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...
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| Автор: | |
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| Інші автори: | , |
| Формат: | article |
| Мова: | Англійська |
| Опубліковано: |
2023
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| Предмети: | |
| Онлайн доступ: | https://hdl.handle.net/20.500.12008/40456 https://doi.org/10.1093/ectj/utad010 |
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