This paper is concerned with estimating the additive components of a nonparametric additive quantile regression model. We develop an estimator that is asymptotically normally distributed with a rate of convergence in probability of $n^{-r/(2r+1)}$ when the additive components are $r$-times...

Quantile regression (QR) methods fit a linear model for conditional quantiles, just as ordinary least squares (OLS) regression estimates a linear model for conditional means. An attractive feature of the OLS estimator is that it gives a minimum mean square error approximation to the conditional...

There is conflicting evidence regarding the recent evolution of unemployment duration in the U.S. In this study we rely on censored quantile regression methods to analyze the changes in the US unemployment duration distribution. We employed the decomposition method proposed by Machado and Mata...

In this paper, local relationship between per capita health expenditure and GDP is investigated with local quantile regressions. The advantage of using local quantile regressions is the assumption of homogeneity on per capita health care expenditure could be relaxed so that number of countries...

This paper presents calculations of semiparametric efficiency bounds for quantile treatment effects parameters when selection to treatment is based on observable characteristics. The paper also presents three estimation procedures for these parameters, all of which have two steps: a...

In this article we analyze the evolution of relative per capita income distribution of Brazilian municipalities over the period 1970-1996. Our analyses are based on nonparametric methodologies and do not assume probability distributions or functional forms for the data. We have carried out two...

Within the independent private-values paradigm, we demonstrate nonparametric identification of Dutch and first-price, sealed-bid auction models when bidders are asymmetric. We also demonstrate that, in the presence of a binding reserve price, methods for estimating the distribution of valuations...

This paper considers measures of uncertainty used in economic estimation. Our first contribution is to address the theoretical relationship between cross-section and time series measures, highlighting the reasons why these might diverge. In a subsequent empirical section, we compare measures of...

We use a novel data set and identification strategy to empirically detect the presence and magnitude of local social interactions effects in the labor market. We argue that the use of informal referrals has implications for the spatial distribution of residential and work locations, that can...