Two-Stage Quantile Regression When The First Stage Is Based On Quantile Regression
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- Tae-Hwan Kim & Christophe Muller, 2004. "Two-stage quantile regression when the first stage is based on quantile regression," Econometrics Journal, Royal Economic Society, vol. 7(1), pages 218-231, June.
References listed on IDEAS
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"Two-stage quantile regression when the first stage is based on quantile regression,"
Royal Economic Society, vol. 7(1), pages 218-231, June.
- Christophe Muller & Tae-Hwan Kim, 2004. "Two-Stage Quantile Regression When The First Stage Is Based On Quantile Regression," Working Papers. Serie AD 2004-03, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
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More about this item
KeywordsTwo-stage estimation; Quantile regression; Endogeneity.;
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