Search Results - subject:"quantile regression."

The Distribution of Gains from Access to Stocks

Bilias, Yannis; Haliassos, Michael - Centro Studi di Economia e Finanza (CSEF) - 2004

Recent market developments raise doubts regarding further spread of household stock market participation. We study, computationally and econometrically, net gains from access to stocks, and estimate the potentially changing role of their determinants across the distribution of such gains for US...

Persistent link: https://www.econbiz.de/10005750342

Has long become longer or short become shorter? Evidence from a censored quantile regression analysis of the changes in the distribution of U.S. unemployment duration

Guimarães, Juliana - Econometric Society - 2004

on censored quantile regression methods to analyze the changes in the US unemployment duration distribution. We employed …

Persistent link: https://www.econbiz.de/10005699588

Comparing Nonparametric Regression Quantiles

Huse, Cristian - Econometric Society - 2004

This paper investigates how conditional quantiles of a given distribution relate to each other. Given two conditional quantiles estimated nonparametrically, we investigate their relation by linking them through a parametric transformation. Asymptotic normality of the associated parameter vector...

Persistent link: https://www.econbiz.de/10005699609

Matching using Semiparametric Propensity Scores

Lehrer, Steven; Kordas, Gregory - Econometric Society - 2004

Propensity score matching is becoming increasingly common in clinical medicine, demographic and economic research for the evaluation of the magnitude of treatment effects. Existing studies generally use parametric estimators of binary response models such as the probit and logit to estimate the...

Persistent link: https://www.econbiz.de/10005702687

Endogeneity in Quantile Regression Models: A Control Function Approach

Lee, Sokbae - Econometric Society - 2004

This paper considers a linear triangular simultaneous equations model with conditional quantile restrictions. The paper adjusts for endogeneity by adopting a control function approach and presents a simple two-step estimator that exploits the partially linear structure of the model. The first...

Persistent link: https://www.econbiz.de/10005130190

Decomposing the Gender Wage Gap in the Netherlands with Sample Selection Adjustments

Albrecht, James; Vuuren, Aico van; Vroman, Susan - Tinbergen Institute - 2004

In this paper, we use quantile regression decomposition methods to analyze the gender gap between men and women who …

Persistent link: https://www.econbiz.de/10005137387

Nonparametric Estimation of an Additive Quantile Regression Model

Lee, Sokbae; Horowitz, Joel L. - Econometric Society - 2004

This paper is concerned with estimating the additive components of a nonparametric additive quantile regression model … estimator has an oracle property and is easily extended to a generalized additive quantile regression model with a link function …

Persistent link: https://www.econbiz.de/10005342359

The Public Sector Pay Gap in France, Great Britain and Italy

Lucifora, Claudio; Meurs, Dominique - Centre for Household, Income, Labour and Demographic … - 2004

quantile regression methods to analyse the distribution of wages across sectors. We show that the public-private (hourly) wage …

Persistent link: https://www.econbiz.de/10005187657

TWO-STAGE QUANTILE REGRESSION WHEN THE FIRST STAGE IS BASED ON QUANTILE REGRESSION

Muller, Christophe; Kim, Tae-Hwan - Instituto Valenciano de Investigaciones Económicas (IVIE) - 2004

We present the asymptotic properties of double-stage quantile regression estimators with random regressors, where the …

Persistent link: https://www.econbiz.de/10005212564

PARAMETER HETEROGENEITY IN THE NEOCLASSICAL GROWTH MODEL: A QUANTILE REGRESSION APPROACH

Canarella, Giorgio; Pollard, Stephen - In: Journal of Economic Development 29 (2004) 1, pp. 1-31

successful in explaining the growth empirics of the ¡°average¡± country. We next estimate the model using quantile regression …. The results of quantile regression are at odds with the OLS results. We find evidence of partial parameter heterogeneity … from the quantile regression do not fully confirm this prediction. We find that convergence is not a generalized phenomenon …

Persistent link: https://www.econbiz.de/10009351250