TWO-STAGE QUANTILE REGRESSION

We present in this paper the asymptotic properties of two-stage quantile regressionestimators. These results permit valid inferences in structural models estimated using quantileregressions, in which the possible endogeneity of some explanatory variables is treated viaancilliary predictive equations. Simulation results illustrate the usefulness of this approach...

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Year of publication:	2000
Authors:	Kim, Tae-Hwan ; Muller, Christophe
Institutions:	University <Nottingham> / Department of Economics
Subject:	Simulation \| simulation \| Quantil \| Schätzfunktion \| Lineare Regression \| regression

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Extent:	227328 bytes 22 p. application/pdf
Series:	The University of Nottingham - Department of Economics - Discussion Papers in Economics Discussion Paper ; No. 00/1
Type of publication:	Book / Working Paper
Language:	English
Classification:	Qualitity management ; Market research ; Individual Working Papers, Preprints ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005869189