IDEAS home Printed from https://ideas.repec.org/a/tsj/stataj/v21y2021i3p602-625.html
   My bibliography  Save this article

arhomme: An implementation of the Arellano and Bonhomme (2017) estimator for quantile regression with selection correction

Author

Listed:
  • Martin Biewen

    (University of Tübingen)

  • Pascal Erhardt

    (University of Tübingen)

Abstract

Despite constituting a major theoretical breakthrough, the quantile selection model of Arellano and Bonhomme (2017, Econometrica 85: 1–28) based on copulas has not found its way into many empirical applications. We introduce the command arhomme, which implements different variants of the estimator along with standard errors based on bootstrapping and subsampling. We illustrate the command by replicating parts of the empirical application in the original article and a related application in Arellano and Bonhomme (2018, Handbook of Quantile Regression, chap. 13).

Suggested Citation

  • Martin Biewen & Pascal Erhardt, 2021. "arhomme: An implementation of the Arellano and Bonhomme (2017) estimator for quantile regression with selection correction," Stata Journal, StataCorp LP, vol. 21(3), pages 602-625, September.
    • Handle: RePEc:tsj:stataj:v:21:y:2021:i:3:p:602-625
    DOI: 10.1177/1536867X211045516
    Note: to access software from within Stata, net describe http://www.stata-journal.com/software/sj21-3/st0648/
    as

    Download full text from publisher

    File URL: http://www.stata-journal.com/article.html?article=st0648
    File Function: link to article purchase
    Download Restriction: no
    File URL: https://libkey.io/10.1177/1536867X211045516?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Elass, Kenza, 2024. "Male and female selection effects on gender wage gaps in three countries," Labour Economics, Elsevier, vol. 87(C).
    2. Kenza Elass, 2022. "The multiple dimensions of selection into employment," AMSE Working Papers 2219, Aix-Marseille School of Economics, France.
    3. Kenza Elass, 2022. "The multiple dimensions of selection into employment," French Stata Users' Group Meetings 2022 06, Stata Users Group.

    Corrections

    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:tsj:stataj:v:21:y:2021:i:3:p:602-625. 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.

    We have no bibliographic references for this item. You can help adding them by using 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: Christopher F. Baum or Lisa Gilmore (email available below). General contact details of provider: http://www.stata-journal.com/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.