In this paper, we consider sieve instrumental variable quantile regression (IVQR) estimation of functional coefficient models where the coefficients of endogenous regressors are unknown functions of some exogenous covariates. We approximate the unknown functional coefficients by some basis...

Purpose The purpose of this paper is to estimate the returns to rural schooling in China, addressing both endogeneity in rural individuals’ schooling and self-selection into off-farm work. Design/methodology/approach This paper exploits geographical proximity to rural secondary schools to...

This paper studies robust and optimal estimation of the slope coefficients in a partially linear instrumental variables model with nonparametric partial identification. We establish the root-n asymptotic normality of a penalized sieve minimum distance estimator of the slope coefficients. We show...