Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative
نویسندگان
چکیده
منابع مشابه
Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative
This paper is concerned with inference about a function g that is identified by a conditional quantile restriction involving instrumental variables. The paper presents a test of the hypothesis that g belongs to a finite-dimensional parametric family against a nonparametric alternative. The test is not subject to the ill-posed inverse problem of nonparametric instrumental variables estimation. U...
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ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 2009
ISSN: 0304-4076
DOI: 10.1016/j.jeconom.2009.01.003