Quantile Regression Under Misspecification, with an Application to the U.S. Wage Structure

By Joshua D. Angrist, Victor Chernozhukov, Iv'an Fern'andez-Val. 2006

427 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/1ccb818801ad3d0d2cdc346e0b5f6a40299e5456

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Citations in the corpus

The Effects of Birth Inputs on Birthweight (2008, positive): “Angrist, Chernozhukov, and Fernandez-Val (2006) provided a framework for analyzing misspecification of the conditional quantile function.”
A quantile correlated random coefficients panel data model (2016, neutral): “In the cross-section setting (T = 1) we can construct a mapping between quantiles of the individual elements of B1 in (3) and their corresponding quantile regression coefficients in the linear quantile regression of Y1 and X1 if (i) X1 is independent of B1, (ii) there exists a non-singular rotation ”
Quantile Selection Models with an Application to Understanding Changes in Wage Inequality (2017, neutral): “[5] Angrist, J.”
Subsampling Inference on Quantile Regression Processes (2005, positive): “Basic approaches for conditional quantile estimation, proposed in Bhattacharya (1963), Chaudhuri (1991), Doksum (1974), Koenker and Bassett (1978), and Portnoy (1997) facilitate this analysis. In addition, there are methods, developed in Buchinsky and Hahn (1998), Honoré, Khan and Powell (2002), Por”
Sensitivity to Missing Data Assumptions: Theory and an Evaluation of the U.S. Wage Structure (2010, neutral): “A large literature reviewed by (among others) Autor and Katz (1999), Heckman et al. (2006) and Acemoglu and Autor (2010) finds important changes over time in the conditional distribution of earnings with respect to schooling levels.”
Asymptotics for panel quantile regression models with individual effects (2012, neutral): “Condition (B2) imposes some restrictions on the conditional densities and is standard in the QR literature (cf. Condition (ii) of Angrist, Chernozhukov, and Fernandez-Val, 2006, Theorem 3).”
Fuzzy Differences-in-Differences (2015, positive): “, Angrist et al., 2006). This result holds here thanks to our assumptions on the conditional distribution of Y . Consistency of the bootstrap is beyond the scope of the paper but could be established using, e.g., Chen et al. (2003). In our supplementary material, we revisit results from Field (2005)”
Accompanying document to "Point Estimation with Exponentially Tilted Empirical Likelihood" (2005, positive): “In recent years, the analysis of misspecified models has been actively extended to various extremum estimators [ 2 , 13, 44, 51] and, in particular, to overidentified moment condition models [8, 18, 26, 32, 34, 41].”
On the use of archetypes as benchmarks (2008, neutral): “[13]).”
Mostly Harmless Econometrics: An Empiricist's Companion (2008, neutral): “…scores (from Angrist and Lavy, 1999) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 200 7.1.1 The quantile regression approximation property (adapted from Angrist, Chernozhukov, and Fernandez-Val, 2006) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .”