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Sample Selection in Quantile Regression: A Survey

Author

Listed:
  • Manuel Arellano

    (CEMFI, Centro de Estudios Monetarios y Financieros)

  • Stéphane Bonhomme

    (University of Chicago)

Abstract
Nonrandom sample selection is a pervasive issue in applied work. In additive models, a number of techniques are available for consistent selection correction. However, progress in the development of non-additive selection corrections has been slower. In this survey we review recent proposals dealing with sample selection in quantile models.

Suggested Citation

  • Manuel Arellano & Stéphane Bonhomme, 2017. "Sample Selection in Quantile Regression: A Survey," Working Papers wp2017_1702, CEMFI.
    • Handle: RePEc:cmf:wpaper:wp2017_1702
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    File URL: https://www.cemfi.es/ftp/wp/1702.pdf
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    References listed on IDEAS

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    More about this item

    Keywords

    Quantile regression; sample selection; copula; wage regressions.;
    All these keywords.

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • J31 - Labor and Demographic Economics - - Wages, Compensation, and Labor Costs - - - Wage Level and Structure; Wage Differentials

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