Parameter approximations for quantile regressions with measurement error
Download full text from publisher
References listed on IDEAS
- Amemiya, Takeshi, 1982. "Two Stage Least Absolute Deviations Estimators," Econometrica, Econometric Society, vol. 50(3), pages 689-711, May.
- Newey, Whitney K. & Powell, James L., 1990. "Efficient Estimation of Linear and Type I Censored Regression Models Under Conditional Quantile Restrictions," Econometric Theory, Cambridge University Press, vol. 6(03), pages 295-317, September.
- Alberto Abadie & Joshua Angrist & Guido Imbens, 2002.
"Instrumental Variables Estimates of the Effect of Subsidized Training on the Quantiles of Trainee Earnings,"
Econometric Society, vol. 70(1), pages 91-117, January.
- Alberto Abadie & Joshua Angrist & Guido Imbens, 1999. "Instrumental Variables Estimates of the Effect of Subsidized Training on the Quantiles of Trainee Earnings," Working papers 99-16, Massachusetts Institute of Technology (MIT), Department of Economics.
- James J. Heckman & Jeffrey Smith & Nancy Clements, 1997. "Making The Most Out Of Programme Evaluations and Social Experiments: Accounting For Heterogeneity in Programme Impacts," Review of Economic Studies, Oxford University Press, vol. 64(4), pages 487-535.
- Jesse Levin, 2001. "For whom the reductions count: A quantile regression analysis of class size and peer effects on scholastic achievement," Empirical Economics, Springer, pages 221-246.
- Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
- Khan, Shakeeb, 2001. "Two-stage rank estimation of quantile index models," Journal of Econometrics, Elsevier, vol. 100(2), pages 319-355, February.
- Powell, James L, 1983. "The Asymptotic Normality of Two-Stage Least Absolute Deviations Estimators," Econometrica, Econometric Society, vol. 51(5), pages 1569-1575, September.
- repec:cup:etheor:v:6:y:1990:i:3:p:295-317 is not listed on IDEAS
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Yingyao Hu & Susanne M. Schennach, 2008. "Instrumental Variable Treatment of Nonclassical Measurement Error Models," Econometrica, Econometric Society, vol. 76(1), pages 195-216, January.
- 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.
- Gabriel Montes-Rojas, 2011. "Quantile Regression with Classical Additive Measurement Errors," Economics Bulletin, AccessEcon, vol. 31(4), pages 2863-2868.
- Firpo, Sergio & Galvao, Antonio F. & Song, Suyong, 2017. "Measurement errors in quantile regression models," Journal of Econometrics, Elsevier, vol. 198(1), pages 146-164.
- repec:eee:econom:v:200:y:2017:i:2:p:223-237 is not listed on IDEAS
- Schmidt, Christoph M. & Tauchmann, Harald, 2011.
"Heterogeneity in the intergenerational transmission of alcohol consumption: A quantile regression approach,"
Journal of Health Economics,
Elsevier, vol. 30(1), pages 33-42, January.
- Schmidt, Christoph M. & Tauchmann, Harald, 2010. "Heterogeneity in the Intergenerational Transmission of Alcohol Consumption – A Quantile Regression Approach," Ruhr Economic Papers 186, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Yingyao Hu & Susanne M. Schennach, 2006. "Identification and estimation of nonclassical nonlinear errors-in-variables models with continuous distributions using instruments," CeMMAP working papers CWP17/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ifs:cemmap:02/01. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Emma Hyman). General contact details of provider: http://edirc.repec.org/data/cmifsuk.html .
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.