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Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure

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Cited by:

  1. Stefan Bache & Christian Dahl & Johannes Kristensen, 2013. "Headlights on tobacco road to low birthweight outcomes," Empirical Economics, Springer, vol. 44(3), pages 1593-1633, June.
  2. Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "On the asymptotic theory for least squares series: pointwise and uniform results," CeMMAP working papers CWP73/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  3. Patrick Kline & Andres Santos, 2013. "Sensitivity to missing data assumptions: Theory and an evaluation of the U.S. wage structure," Quantitative Economics, Econometric Society, vol. 4(2), pages 231-267, July.
  4. Huber, Martin & Melly, Blaise, 2011. "Quantile Regression in the Presence of Sample Selection," Economics Working Paper Series 1109, University of St. Gallen, School of Economics and Political Science.
  5. Lee, Tae-Hwy & Ullah, Aman & Wang, He, 2018. "The second-order bias of quantile estimators," Economics Letters, Elsevier, vol. 173(C), pages 143-147.
  6. Erich Battistin & Carlos Lamarche & Enrico Rettore, 2024. "Quantiles of the gain distribution of an early childhood intervention," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(6), pages 1045-1064, September.
  7. Martinez-Sanchis, Elena & Mora, Juan & Kandemir, Ilker, 2012. "Counterfactual distributions of wages via quantile regression with endogeneity," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3212-3229.
  8. Machado, Jose A F & Santos Silva, Joao M C, 2008. "Quantiles for Fractions and Other Mixed Data," Economics Discussion Papers 3550, University of Essex, Department of Economics.
  9. Corrado Andini, 2022. "Tertiary education for all and wage inequality: policy insights from quantile regression," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 50(6), pages 1281-1296, November.
  10. Belloni, Alexandre. & Chen, Mingli & Chernozhukov, Victor, 2016. "Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management," The Warwick Economics Research Paper Series (TWERPS) 1125, University of Warwick, Department of Economics.
  11. Olivier Bargain & Prudence Kwenda, 2014. "The Informal Sector Wage Gap: New Evidence Using Quantile Estimations on Panel Data," Economic Development and Cultural Change, University of Chicago Press, vol. 63(1), pages 117-153.
  12. Sasaki, Yuya, 2015. "What Do Quantile Regressions Identify For General Structural Functions?," Econometric Theory, Cambridge University Press, vol. 31(5), pages 1102-1116, October.
  13. Victor Chernozhukov & Iv·n Fern·ndez-Val & Alfred Galichon, 2010. "Quantile and Probability Curves Without Crossing," Econometrica, Econometric Society, vol. 78(3), pages 1093-1125, May.
  14. Javier Alejo & Antonio F Galvao & Gabriel Montes-Rojas, 2023. "A first-stage representation for instrumental variables quantile regression," The Econometrics Journal, Royal Economic Society, vol. 26(3), pages 350-377.
  15. de Castro, Luciano & Galvao, Antonio F. & Kaplan, David M. & Liu, Xin, 2019. "Smoothed GMM for quantile models," Journal of Econometrics, Elsevier, vol. 213(1), pages 121-144.
  16. Samantha Leorato & Franco Peracchi, 2015. "Comparing Distribution and Quantile Regression," EIEF Working Papers Series 1511, Einaudi Institute for Economics and Finance (EIEF), revised Oct 2015.
  17. Kato, Kengo & F. Galvao, Antonio & Montes-Rojas, Gabriel V., 2012. "Asymptotics for panel quantile regression models with individual effects," Journal of Econometrics, Elsevier, vol. 170(1), pages 76-91.
  18. Klaus Friesenbichler, 2014. "EU Accession, Domestic Market Competition and Total Factor Productivity. Firm Level Evidence," WIFO Working Papers 492, WIFO.
  19. repec:hal:wpspec:info:hdl:2441/5rkqqmvrn4tl22s9mc4b6ga2g is not listed on IDEAS
  20. Javier Alejo & Antonio F. Galvao & Julián Martinez-Iriarte & Gabriel Montes-Rojas, 2023. "Unconditional Quantile Partial Effects via Conditional Quantile Regression," Working Papers 217, Red Nacional de Investigadores en Economía (RedNIE).
  21. Boudarbat, Brahim & Lemieux, Thomas & Riddell, Craig, 2008. "The Evolution of the Returns to Human Capital in Canada, 1980-2006," Economics working papers craig_riddell-2008-15, Vancouver School of Economics, revised 22 Oct 2008.
  22. repec:spo:wpmain:info:hdl:2441/5rkqqmvrn4tl22s9mc4b6ga2g is not listed on IDEAS
  23. Belloni, Alexandre & Chernozhukov, Victor & Chetverikov, Denis & Kato, Kengo, 2015. "Some new asymptotic theory for least squares series: Pointwise and uniform results," Journal of Econometrics, Elsevier, vol. 186(2), pages 345-366.
  24. Fuertes, Ana-Maria & Olmo, Jose, 2013. "Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction," International Journal of Forecasting, Elsevier, vol. 29(1), pages 28-42.
  25. Du, Zaichao & Escanciano, Juan Carlos & Zhu, Guangwei, 2023. "The case for CASE: Estimating heterogeneous systemic effects," Journal of Banking & Finance, Elsevier, vol. 157(C).
  26. Ruosha Li & Limin Peng, 2017. "Assessing quantile prediction with censored quantile regression models," Biometrics, The International Biometric Society, vol. 73(2), pages 517-528, June.
  27. Adelino, Manuel & Dinc, I. Serdar, 2014. "Corporate distress and lobbying: Evidence from the Stimulus Act," Journal of Financial Economics, Elsevier, vol. 114(2), pages 256-272.
  28. C de Chaisemartin & X D’HaultfŒuille, 2018. "Fuzzy Differences-in-Differences," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(2), pages 999-1028.
  29. Battistin, Erich & Lamarche, Carlos & Rettore, Enrico, 2020. "Quantiles of the Gain Distribution of an Early Child Intervention," CEPR Discussion Papers 14721, C.E.P.R. Discussion Papers.
  30. Wang, Xichen & Duan, Xiaomei, 2024. "What leads some countries to experience larger decreases in foreign flows during low-flow episodes? Evidence from international portfolio flows," Journal of International Money and Finance, Elsevier, vol. 148(C).
  31. Klaus S. Friesenbichler, 2020. "Does EU-accession affect domestic market structures and firm level productivity?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(2), pages 343-364, May.
  32. Bargain, Olivier B. & Melly, Blaise, 2008. "Public Sector Pay Gap in France: New Evidence Using Panel Data," IZA Discussion Papers 3427, Institute of Labor Economics (IZA).
  33. Alexandre Belloni & Mingli Chen & Victor Chernozhukov, 2016. "Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk," Papers 1607.00286, arXiv.org, revised Oct 2019.
  34. George J. Borjas & Rachel M. Friedberg, 2009. "Recent Trends in the Earnings of New Immigrants to the United States," Working Papers 2009-13, Brown University, Department of Economics.
  35. de Chaisemartin, Clement & D'Haultfoeuille, Xavier, 2014. "Fuzzy Changes-in Changes," CAGE Online Working Paper Series 184, Competitive Advantage in the Global Economy (CAGE).
  36. Graham, Bryan S. & Hahn, Jinyong & Poirier, Alexandre & Powell, James L., 2018. "A quantile correlated random coefficients panel data model," Journal of Econometrics, Elsevier, vol. 206(2), pages 305-335.
  37. David M. Kaplan, 2013. "IDEAL Inference on Conditional Quantiles via Interpolated Duals of Exact Analytic L-statistics," Working Papers 1316, Department of Economics, University of Missouri.
  38. Pereda-Fernández, Santiago, 2023. "Identification and estimation of triangular models with a binary treatment," Journal of Econometrics, Elsevier, vol. 234(2), pages 585-623.
  39. Marilena Furno, 2008. "Quantile regressions analysis of the Italian school system," Working Papers 2008-06, Universita' di Cassino, Dipartimento di Economia e Giurisprudenza.
  40. Asplund, Rita, 2009. "Sources of Increased Wage Differentials in the Finnish Private Sector," Discussion Papers 1206, The Research Institute of the Finnish Economy.
  41. Gindling, T.H. & Hasnain, Zahid & Newhouse, David & Shi, Rong, 2020. "Are public sector workers in developing countries overpaid? Evidence from a new global dataset," World Development, Elsevier, vol. 126(C).
  42. Natalya Presman & Tanya Suhoy, 2024. "How have government housing programs affected developers' bids in Israel Land Authority land tenders?," Bank of Israel Working Papers 2024.08, Bank of Israel.
  43. Victor Chernozhukov & Iván Fernández‐Val & Blaise Melly, 2013. "Inference on Counterfactual Distributions," Econometrica, Econometric Society, vol. 81(6), pages 2205-2268, November.
  44. Manuel Arellano & Stéphane Bonhomme, 2017. "Quantile Selection Models With an Application to Understanding Changes in Wage Inequality," Econometrica, Econometric Society, vol. 85, pages 1-28, January.
  45. Pendakur, Krishna & Woodcock, Simon, 2010. "Glass Ceilings or Glass Doors? Wage Disparity Within and Between Firms," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 181-189.
  46. Marco LILLA, 2008. "Income Inequality and Education from ECHP data," Working Papers 311, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  47. Domenico Depalo & Raffaella Giordano, 2011. "The public-private pay gap: a robust quantile approach," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 70(1), pages 25-64, January.
  48. Christis Katsouris, 2023. "Quantile Time Series Regression Models Revisited," Papers 2308.06617, arXiv.org, revised Aug 2023.
  49. repec:bla:ecorec:v:85:y:2009:i:s1:p:s59-s73 is not listed on IDEAS
  50. Guillaume Carlier & Victor Chernozhukov & Alfred Galichon, 2014. "Vector quantile regression," CeMMAP working papers CWP48/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  51. Michal Franta, 2023. "The Application of Multiple-Output Quantile Regression on the US Financial Cycle," Working Papers 2023/2, Czech National Bank.
  52. Oka, Tatsushi & Qu, Zhongjun, 2011. "Estimating structural changes in regression quantiles," Journal of Econometrics, Elsevier, vol. 162(2), pages 248-267, June.
  53. Mateut, Simona & Chevapatrakul, Thanaset, 2018. "Customer financing, bargaining power and trade credit uptake," International Review of Financial Analysis, Elsevier, vol. 59(C), pages 147-162.
  54. Franco Peracchi & Samantha Leorato, 2015. "Shape Regressions," Working Papers gueconwpa~15-15-06, Georgetown University, Department of Economics.
  55. Alejo, Javier & Galvao, Antonio F. & Montes-Rojas, Gabriel, 2018. "Quantile continuous treatment effects," Econometrics and Statistics, Elsevier, vol. 8(C), pages 13-36.
  56. Nikolaus Hautsch & Julia Schaumburg & Melanie Schienle, 2015. "Financial Network Systemic Risk Contributions," Review of Finance, European Finance Association, vol. 19(2), pages 685-738.
  57. Graetz, Georg & Feng, Andy, 2014. "Rise of the Machines: The Effects of Labor-Saving Innovations on Jobs and Wages," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100401, Verein für Socialpolitik / German Economic Association.
  58. Chunbei Wang & Le Wang, 2011. "Language Skills and the Earnings Distribution Among Child Immigrants," Industrial Relations: A Journal of Economy and Society, Wiley Blackwell, vol. 50(2), pages 297-322, April.
  59. Chesher, Andrew, 2017. "Understanding the effect of measurement error on quantile regressions," Journal of Econometrics, Elsevier, vol. 200(2), pages 223-237.
  60. Alexandre Belloni & Victor Chernozhukov, 2011. "High Dimensional Sparse Econometric Models: An Introduction," Papers 1106.5242, arXiv.org, revised Sep 2011.
  61. Gabriel Montes-Rojas, 2011. "Quantile Regression with Classical Additive Measurement Errors," Economics Bulletin, AccessEcon, vol. 31(4), pages 2863-2868.
  62. Ferreira, Francisco H. G. & Firpo, Sergio & Galvao, Antonio F., 2017. "Estimation and Inference for Actual and Counterfactual Growth Incidence Curves," IZA Discussion Papers 10473, Institute of Labor Economics (IZA).
  63. Ion Zgreaban, Irina, 2013. "Education in Romania - How much is it Worth?," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 149-163, March.
  64. Firpo, Sergio & Galvao, Antonio F. & Song, Suyong, 2017. "Measurement errors in quantile regression models," Journal of Econometrics, Elsevier, vol. 198(1), pages 146-164.
  65. David M. Kaplan & Matt Goldman, 2013. "IDEAL Quantile Inference via Interpolated Duals of Exact Analytic L-statistics," Working Papers 1315, Department of Economics, University of Missouri.
  66. Fong, Wai Mun, 2013. "Footprints in the market: Hedge funds and the carry trade," Journal of International Money and Finance, Elsevier, vol. 33(C), pages 41-59.
  67. Tjeerd de Vries, 2021. "A Tale of Two Tails: A Model-free Approach to Estimating Disaster Risk Premia and Testing Asset Pricing Models," Papers 2105.08208, arXiv.org, revised Oct 2023.
  68. Junho Lee & Ying Sun & Huixia Judy Wang, 2021. "Spatial cluster detection with threshold quantile regression," Environmetrics, John Wiley & Sons, Ltd., vol. 32(8), December.
  69. Francis Green & Stephen Machin & Richard Murphy & Yu Zhu, 2012. "The Changing Economic Advantage from Private Schools," Economica, London School of Economics and Political Science, vol. 79(316), pages 658-679, October.
  70. Firpo, Sergio & Galvao, Antonio F. & Parker, Thomas, 2023. "Uniform inference for value functions," Journal of Econometrics, Elsevier, vol. 235(2), pages 1680-1699.
  71. Matt Goldman & David M. Kaplan, 2018. "Non‐parametric inference on (conditional) quantile differences and interquantile ranges, using L‐statistics," Econometrics Journal, Royal Economic Society, vol. 21(2), pages 136-169, June.
  72. Ivan Fernandez-Val & Franco Peracchi & Francis Vella & Aico van Vuuren, 2019. "Decomposing Changes in the Distribution of Real Hourly Wages in the U.S," CeMMAP working papers CWP61/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  73. Tao Hu & Baosheng Liang, 2021. "A New Class of Estimators Based on a General Relative Loss Function," Mathematics, MDPI, vol. 9(10), pages 1-19, May.
  74. Parker, Thomas, 2019. "Asymptotic inference for the constrained quantile regression process," Journal of Econometrics, Elsevier, vol. 213(1), pages 174-189.
  75. Liang Chen & Juan J. Dolado & Jesús Gonzalo, 2021. "Quantile Factor Models," Econometrica, Econometric Society, vol. 89(2), pages 875-910, March.
  76. Iv'an Fern'andez-Val & Franco Peracchi & Aico van Vuuren & Francis Vella, 2018. "Selection and the Distribution of Female Hourly Wages in the U.S," Papers 1901.00419, arXiv.org, revised Jan 2022.
  77. Victor Chernozhukov & Iván Fernández-Val & Blaise Melly & Kaspar Wüthrich, 2020. "Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 115(529), pages 123-137, January.
  78. Roger Koenker & Samantha Leorato & Franco Peracchi, 2013. "Distributional vs. Quantile Regression," EIEF Working Papers Series 1329, Einaudi Institute for Economics and Finance (EIEF), revised Dec 2013.
  79. Yu-Chin Hsu & Chung-Ming Kuan & Giorgio Teng-Yu Lo, 2017. "Quantile Treatment Effects in Regression Discontinuity Designs with Covariates," IEAS Working Paper : academic research 17-A009, Institute of Economics, Academia Sinica, Taipei, Taiwan.
  80. Matthew A. Masten & Alexandre Poirier & Linqi Zhang, 2024. "Assessing Sensitivity to Unconfoundedness: Estimation and Inference," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(1), pages 1-13, January.
  81. Saara Vaahtoniemi, 2021. "The finance wage premium: Finnish evidence from a gender perspective," LABOUR, CEIS, vol. 35(3), pages 412-431, September.
  82. Grimpe, Christoph & Kaiser, Ulrich & Sofka, Wolfgang, 2018. "Innovating for the Better? The Role of Advocacy Group Work Experience for Employee Pay," IZA Discussion Papers 11649, Institute of Labor Economics (IZA).
  83. repec:spo:wpecon:info:hdl:2441/5rkqqmvrn4tl22s9mc4b6ga2g is not listed on IDEAS
  84. Christoph Grimpe & Ulrich Kaiser & Wolfgang Sofka, 2019. "Signaling valuable human capital: Advocacy group work experience and its effect on employee pay in innovative firms," Strategic Management Journal, Wiley Blackwell, vol. 40(4), pages 685-710, April.
  85. Leopoldo Catania & Alessandra Luati & Pierluigi Vallarino, 2021. "Economic vulnerability is state dependent," CREATES Research Papers 2021-09, Department of Economics and Business Economics, Aarhus University.
  86. Grigory Franguridi & Bulat Gafarov & Kaspar Wüthrich, 2021. "Conditional Quantile Estimators: A Small Sample Theory," CESifo Working Paper Series 9046, CESifo.
  87. Aleksy Leeuwenkamp, 2022. "Making heads or tails of systemic risk measures," Papers 2206.02582, arXiv.org, revised Apr 2023.
  88. Evangelia Papapetrou & Pinelopi Tsalaporta, 2017. "Inter-Industry Wage Differentials in Greece: Evidence from Quantile Regression Analysis," International Economic Journal, Taylor & Francis Journals, vol. 31(1), pages 51-67, January.
  89. Escanciano, Juan Carlos & Velasco, Carlos, 2010. "Specification tests of parametric dynamic conditional quantiles," Journal of Econometrics, Elsevier, vol. 159(1), pages 209-221, November.
  90. Michael C. Burda & Bernd Fitzenberger & Alexander Lembcke & Thorsten Vogel, 2008. "Unionization, Stochastic Dominance, and Compression of the Wage Distribution: Evidence from Germany," SFB 649 Discussion Papers SFB649DP2008-041, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  91. Wiji Arulampalam & Alison Booth & Mark Bryan, 2010. "Are there asymmetries in the effects of training on the conditional male wage distribution?," Journal of Population Economics, Springer;European Society for Population Economics, vol. 23(1), pages 251-272, January.
  92. Shabbar Jaffry & Yaseen Ghulam & Vyoma Shah, 2007. "Returns to Education in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 46(4), pages 833-852.
  93. Franco Peracchi & Andrei V. Tanase, 2008. "On estimating the conditional expected shortfall," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 24(5), pages 471-493, September.
  94. Marilena Furno, 2011. "Goodness of Fit and Misspecification in Quantile Regressions," Journal of Educational and Behavioral Statistics, , vol. 36(1), pages 105-131, February.
  95. Li, Ming-Yuan Leon, 2009. "Value or volume strategy?," Finance Research Letters, Elsevier, vol. 6(4), pages 210-218, December.
  96. Corradi, Valentina & Fosten, Jack & Gutknecht, Daniel, 2023. "Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk," Journal of Econometrics, Elsevier, vol. 236(2).
  97. Kaplan, David M., 2015. "Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion," Journal of Econometrics, Elsevier, vol. 185(1), pages 20-32.
  98. Qu, Zhongjun & Yoon, Jungmo, 2015. "Nonparametric estimation and inference on conditional quantile processes," Journal of Econometrics, Elsevier, vol. 185(1), pages 1-19.
  99. Rahman, Mustafizur & Al-Hasan, Md., 2018. "Returns to Schooling in Bangladesh Revisited: An Instrumental Variable Quantile Regression Approach," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), vol. 41(02), pages 27-42, June.
  100. Belloni, Alexandre & Chernozhukov, Victor & Chetverikov, Denis & Fernández-Val, Iván, 2019. "Conditional quantile processes based on series or many regressors," Journal of Econometrics, Elsevier, vol. 213(1), pages 4-29.
  101. Denis Chetverikov & Bradley Larsen & Christopher Palmer, 2016. "IV Quantile Regression for Group‐Level Treatments, With an Application to the Distributional Effects of Trade," Econometrica, Econometric Society, vol. 84, pages 809-833, March.
  102. Galvao Jr, A. F. & Montes-Rojas, G., 2009. "Instrumental variables quantile regression for panel data with measurement errors," Working Papers 09/06, Department of Economics, City University London.
  103. Arie Beresteanu, 2016. "Quantile Regression with Interval Data," Working Paper 5991, Department of Economics, University of Pittsburgh.
  104. Leorato, Samantha & Peracchi, Franco & Tanase, Andrei V., 2012. "Asymptotically efficient estimation of the conditional expected shortfall," Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 768-784.
  105. Ruofan Xu & Jiti Gao & Tatsushi Oka & Yoon-Jae Whang, 2022. "Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation," Papers 2208.03632, arXiv.org, revised Nov 2024.
  106. Fernández-Gallardo, Álvaro & Lloyd, Simon & Manuel, Ed, 2023. "The transmission of macroprudential policy in the tails: evidence from a narrative approach," Bank of England working papers 1027, Bank of England.
  107. Bruce E. Hansen & Seojeong Lee, 2021. "Inference for Iterated GMM Under Misspecification," Econometrica, Econometric Society, vol. 89(3), pages 1419-1447, May.
  108. Ashraf El-Araby Aly & James Ragan, 2010. "Arab immigrants in the United States: how and why do returns to education vary by country of origin?," Journal of Population Economics, Springer;European Society for Population Economics, vol. 23(2), pages 519-538, March.
  109. Brahim Boudarbat & Thomas Lemieux & W. Craig Riddell, 2010. "The Evolution of the Returns to Human Capital in Canada, 1980-2005," Canadian Public Policy, University of Toronto Press, vol. 36(1), pages 63-89, March.
  110. Bernd Fitzenberger & Karsten Kohn & Alexander C. Lembcke, 2013. "Union Density and Varieties of Coverage: The Anatomy of Union Wage Effects in Germany," ILR Review, Cornell University, ILR School, vol. 66(1), pages 169-197, January.
  111. Le-Yu Chen & Yu-Min Yen, 2021. "Estimations of the Local Conditional Tail Average Treatment Effect," Papers 2109.08793, arXiv.org, revised May 2024.
  112. Ying-Ying Lee, 2015. "Interpretation and Semiparametric Efficiency in Quantile Regression under Misspecification," Econometrics, MDPI, vol. 4(1), pages 1-14, December.
  113. Galina Besstremyannaya & Sergei Golovan, 2022. "Instrumental Variable Quantile Regression For Clustered Data," HSE Working papers WP BRP 255/EC/2022, National Research University Higher School of Economics.
  114. Zishu Zhan & Yang Li & Yuhong Yang & Cunjie Lin, 2023. "Model averaging for semiparametric varying coefficient quantile regression models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 75(4), pages 649-681, August.
  115. M. Mujiya Ulkhaq & Giorgia Oggioni & Rossana Riccardi, 2024. "Two-stage super-efficiency model for measuring efficiency of education in South-East Asia," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 47(2), pages 513-543, December.
  116. Juan Carlos Escanciano & Lin Zhu, 2013. "Set inferences and sensitivity analysis in semiparametric conditionally identified models," CeMMAP working papers CWP55/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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  118. Otávio Bartalotti, 2013. "GMM Efficiency and IPW Estimation for Nonsmooth Functions," Working Papers 1301, Tulane University, Department of Economics.
  119. Jun, Sung Jae, 2009. "Local structural quantile effects in a model with a nonseparable control variable," Journal of Econometrics, Elsevier, vol. 151(1), pages 82-97, July.
  120. Anil K. Bera & Antonio F. Galvao Jr. & Gabriel V. Montes-Rojas & Sung Y. Park, 2014. "Which Quantile is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression," World Scientific Book Chapters, in: Kaddour Hadri & William Mikhail (ed.), Econometric Methods and Their Applications in Finance, Macro and Related Fields, chapter 7, pages 167-199, World Scientific Publishing Co. Pte. Ltd..
  121. David H. Autor & Lawrence F. Katz & Melissa S. Kearney, 2005. "Trends in U.S. Wage Inequality: Re-Assessing the Revisionists," NBER Working Papers 11627, National Bureau of Economic Research, Inc.
  122. Jean-Paul Chavas, 2021. "The dynamics and volatility of prices in multiple markets: a quantile approach," Empirical Economics, Springer, vol. 60(4), pages 1607-1628, April.
  123. Patrick Bayer & Kerwin Kofi Charles, 2016. "Divergent Paths: Structural Change, Economic Rank, and the Evolution of Black-White Earnings Differences, 1940-2014," NBER Working Papers 22797, National Bureau of Economic Research, Inc.
  124. Zequn Jin & Lihua Lin & Zhengyu Zhang, 2022. "Identification and Auto-debiased Machine Learning for Outcome Conditioned Average Structural Derivatives," Papers 2211.07903, arXiv.org.
  125. Machado, José A.F. & Santos Silva, J.M.C. & Wei, Kehai, 2016. "Quantiles, corners, and the extensive margin of trade," European Economic Review, Elsevier, vol. 89(C), pages 73-84.
  126. Lu, Xun & Su, Liangjun, 2015. "Jackknife model averaging for quantile regressions," Journal of Econometrics, Elsevier, vol. 188(1), pages 40-58.
  127. Furno, Marilena, 2013. "Quantile regression and structural change in the Italian wage equation," Economic Modelling, Elsevier, vol. 30(C), pages 420-434.
  128. Leonid Kogan & Dimitris Papanikolaou & Lawrence D. W. Schmidt & Jae Song, 2020. "Technological Innovation and Labor Income Risk," Working Papers, Center for Retirement Research at Boston College 202010, Center for Retirement Research.
  129. Victor Chernozhukov & Iván Fernández-Val & Blaise Melly, 2022. "Fast algorithms for the quantile regression process," Empirical Economics, Springer, vol. 62(1), pages 7-33, January.
  130. Jurecková, Jana & Picek, Jan & Saleh, A.K.Md. Ehsanes, 2010. "Rank tests and regression rank score tests in measurement error models," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3108-3120, December.
  131. WenWu Wang & Ping Yu, 2023. "Nonequivalence of two least-absolute-deviation estimators for mediation effects," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 32(1), pages 370-387, March.
  132. Adam Nowak & Patrick Smith, 2015. "Textual Analysis in Real Estate," Working Papers 15-34, Department of Economics, West Virginia University.
  133. Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell, 2015. "Quantile regression with panel data," CeMMAP working papers CWP12/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  134. Rita Asplund, 2010. "Sources of Increased Wage Differentials in the Finnish Private Sector," Finnish Economic Papers, Finnish Economic Association, vol. 23(1), pages 43-61, Spring.
  135. Liu Yuan & Bottai Matteo, 2009. "Mixed-Effects Models for Conditional Quantiles with Longitudinal Data," The International Journal of Biostatistics, De Gruyter, vol. 5(1), pages 1-24, November.
  136. Lee, Sungwon, 2023. "Efficient estimation of a triangular system of equations for quantile regression," Economics Letters, Elsevier, vol. 226(C).
  137. Giglio, Stefano & Kelly, Bryan & Pruitt, Seth, 2016. "Systemic risk and the macroeconomy: An empirical evaluation," Journal of Financial Economics, Elsevier, vol. 119(3), pages 457-471.
  138. Evangelia Papapetrou & Pinelopi Tsalaporta, 2016. "Inter-industry wage differentials in Greece: rent-sharing and unobserved heterogeneity hypotheses," Working Papers 213, Bank of Greece.
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