Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models
نویسندگان
چکیده
منابع مشابه
Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models∗
In this paper, we consider sieve instrumental variable quantile regression (IVQR) estimation of functional coefficient models where the coefficients of endogenous regressors are unknown functions of some exogenous covariates. We approximate the unknown functional coefficients by some basis functions and estimate them by the IVQR technique. We establish the uniform consistency and asymptotic nor...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2015
ISSN: 1556-5068
DOI: 10.2139/ssrn.2562175