Nothing Special   »   [go: up one dir, main page]
create a website
Nonparametric instrumental variables estimation of a quantile regression model. (2006). Lee, Sokbae (Simon) ; Horowitz, Joel.
In: CeMMAP working papers.
RePEc:ifs:cemmap:09/06.

Full description at Econpapers || Download paper

Cited: 2

Citations received by this document

Cites: 25

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative. (2007). Lee, Sokbae (Simon) ; Horowitz, Joel.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:02/07.

    Full description at Econpapers || Download paper

  2. Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors. (2006). Hu, Yingyao ; Chen, Xiaohong.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1590.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Amemiya, T. (1982). Two stage least absolute deviations estimators. Econometrica, 50, 689711.

  2. Bissantz, N., T. Hohage, A. Munk, and F. Ruymgaart (2006). Convergence rates of general regularization methods for statistical invetrse problems and applications, working paper, Institut für Numerische und Angewandte Mathematik, Georg-August-Universität Göttingen, Germany.
    Paper not yet in RePEc: Add citation now
  3. Bissantz, N., T. Hohage, and A. Munk (2004). Consistency and rates of convergence of nonlinear Tikhonov regularization with random noise. Inverse Problems, 20, 1773-1789.
    Paper not yet in RePEc: Add citation now

  4. Blundell, R. and J.L. Powell (2003). Endogeneity in nonparametric and semiparametric regression models. In Advances in Economics and Econometrics: Theory and Applications, M.

  5. Chen, L. and S. Portnoy (1996). Two-stage regression quantiles and two-stage trimmed least squares estimators for structural equation models. Communications in Statistics, Theory and Methods, 25, 1005-1032.
    Paper not yet in RePEc: Add citation now

  6. Chernozhukov, V. and C. Hansen (2005a). Instrumental quantile regression inference for structural and treatment effect models. Journal of Econometrics, forthcoming.

  7. Chernozhukov, V. and C. Hansen (2005b). An IV model of quantile treatment effects.

  8. Chernozhukov, V., G.W. Imbens, and W.K. Newey (2004). Instrumental variable identification and estimation of nonseparable models via quantile conditions. Working paper, Department of Economics, Massachusetts Institute of Technology, Cambridge, MA.
    Paper not yet in RePEc: Add citation now

  9. Chesher, A. (2003). Identification in nonseparable models. Econometrica, 71, 1405-1441.

  10. Darolles, S., J.-P. Florens, and E. Renault (2002). Nonparametric instrumental regression.

  11. Dewatripont, L.-P. Hansen, and S.J. Turnovsky, eds., 2, 312-357, Cambridge: Cambridge University Press. Carrasco, M., J.-P. Florens, and E. Renault (2005). Linear inverse problems in structural econometrics: estimation based on spectral decomposition and regularization. In Handbook of Econometrics, Vol. 6, E.E. Leamer and J.J. Heckman, eds, Amsterdam: North-Holland, forthcoming.

  12. Dordrecht: Kluwer Academic Publishers. Florens, J.-P. (2003). Inverse problems and structural econometrics: the example of instrumental variables. In Advances in Economics and Econometrics: Theory and Applications, Dewatripont, L.-P. Hansen, and S.J. Turnovsky, eds., 2, 284-311, Cambridge: Cambridge University Press.

  13. Econometrica, 71, 1565-1578. Newey, W.K., J.L. Powell, and F. Vella (1999). Nonparametric estimation of triangular simultaneous equations models. Econometrica, 67, 565-603.

  14. Econometrica, 73, 245-261. Chernozhukov, V. and C. Hansen (2004). The effects of 401(k) participation on the wealth distribution: an instrumental quantile regression analysis. Review of Economics and Statistics, 86, 735-751.
    Paper not yet in RePEc: Add citation now
  15. Groetsch, C. (1984). The Theory of Tikhonov Regularization for Fredholm Equations of the First Kind. London: Pitman.
    Paper not yet in RePEc: Add citation now
  16. Hall, P. and J.L. Horowitz (2005). Nonparametric methods for inference in the presence of instrumental variables. Annals of Statistics, 33, 2904-2929.
    Paper not yet in RePEc: Add citation now
  17. Horowitz, J.L. (2005). Asymptotic normality of a nonparametric instrumental variables estimator. Working paper, Department of Economics, Northwestern University, Evanston, IL.
    Paper not yet in RePEc: Add citation now
  18. Januszewski, S.I. (2002). The effect of air traffic delays on airline prices. Working paper, Department of Economics, University of California at San Diego, La Jolla, CA.
    Paper not yet in RePEc: Add citation now
  19. Kress, R. (1999). Linear Integral Equations, 2nd edition. New York: Springer.
    Paper not yet in RePEc: Add citation now

  20. Ma, L. and R. Koenker (2006). Quantile regression methods for recursive structural equation models. Journal of Econometrics, forthcoming.

  21. Newey, W.K. and J.L. Powell (2003). Instrumental variable estimation of nonparametric models.

  22. Powell, J.L. (1983). The asymptotic normality of two-stage least absolute deviations estimators, Econometrica. 50, 1569-1575.

  23. Tikhonov, A.N. (1963a). Solution of incorrectly formulated problems and the regularization method. Soviet Mathematics Doklady, 4, 1035-1038.
    Paper not yet in RePEc: Add citation now
  24. Tikhonov, A.N. (1963b). Regularization of incorrectly posed problems. Soviet Mathematics Doklady, 4, 1624-1627.
    Paper not yet in RePEc: Add citation now
  25. Working paper, GREMAQ, University of Social Science, Toulouse, France. Engl, H.W., M. Hanke, and A. Neubauer (1996). Regularization of Inverse Problems.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. On the equivalence of instrumental variables estimators for linear models. (2015). Montes-Rojas, Gabriel ; Galvao, Antonio F.
    In: Economics Letters.
    RePEc:eee:ecolet:v:134:y:2015:i:c:p:13-15.

    Full description at Econpapers || Download paper

  2. Is monetary policy non-linear in Latin America? a quantile regression approach to Brazil, Chile, Mexico and Peru. (2014). Schreyer, Samuel ; Miles, William.
    In: Journal of Developing Areas.
    RePEc:jda:journl:vol.48:year:2014:issue2:pp169-183.

    Full description at Econpapers || Download paper

  3. A Test for Endogeneity in Conditional Quantiles. (2013). MULLER, Christophe ; Kim, Tae-Hwan.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00854527.

    Full description at Econpapers || Download paper

  4. A Test for Endogeneity in Conditional Quantiles. (2013). MULLER, Christophe ; Kim, Tae-Hwan.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1342.

    Full description at Econpapers || Download paper

  5. Measuring the Effect of Green Space on Property Value: An Application of the Hedonic Spatial Quantile Regression. (2013). Hite, Diane ; Liu, Sezhu .
    In: 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida.
    RePEc:ags:saea13:143045.

    Full description at Econpapers || Download paper

  6. Estimating monetary policy reaction functions using quantile regressions. (2012). Wolters, Maik.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:34:y:2012:i:2:p:342-361.

    Full description at Econpapers || Download paper

  7. Optimal inference for instrumental variables regression with non-Gaussian errors. (2012). Jansson, Michael ; Crump, Richard ; Cattaneo, Matias.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:167:y:2012:i:1:p:1-15.

    Full description at Econpapers || Download paper

  8. Quantile Regression in the Presence of Sample Selection. (2011). Melly, Blaise ; Huber, Martin.
    In: Economics Working Paper Series.
    RePEc:usg:econwp:2011:09.

    Full description at Econpapers || Download paper

  9. Specification Analysis of Structural Quantile Regression Models. (2010). Goh, Chuan ; Escanciano, Juan Carlos.
    In: Working Papers.
    RePEc:tor:tecipa:tecipa-415.

    Full description at Econpapers || Download paper

  10. The trade-growth nexus in the developing countries: a quantile regression approach. (2010). Tsangarides, Charalambos ; Mignon, Valérie ; Dufrénot, Gilles ; Dufrenot, Gilles.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:146:y:2010:i:4:p:731-761.

    Full description at Econpapers || Download paper

  11. Estimating Monetary Policy Reaction Functions Using Quantile Regressions. (2010). Wolters, Maik.
    In: MPRA Paper.
    RePEc:pra:mprapa:23857.

    Full description at Econpapers || Download paper

  12. Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative. (2009). Lee, Sokbae (Simon) ; Horowitz, Joel L..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:152:y:2009:i:2:p:141-152.

    Full description at Econpapers || Download paper

  13. Tax burden, government expenditures and income distribution in Brazil. (2008). Galvo, Antonio Fialho ; Baer, Werner.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:48:y:2008:i:2:p:345-358.

    Full description at Econpapers || Download paper

  14. Peer effects in adolescent overweight. (2008). Trogdon, Justin ; Nonnemaker, James ; Pais, Joanne.
    In: Journal of Health Economics.
    RePEc:eee:jhecon:v:27:y:2008:i:5:p:1388-1399.

    Full description at Econpapers || Download paper

  15. Are employers discriminating with respect to weight?: European Evidence using Quantile Regression. (2008). Vuri, Daniela ; Pace, Noemi ; Atella, Vincenzo.
    In: Economics & Human Biology.
    RePEc:eee:ehbiol:v:6:y:2008:i:3:p:305-329.

    Full description at Econpapers || Download paper

  16. Weak identification robust tests in an instrumental quantile model. (2008). Jun, Sung Jae.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:144:y:2008:i:1:p:118-138.

    Full description at Econpapers || Download paper

  17. Conditional empirical likelihood estimation and inference for quantile regression models. (2008). Otsu, Taisuke.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:142:y:2008:i:1:p:508-538.

    Full description at Econpapers || Download paper

  18. Instrumental variable quantile regression: A robust inference approach. (2008). Hansen, Christian ; Chernozhukov, Victor.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:142:y:2008:i:1:p:379-398.

    Full description at Econpapers || Download paper

  19. The effects of pay and job satisfaction on the labour supply of hospital consultants. (2007). Scott, Anthony ; Ikenwilo, Divine .
    In: Health Economics.
    RePEc:wly:hlthec:v:16:y:2007:i:12:p:1303-1318.

    Full description at Econpapers || Download paper

  20. Principals as Agents? Investigating Accountability in the Compensation and Performance of School Principals. (2007). Billger, Sherrilyn.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp2662.

    Full description at Econpapers || Download paper

  21. Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative. (2007). Lee, Sokbae (Simon) ; Horowitz, Joel.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:02/07.

    Full description at Econpapers || Download paper

  22. Executive compensation and capital structure: The effects of convertible debt and straight debt on CEO pay. (2007). Ortiz-Molina, Hernan .
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:43:y:2007:i:1:p:69-93.

    Full description at Econpapers || Download paper

  23. Instrumental variable estimation based on conditional median restriction. (2007). Sakata, Shinichi.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:141:y:2007:i:2:p:350-382.

    Full description at Econpapers || Download paper

  24. Endogeneity in quantile regression models: A control function approach. (2007). Lee, Sokbae (Simon).
    In: Journal of Econometrics.
    RePEc:eee:econom:v:141:y:2007:i:2:p:1131-1158.

    Full description at Econpapers || Download paper

  25. Instrumental Variable Quantile Estimation of Spatial Autoregressive Models. (2007). Yang, Zhenlin ; Su, Liangjun.
    In: Development Economics Working Papers.
    RePEc:eab:develo:22476.

    Full description at Econpapers || Download paper

  26. Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors. (2007). Jansson, Michael ; Crump, Richard ; Cattaneo, Matias.
    In: CREATES Research Papers.
    RePEc:aah:create:2007-11.

    Full description at Econpapers || Download paper

  27. Nonparametric instrumental variables estimation of a quantile regression model. (2006). Lee, Sokbae (Simon) ; Horowitz, Joel.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:09/06.

    Full description at Econpapers || Download paper

  28. Quantile regression methods for recursive structural equation models. (2006). koenker, roger ; Ma, Lingjie.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:134:y:2006:i:2:p:471-506.

    Full description at Econpapers || Download paper

  29. Instrumental quantile regression inference for structural and treatment effect models. (2006). Hansen, Christian ; Chernozhukov, Victor.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:132:y:2006:i:2:p:491-525.

    Full description at Econpapers || Download paper

  30. TWO-STAGE HUBER ESTIMATION. (2005). MULLER, Christophe ; Kim, Tae-Hwan.
    In: Working Papers. Serie AD.
    RePEc:ivi:wpasad:2005-17.

    Full description at Econpapers || Download paper

  31. The impact of teachers’ wages on students’ performance in the presence of heterogeneity and endogeneity. Evidence from Brazil.. (2005). Waltenberg, Fábio ; Sprietsma, Maresa ; Maresa, SPRIETSMA ; Fabio, WALTENBERG.
    In: Discussion Papers (ECON - Département des Sciences Economiques).
    RePEc:ctl:louvec:2005008.

    Full description at Econpapers || Download paper

  32. The Food Prices / Body Mass Index Relationship: Theory and Evidence from a Sample of French Adults. (2005). Etilé, Fabrice ; Boizot-Szantai, Christine ; Etile, Fabrice.
    In: 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark.
    RePEc:ags:eaae05:24734.

    Full description at Econpapers || Download paper

  33. Obesity and Risk Knowledge. (2004). Kan, Kamhon ; Tsai, Wei-Der.
    In: IEAS Working Paper : academic research.
    RePEc:sin:wpaper:04-a002.

    Full description at Econpapers || Download paper

  34. TWO-STAGE QUANTILE REGRESSION WHEN THE FIRST STAGE IS BASED ON QUANTILE REGRESSION. (2004). MULLER, Christophe ; Kim, Tae-Hwan.
    In: Working Papers. Serie AD.
    RePEc:ivi:wpasad:2004-03.

    Full description at Econpapers || Download paper

  35. Endogeneity in quantile regression models: a control function approach. (2004). Lee, Sokbae (Simon).
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:08/04.

    Full description at Econpapers || Download paper

  36. Quantile regression methods for recursive structural equation models. (2004). koenker, roger ; Ma, Lingjie.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:01/04.

    Full description at Econpapers || Download paper

  37. Obesity and risk knowledge. (2004). Kan, Kamhon ; Tsai, Wei-Der.
    In: Journal of Health Economics.
    RePEc:eee:jhecon:v:23:y:2004:i:5:p:907-934.

    Full description at Econpapers || Download paper

  38. The impact of education in rural Ghana: examining household labor allocation and returns on and off the farm. (2004). Jolliffe, Dean.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:73:y:2004:i:1:p:287-314.

    Full description at Econpapers || Download paper

  39. Efficient Semiparametric Estimation of Quantile Treatment Effects. (2004). Firpo, Sergio.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:605.

    Full description at Econpapers || Download paper

  40. Identification and Estimation of Triangular Simultaneous Equations Models without Additivity. (2004). Newey, Whitney ; Imbens, Guido.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:594.

    Full description at Econpapers || Download paper

  41. Endogeneity in Quantile Regression Models: A Control Function Approach. (2004). Lee, Sokbae (Simon).
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:521.

    Full description at Econpapers || Download paper

  42. Sheepskin effects and screening in Colombia. (2003). Mora, Jhon.
    In: COLOMBIAN ECONOMIC JOURNAL.
    RePEc:col:000096:003496.

    Full description at Econpapers || Download paper

  43. Instrumental Values. (2002). Chesher, Andrew.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:17/02.

    Full description at Econpapers || Download paper

  44. Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression. (2002). Kim, Tae-Hwan ; White, Halbert.
    In: University of California at San Diego, Economics Working Paper Series.
    RePEc:cdl:ucsdec:qt1s38s0dn.

    Full description at Econpapers || Download paper

  45. Exogenous impact and conditional quantile functions. (2001). Chesher, Andrew.
    In: Econometrics.
    RePEc:wpa:wuwpem:0108001.

    Full description at Econpapers || Download paper

  46. LINEARIZATION OF RANDOMLY WEIGHTED EMPIRICALS UNDER LONG RANGE DEPENDENCE WITH APPLICATIONS TO NONLINEAR REGRESSION QUANTILES. (2000). Mukherjee, Kanchan .
    In: Econometric Theory.
    RePEc:cup:etheor:v:16:y:2000:i:03:p:301-323_16.

    Full description at Econpapers || Download paper

  47. How wide is the gap? An investigation of gender wage differences using quantile regression. (1998). López Nicolás, Ángel ; Hernandez, Pedro ; Garcia Villar, Jaume ; Lopez-Nicolas, ngel.
    In: Economics Working Papers.
    RePEc:upf:upfgen:287.

    Full description at Econpapers || Download paper

  48. On necessary conditions for the weak consistency of minimum L1-norm estimates in linear models. (1997). Wu, Y. ; Bai, Z. D..
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:34:y:1997:i:2:p:193-199.

    Full description at Econpapers || Download paper

  49. Robust estimators for simultaneous equations models. (1997). Krishnakumar, Jaya ; Ronchetti, E..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:78:y:1997:i:2:p:295-314.

    Full description at Econpapers || Download paper

  50. Semiparametric maximum likelihood estimation of polychotomous and sequential choice models. (1995). Lee, Lung-Fei.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:65:y:1995:i:2:p:381-428.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-22 11:27:56 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.