Sample Selection in Quantile Regression: A Survey

Manuel Arellano and Stéphane Bonhomme

Working Papers from CEMFI

Abstract: Nonrandom sample selection is a pervasive issue in applied work. In additive models, a number of techniques are available for consistent selection correction. However, progress in the development of non-additive selection corrections has been slower. In this survey we review recent proposals dealing with sample selection in quantile models.

Keywords: Quantile regression; sample selection; copula; wage regressions. (search for similar items in EconPapers)
JEL-codes: C13 J31 (search for similar items in EconPapers)
Date: 2017-01
New Economics Papers: this item is included in nep-ecm and nep-ore
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Citations: View citations in EconPapers (5)

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