SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION
نویسندگان
چکیده
منابع مشابه
Smoothed Estimating Equations for Instrumental Variables Quantile Regression
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Article history: Received 7 August 2008 Received in revised form 23 April 2009 Accepted 28 April 2009 Available online 5 May 2009
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Quantile regression is an increasingly important tool that estimates the conditional quantiles of a response Y given a vector of regressors D. It usefully generalizes Laplace’s median regression and can be used to measure the effect of covariates not only in the center of a distribution, but also in the upper and lower tails. For the linear quantile model defined by Y = D′γ(U) where D′γ(U) is s...
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ژورنال
عنوان ژورنال: Econometric Theory
سال: 2016
ISSN: 0266-4666,1469-4360
DOI: 10.1017/s0266466615000407