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Citations for "Endogeneity in Quantile Regression Models: A Control Function Approach"

by Sokbae Lee

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  1. Gilles Dufrénot & Valérie Mignon & Charalambos Tsangarides, 2009. "The Trade-Growth Nexus in the Developing Countries: a Quantile Regression Approach," Working Papers 2009-04, CEPII research center.
  2. Tae-Hwan Kim & Christophe Muller, 2015. "A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression," Working papers 2015rwp-82, Yonsei University, Yonsei Economics Research Institute.
  3. Victor Chernozhukov & Roberto Rigobon & Thomas Stoker, 2009. "Set identification with Tobin regressors," CeMMAP working papers CWP12/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  4. Tae-Hwan Kim & Christophe Muller, 2012. "Bias Transmission and Variance Reduction in Two-Stage Quantile Regression," Working Papers halshs-00793372, HAL.
  5. Kathryn Graddy, 2006. "Markets,The Fulton Fish Market," Economics Series Working Papers 254, University of Oxford, Department of Economics.
  6. Andrew Chesher, 2005. "Nonparametric Identification under Discrete Variation," Econometrica, Econometric Society, vol. 73(5), pages 1525-1550, 09.
  7. Victor Chernozhukov & Christian Hansen, 2013. "Quantile models with endogeneity," CeMMAP working papers CWP25/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  8. 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.
  9. Martin Huber & Blaise Melly, 2012. "A test of the conditional independence assumption in sample selection models," Working Papers 2012-11, Brown University, Department of Economics.
  10. Koen Jochmans, 2014. "Multiplicative-error models with sample selection," Working Papers hal-00987290, HAL.
  11. Fang, Hai & Ali, Mir M. & Rizzo, John A., 2009. "Does smoking affect body weight and obesity in China?," Economics & Human Biology, Elsevier, vol. 7(3), pages 334-350, December.
  12. Emla Fitzsimons & Marcos Vera-Hernandez, 2013. "Food for Thought? Breastfeeding and Child Development," IFS Working Papers W13/31, Institute for Fiscal Studies.
  13. Hunt, Priscillia, 2008. "Are immigrants so stuck to the floor that the ceiling is irrelevant?," The Warwick Economics Research Paper Series (TWERPS) 838, University of Warwick, Department of Economics.
  14. Michael J. Peel, 2014. "Addressing unobserved endogeneity bias in accounting studies: control and sensitivity methods by variable type," Accounting and Business Research, Taylor & Francis Journals, vol. 44(5), pages 545-571, October.
  15. Carneiro, Pedro & Lee, Sokbae, 2009. "Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality," Journal of Econometrics, Elsevier, vol. 149(2), pages 191-208, April.
  16. Nicholas Apergis & Alexandros Gabrielsen & Lee A. Smales, 2016. "(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 30(1), pages 63-94, February.
  17. Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011. "Quantile regression with censoring and endogeneity," CeMMAP working papers CWP20/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  18. Denis Chetverikov & Bradley Larsen & Christopher Palmer, 2015. "IV Quantile Regression for Group-level Treatments, with an Application to the Distributional Effects of Trade," NBER Working Papers 21033, National Bureau of Economic Research, Inc.
  19. You, Jing & Imai, Katsushi S. & Gaiha, Raghav, 2016. "Declining Nutrient Intake in a Growing China: Does Household Heterogeneity Matter?," World Development, Elsevier, vol. 77(C), pages 171-191.
  20. Jerome M. Krief, . "Kernel Weighted Smoothed Maximum Score Estimation for Applied Work," Departmental Working Papers 2011-07, Department of Economics, Louisiana State University.
  21. Rothe, Christoph, 2009. "Semiparametric estimation of binary response models with endogenous regressors," Journal of Econometrics, Elsevier, vol. 153(1), pages 51-64, November.
  22. Sibande, Lonester & Bailey, Alastair & Davidova, Sophia, 2015. "The impact of farm input subsidies on household welfare in Malawi," 2015 Conference, August 9-14, 2015, Milan, Italy 212830, International Association of Agricultural Economists.
  23. Joel Horowitz & Sokbae 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.
  24. Graddy, Kathryn & Hall, George, 2011. "A dynamic model of price discrimination and inventory management at the Fulton Fish Market," Journal of Economic Behavior & Organization, Elsevier, vol. 80(1), pages 6-19.
  25. Jia-Young Michael Fu & Joel Horowitz & Matthias Parey, 2015. "Testing exogeneity in nonparametric instrumental variables identified by conditional quantile restrictions," CeMMAP working papers CWP68/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  26. Atella, Vincenzo & Pace, Noemi & Vuri, Daniela, 2008. "Are employers discriminating with respect to weight?: European Evidence using Quantile Regression," Economics & Human Biology, Elsevier, vol. 6(3), pages 305-329, December.
  27. Tindara Addabbo & Donata Favaro & Stefano Magrini, 2012. "Gender differences in productivity rewards: the role of human capital," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 59(1), pages 81-110, March.
  28. Juan Carlos Escanciano & Chuan Goh, 2010. "Specification Analysis of Structural Quantile Regression Models," Working Papers tecipa-415, University of Toronto, Department of Economics.
  29. Mendolia, Silvia & Paloyo, Alfredo R. & Walker, Ian, 2016. "Heterogeneous Effects of High School Peers on Educational Outcomes," IZA Discussion Papers 9795, Institute for the Study of Labor (IZA).
  30. Andrew Chesher, 2004. "Identification of sensitivity to variation in endogenous variables," CeMMAP working papers CWP10/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  31. Apergis, Nicholas & Christou, Christina, 2015. "The behaviour of the bank lending channel when interest rates approach the zero lower bound: Evidence from quantile regressions," Economic Modelling, Elsevier, vol. 49(C), pages 296-307.
  32. Graddy, Kathryn & Kennedy, Peter E, 2007. "When are Supply and Demand Determined Recursively Rather than Simultaneously? Another look at the Fulton Fish Market Data," CEPR Discussion Papers 6053, C.E.P.R. Discussion Papers.
  33. Nicholas C.S. Sim, 2009. "Modeling Quantile Dependence: A New Look at the Money-Output Relationship," School of Economics Working Papers 2009-34, University of Adelaide, School of Economics.
  34. Tae-Hwan Kim & Christophe Muller, 2013. "A Test for Endogeneity in Conditional Quantiles," AMSE Working Papers 1342, Aix-Marseille School of Economics, Marseille, France, revised Aug 2013.
  35. Tae-Hwan Kim & Christophe Muller, 2012. "A test for endogeneity in conditional quantile models," Working papers 2012rwp-49, Yonsei University, Yonsei Economics Research Institute.
  36. Elena Martínez Sanchis & Ilker Kandemir & Juan Mora López, 2011. "Counterfactual distributions of wages via quantile regression with endogeneity," Working Papers. Serie AD 2011-25, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  37. Victor Chernozhukov & Roberto Rigobon & Thomas M. Stoker, 2010. "Set identification and sensitivity analysis with Tobin regressors," Quantitative Economics, Econometric Society, vol. 1(2), pages 255-277, November.
  38. Jing You & Katsushi S. Imai & Raghav Gaiha, 2014. "Decoding the Growth-Nutrition Nexus in China: Inequality, Uncertainty and Food Insecurity," The School of Economics Discussion Paper Series 1413, Economics, The University of Manchester.
  39. Philip Kostov, 2013. "Empirical likelihood estimation of the spatial quantile regression," Journal of Geographical Systems, Springer, vol. 15(1), pages 51-69, January.
  40. Brutscher, P., 2012. "Self-Disconnection Among Pre-Payment Customers - A Behavioural Analysis," Cambridge Working Papers in Economics 1214, Faculty of Economics, University of Cambridge.
  41. Kaspar Wüthrich, 2015. "Semiparametric estimation of quantile treatment effects with endogeneity," Diskussionsschriften dp1509, Universitaet Bern, Departement Volkswirtschaft.
  42. Galvao, Antonio F. & Montes-Rojas, Gabriel, 2015. "On the equivalence of instrumental variables estimators for linear models," Economics Letters, Elsevier, vol. 134(C), pages 13-15.
  43. Andini, Corrado & Andini, Monica, 2015. "A Note on Unemployment Persistence and Quantile Parameter Heterogeneity," IZA Discussion Papers 8819, Institute for the Study of Labor (IZA).
  44. Ali Mir M., 2012. "Social Learning Theory, Cigarette Taxes and Adolescent Smoking Behavior," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 232(6), pages 633-651, December.
  45. Aliaksandr Amialchuk & Kateryna Bornukova & Mir M. Ali, 2012. "Smoking and Obesity Revisited: Evidence from Belarus," BEROC Working Paper Series 19, Belarusian Economic Research and Outreach Center (BEROC).
  46. Jun, Sung Jae, 2008. "Weak identification robust tests in an instrumental quantile model," Journal of Econometrics, Elsevier, vol. 144(1), pages 118-138, May.
  47. Corrado Andini, 2010. "Within-groups wage inequality and schooling: further evidence for Portugal," Applied Economics, Taylor & Francis Journals, vol. 42(28), pages 3685-3691.
  48. Xiaofeng Lv & Rui Li, 2013. "Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 97(4), pages 317-347, October.
  49. Andini, Corrado, 2009. "How Fast Do Wages Adjust to Human-Capital Productivity? Dynamic Panel-Data Evidence from Belgium, Denmark and Finland," IZA Discussion Papers 4583, Institute for the Study of Labor (IZA).
  50. Schwiebert, Jörg, 2012. "Semiparametric Estimation of a Sample Selection Model in the Presence of Endogeneity," Hannover Economic Papers (HEP) dp-504, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  51. Wolters, Maik H., 2012. "Estimating monetary policy reaction functions using quantile regressions," Journal of Macroeconomics, Elsevier, vol. 34(2), pages 342-361.
  52. Ying-Ying Lee, 2014. "Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models," Economics Series Working Papers 706, University of Oxford, Department of Economics.
  53. Huber, Martin & Melly, Blaise, 2011. "Quantile Regression in the Presence of Sample Selection," Economics Working Paper Series 1109, University of St. Gallen, School of Economics and Political Science.
  54. Santiago Pereda Fernández, 2016. "Estimation of counterfactual distributions with a continuous endogenous treatment," Temi di discussione (Economic working papers) 1053, Bank of Italy, Economic Research and International Relations Area.
  55. Martin Falk & Eva Hagsten, 2014. "Output growth and prices of establishments in the Swedish lodging industry," ERSA conference papers ersa14p360, European Regional Science Association.
  56. Kamhon Kan & Chihwa Kao, 2005. "Simulation-Based Two-Step Estimation with Endogenous Regressors," Center for Policy Research Working Papers 76, Center for Policy Research, Maxwell School, Syracuse University.
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