A Hybrid MCMC Sampler for Unconditional Quantile Based on Influence Function
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- José A. F. Machado & José Mata, 2001.
"Earning functions in Portugal 1982-1994: Evidence from quantile regressions,"
Empirical Economics, Springer, vol. 26(1), pages 115-134.
- José Mata, 1998. "Earning Functions in Portugal 1982-1994: Evidence From Quantile Regressions," Working Papers w199802, Banco de Portugal, Economics and Research Department.
- Russell Davidson, 2012. "Statistical inference in the presence of heavy tails," Econometrics Journal, Royal Economic Society, vol. 15(1), pages 31-53, February.
- Sims,Christopher A. (ed.), 1994. "Advances in Econometrics," Cambridge Books, Cambridge University Press, number 9780521444606, January.
- George Psacharopoulos & Harry Anthony Patrinos, 2004.
"Returns to investment in education: a further update,"
Education Economics, Taylor & Francis Journals, vol. 12(2), pages 111-134.
- Psacharopoulos, George & Patrinos, Harry Anthony, 2002. "Returns to investment in education : a further update," Policy Research Working Paper Series 2881, The World Bank.
- Ravallion, Martin, 2001.
"Growth, Inequality and Poverty: Looking Beyond Averages,"
World Development, Elsevier, vol. 29(11), pages 1803-1815, November.
- Ravallion, Martin, 2001. "Growth, inequality, and poverty : looking beyond averages," Policy Research Working Paper Series 2558, The World Bank.
- Michel Lubrano & Abdoul Aziz Junior Ndoye, 2014.
"Bayesian Unconditional Quantile Regression: An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the US 1992–2009,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 61(2), pages 129-153, May.
- Michel Lubrano & Abdoul Aziz Junior Ndoye, 2012. "Bayesian Unconditional Quantile Regression. An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the U.S. 1992-2009," AMSE Working Papers 1203, Aix-Marseille School of Economics, France.
- Michel Lubrano & Abdoul Aziz Junior Ndoye, 2012. "Bayesian Unconditional Quantile Regression: An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the U.S. 1992-2009," Working Papers halshs-00790688, HAL.
- Jacob A. Mincer, 1974. "Schooling, Experience, and Earnings," NBER Books, National Bureau of Economic Research, Inc, number minc74-1, February.
- Sergio Firpo & Nicole M. Fortin & Thomas Lemieux, 2009.
"Unconditional Quantile Regressions,"
Econometrica, Econometric Society, vol. 77(3), pages 953-973, May.
- SErgio Firpo & Nicole M. Fortin & Thomas Lemieux, 2006. "Unconditional Quantile Regressions," Textos para discussão 533, Department of Economics PUC-Rio (Brazil).
- Sergio Firpo & Nicole M. Fortin & Thomas Lemieux, 2007. "Unconditional Quantile Regressions," NBER Technical Working Papers 0339, National Bureau of Economic Research, Inc.
- Newey, Whitney K, 1994.
"The Asymptotic Variance of Semiparametric Estimators,"
Econometrica, Econometric Society, vol. 62(6), pages 1349-1382, November.
- Newey, W.K., 1989. "The Asymptotic Variance Of Semiparametric Estimotors," Papers 346, Princeton, Department of Economics - Econometric Research Program.
- Newey, W.K., 1991. "The Asymptotic Variance of Semiparametric Estimators," Working papers 583, Massachusetts Institute of Technology (MIT), Department of Economics.
- Sims,Christopher A. (ed.), 1994. "Advances in Econometrics," Cambridge Books, Cambridge University Press, number 9780521444590, January.
- Psacharopoulos, George, 1994.
"Returns to investment in education: A global update,"
World Development, Elsevier, vol. 22(9), pages 1325-1343, September.
- Psacharopoulos, George, 1993. "Returns to investment in education : a global update," Policy Research Working Paper Series 1067, The World Bank.
- Dorothee Boccanfuso & Antonio Estache & Luc Savard, 2009. "A Macro-Micro Analysis of the Effects of Electricity Reform in Senegal on Poverty and Distribution," Journal of Development Studies, Taylor & Francis Journals, vol. 45(3), pages 351-368.
- Michel Lubrano & Abdoul Aziz Junior Ndoye, 2014.
"Bayesian Unconditional Quantile Regression: An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the US 1992–2009,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 61(2), pages 129-153, May.
- Michel Lubrano & Abdoul Aziz Junior Ndoye, 2012. "Bayesian Unconditional Quantile Regression. An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the U.S. 1992-2009," AMSE Working Papers 1203, Aix-Marseille School of Economics, France.
- Michel Lubrano & Abdoul Aziz Junior Ndoye, 2014. "Bayesian Unconditional Quantile Regression: An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the US 1992-2009," Post-Print hal-01463115, HAL.
- Michel Lubrano & Abdoul Aziz Junior Ndoye, 2012. "Bayesian Unconditional Quantile Regression: An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the U.S. 1992-2009," Working Papers halshs-00790688, HAL.
- Lubrano, Michel & Ndoye, Abdoul Aziz Junior, 2016.
"Income inequality decomposition using a finite mixture of log-normal distributions: A Bayesian approach,"
Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 830-846.
- Michel Lubrano & Abdoul Aziz Junior Ndoye, 2016. "Income inequality decomposition using a finite mixture of log-normal distributions: A Bayesian approach," Post-Print hal-03676126, HAL.
- Michel Lubrano & Abdoul Aziz Junior Ndoye, 2016. "Income inequality decomposition using a finite mixture of log-normal distributions: A Bayesian approach," Post-Print hal-01440303, HAL.
- International Monetary Fund, 2007. "Senegal: Poverty Reduction Strategy Paper," IMF Staff Country Reports 2007/316, International Monetary Fund.
- Jacob A. Mincer, 1974. "Schooling and Earnings," NBER Chapters, in: Schooling, Experience, and Earnings, pages 41-63, National Bureau of Economic Research, Inc.
- Yu, Keming & Moyeed, Rana A., 2001. "Bayesian quantile regression," Statistics & Probability Letters, Elsevier, vol. 54(4), pages 437-447, October.
- Deaton, Angus S & Muellbauer, John, 1980. "An Almost Ideal Demand System," American Economic Review, American Economic Association, vol. 70(3), pages 312-326, June.
- Dorothée Boccanfuso & Bernard Decaluwé & Luc Savard, 2008. "Poverty, income distribution and CGE micro-simulation modeling: Does the functional form of distribution matter?," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 6(2), pages 149-184, June.
- Yunwen Yang & Huixia Judy Wang & Xuming He, 2016. "Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood," International Statistical Review, International Statistical Institute, vol. 84(3), pages 327-344, December.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Maria Manuel Campos & Hugo Reis, 2018. "Returns to schooling in the Portuguese economy: a reassessment," Public Sector Economics, Institute of Public Finance, vol. 42(2), pages 215-242.
- Michel Lubrano & Abdoul Aziz Junior Ndoye, 2014.
"Bayesian Unconditional Quantile Regression: An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the US 1992–2009,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 61(2), pages 129-153, May.
- Michel Lubrano & Abdoul Aziz Junior Ndoye, 2012. "Bayesian Unconditional Quantile Regression. An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the U.S. 1992-2009," AMSE Working Papers 1203, Aix-Marseille School of Economics, France.
- Michel Lubrano & Abdoul Aziz Junior Ndoye, 2012. "Bayesian Unconditional Quantile Regression: An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the U.S. 1992-2009," Working Papers halshs-00790688, HAL.
- Hugo Reis & Maria Manuel Campos, 2017. "Revisiting the returns to schooling in the Portuguese economy," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
- Philip Trostel & Ian Walker, 2006.
"Education and Work,"
Education Economics, Taylor & Francis Journals, vol. 14(4), pages 377-399.
- Trostel, P. & Walker, I., 2000. "Education and Work," The Warwick Economics Research Paper Series (TWERPS) 554, University of Warwick, Department of Economics.
- Trostel, Philip & Walker, Ian, 2000. "Education and Work," Economic Research Papers 269305, University of Warwick - Department of Economics.
- Anuneeta Mitra, 2016. "Education and earning linkages of regular and casual workers in India: a quantile regression approach," Journal of Social and Economic Development, Springer;Institute for Social and Economic Change, vol. 18(1), pages 147-174, October.
- Tushar Agrawal, 2011. "Returns to education in India: Some recent evidence," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2011-017, Indira Gandhi Institute of Development Research, Mumbai, India.
- Jean-Marc Fournier & Isabell Koske, 2012. "The determinants of earnings inequality: evidence from quantile regressions," OECD Journal: Economic Studies, OECD Publishing, vol. 2012(1), pages 7-36.
- Majda Benzidia & Michel Lubrano, 2016.
"A Bayesian Look at American Academic Wages: The Case of Michigan State University,"
AMSE Working Papers
1628, Aix-Marseille School of Economics, France.
- Majda Benzidia & Michel Lubrano, 2016. "A Bayesian Look at American Academic Wages: The Case of Michigan State University," Working Papers halshs-01358882, HAL.
- Bloom, David E. & Canning, David & Kotschy, Rainer & Prettner, Klaus & Schünemann, Johannes, 2024.
"Health and economic growth: Reconciling the micro and macro evidence,"
World Development, Elsevier, vol. 178(C).
- Schünemann, Johannes & Bloom, David E. & Canning, David & Kotschy, Rainer & Prettner, Klaus, 2018. "Health and Economic Growth: Reconciling the Micro and Macro Evidence," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181554, Verein für Socialpolitik / German Economic Association.
- Bloom, David & Canning, David & Kotschy, Rainer & Prettner, Klaus & Schünemann, Johannes, 2022. "Health and Economic Growth: Reconciling the Micro and Macro Evidence," CEPR Discussion Papers 17393, C.E.P.R. Discussion Papers.
- David E. Bloom & David Canning & Rainer Kotschy & Klaus Prettner & Johannes J. Schünemann, 2019. "Health and Economic Growth: Reconciling the Micro and Macro Evidence," NBER Working Papers 26003, National Bureau of Economic Research, Inc.
- Bloom, David E. & Canning, David & Kotschy, Rainer & Prettner, Klaus & Schünemann, Johannes, 2018. "Health and Economic Growth: Reconciling the Micro and Macro Evidence," IZA Discussion Papers 11940, Institute of Labor Economics (IZA).
- David E. Bloom & David Canning & Rainer Kotschy & Klaus Prettner & Johannes Schünemann & Rainer Franz Kotschy, 2022. "Health and Economic Growth: Reconciling the Micro and Macro Evidence," CESifo Working Paper Series 9806, CESifo.
- Pham, Thai-Hung & Reilly, Barry, 2007.
"The gender pay gap in Vietnam, 1993-2002: A quantile regression approach,"
Journal of Asian Economics, Elsevier, vol. 18(5), pages 775-808, October.
- Pham, Hung T & Reilly, Barry, 2007. "The Gender Pay Gap In Vietnam, 1993-2002: A Quantile Regression Approach," MPRA Paper 6475, University Library of Munich, Germany.
- Massimo Del Gatto & Adriana Di Liberto & Carmelo Petraglia, 2011. "Measuring Productivity," Journal of Economic Surveys, Wiley Blackwell, vol. 25(5), pages 952-1008, December.
- M. Del Gatto & A. Di Liberto & C. Petraglia, 2008. "Measuring Productivity," Working Paper CRENoS 200818, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
- Kentaro Shimada & Zeba Khan & Suguru Mizunoya & Ayako Wakano, 2016. "An Update of the Returns to Education in Kenya: Accounting both endogeneity and sample selection biases," Discussion Papers in Economics and Business 16-18, Osaka University, Graduate School of Economics.
- Yubilianto, 2020. "Return to education and financial value of investment in higher education in Indonesia," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 9(1), pages 1-28, December.
- B. Ben Halima & N. Chusseau & J. Hellier, 2013. "Skill Premia and Intergenerational Skill Transmission: The French Case," Working Papers 285, ECINEQ, Society for the Study of Economic Inequality.
- Nina Torm, 2018. "Does union membership pay off?: Evidence from Vietnamese SMEs," WIDER Working Paper Series wp-2018-71, World Institute for Development Economic Research (UNU-WIDER).
- Jacek Liwiński, 2017. "Premia płacowa z kształcenia na studiach podyplomowych," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 5, pages 105-127.
- Jacek Liwiński & Emilia Bedyk, 2016. "Does it pay to invest in the education of children?," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 47.
- Yamarik Steven J, 2008. "Estimating Returns to Schooling from State-Level Data: A Macro-Mincerian Approach," The B.E. Journal of Macroeconomics, De Gruyter, vol. 8(1), pages 1-16, August.
- Angel de la Fuente & Antonio Ciccone, 2003. "Human capital in a global and knowledge-based economy," UFAE and IAE Working Papers 562.03, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Angel de la Fuente & Antonio Ciccone, 2015. "Human capital in a global and knowledge-based economy," Working Papers 70, Barcelona School of Economics.
- Angel de la Fuente, 2003. "Human capital in a global and knowledge-based economy," UFAE and IAE Working Papers 576.03, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
More about this item
Keywords
hybrid MCMC sampler; quantile regression; influence function; return to education;
All these keywords.Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jecnmx:v:6:y:2018:i:2:p:24-:d:144594. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.