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Firpo, Sergio; Fortin, Nicole M.; Lemieux, Thomas - 2006

We propose a new regression method to estimate the impact of explanatory variables on quantiles of the unconditional distribution of an outcome variable. The proposed method consists of running a regression of the (recentered) influence function (RIF) of the unconditional quantile on the...

Persistent link: https://www.econbiz.de/10011807357

Unconditional quantile regressions

Firpo, Sergio; Fortin, Nicole Marie; Lemieux, Thomas - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 3, pp. 953-973

Persistent link: https://www.econbiz.de/10003867003

Unconditional quantile regressions

Firpo, Sergio; Fortin, Nicole Marie; Lemieux, Thomas - 2007

Persistent link: https://www.econbiz.de/10003504373

Unconditional quantile regressions

Firpo, Sergio (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003392269

Unconditional Quantile Regressions

Firpo, Sergio - 2007

We propose a new regression method to estimate the impact of explanatory variables on quantiles of the unconditional (marginal) distribution of an outcome variable. The proposed method consists of running a regression of the (recentered) influence function (RIF) of the unconditional quantile on...

Persistent link: https://www.econbiz.de/10012465407

Partial identification of the treatment effect distribution and its functionals

Firpo, Sergio; Ridder, Geert - In: Journal of econometrics 213 (2019) 1, pp. 210-234

Persistent link: https://www.econbiz.de/10012304549

Unconditional Quantile Regressions

Firpo, Sergio; Fortin, Nicole Marie; Lemieux, Thomas - 2021

Persistent link: https://www.econbiz.de/10013312528