Endogeneity in Quantile Regression Models: A Control Function Approach

By S. Lee. 2004

258 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/38e10e49928064eb6d176b74309c537ca72d28cf

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Citations in the corpus

Instrumental Variable Quantile Regression (2004, methodology): “Finally, we note that Chernozhukov et al. (2007), Horowitz and Lee (2007), Chen and Pouzo (2009), Chen and Pouzo (2012), and Gagliardini and Scaillet (2012) consider fully nonparametric approaches to estimating structural quantile models.”
IV Quantile Regression for Group-Level Treatments, with an Application to the Distributional Effects of Trade (2016, unknown): “Our paper also contributes to the growing literature on IV treatment e↵ects in quantile models, such as Abadie, Angrist, and Imbens (2002), Chernozhukov and Hansen (2005, 2006, 2008), Lee (2007), Chesher (2003), and Imbens and Newey (2009).”
The trade-growth nexus in the developing countries: a quantile regression approach (2010, background): “17 See Hausman and Taylor (1981). results in the literature, and confirm the importance of the ―gravity variables‖ (including GDP, distance, currency union and free-trade area participation) on bilateral trade.”
Board Independence, Ownership Structure and the Valuation of IPOs in Continental Europe (2014, unknown): “To obtain estimations that account for the potential endogeneity of the relationship between BI and Tobin’s Q, we employ the estimator developed by Lee (2007), which combines the control function approach with quantile regressions.”
A Test of the Conditional Independence Assumption in Sample Selection Models: A TEST OF THE CONDITIONAL INDEPENDENCE ASSUMPTION (2012, unknown): “Advances have been reported in selection on observables, instrumental variables, and panel data models, among many others (for a discussion, see e.g. Matzkin 2007).”
Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality (2009, background): “Suggested Citation: Carneiro, Pedro; Lee, Sokbae (2009) : Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality, cemmap working paper, No.”
Semiparametric estimation of binary response models with endogenous regressors (2009, background): “…of various non- and semiparametric models with endogenous regressors (e.g. Newey, Powell, and Vella (1999), Blundell and Powell (2003), Chesher (2003), Das, Newey, and Vella (2003), Florens, Heckman, Meghir, and Vytlacil (2008), Imbens and Newey (2006), Blundell and Powell (2007), Lee (2007)).”
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models (2007, methodology): “…works on quantile regression with endogenous regressors include Abadie, Angrist and Imbens (2002), Sakata (2007), Ma and Koenker (2006), Hong and Tamer (2003), Honoré and Hu (2004), Sokbae Lee (2007), and Blundel and Powell (2007). coefficients only under the assumption that the data are iid.”