socialpolitik / German Economic Association.