A first-stage representation for instrumental variables quantile regression
This paper develops a first-stage linear regression representation for an instrumental variables (IV) quantile regression (QR) model. The quantile first stage is analogous to the least-squares case, i.e., a linear projection of the endogenous variables on the instruments and other exogenous covariat...
Gorde:
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| Beste egile batzuk: | , |
| Formatua: | article |
| Hizkuntza: | ingelesa |
| Argitaratua: |
2023
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| Gaiak: | |
| Sarrera elektronikoa: | https://hdl.handle.net/20.500.12008/40456 https://doi.org/10.1093/ectj/utad010 |
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