Quantile Regression with Classical Additive Measurement Errors
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References listed on IDEAS
- Andrew Chesher, 2001. "Parameter approximations for quantile regressions with measurement error," CeMMAP working papers CWP02/01, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Wansbeek, Tom, 2001. "GMM estimation in panel data models with measurement error," Journal of Econometrics, Elsevier, vol. 104(2), pages 259-268, September.
- Susanne M. Schennach, 2004. "Estimation of Nonlinear Models with Measurement Error," Econometrica, Econometric Society, vol. 72(1), pages 33-75, January.
- Griliches, Zvi & Hausman, Jerry A., 1986. "Errors in variables in panel data," Journal of Econometrics, Elsevier, vol. 31(1), pages 93-118, February.
- Joshua Angrist & Victor Chernozhukov & Iván Fernández-Val, 2006.
"Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure,"
Econometric Society, vol. 74(2), pages 539-563, March.
- Joshua Angrist & Victor Chernozhukov & Ivan Fernandez-Val, 2004. "Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure," NBER Working Papers 10428, National Bureau of Economic Research, Inc.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Eren, Ozkan & Ozbeklik, Serkan, 2013. "The effect of noncognitive ability on the earnings of young men: A distributional analysis with measurement error correction," Labour Economics, Elsevier, vol. 24(C), pages 293-304.
- Chesher, Andrew, 2017.
"Understanding the effect of measurement error on quantile regressions,"
Journal of Econometrics,
Elsevier, vol. 200(2), pages 223-237.
- Andrew Chesher, 2017. "Understanding the effect of measurement error on quantile regressions," CeMMAP working papers CWP19/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
More about this item
KeywordsQuantile Regression; Measurement Errors; Instrumental Variables;
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
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