Linear Quantile Regression and Endogeneity Correction

Christophe Muller

Working Papers from HAL

Abstract: The main two methods of endogeneity correction for linear quantile regressions with their advantages and drawbacks are reviewed and compared. Then, we discuss opportunities of alleviating the constant effect restriction of the fitted-value approach by relaxing identification conditions.

Keywords: Two-Stage Estimation; Quantile Regression; Fitted-Value Approach; Endogeneity (search for similar items in EconPapers)
Date: 2019-07
New Economics Papers: this item is included in nep-ecm
Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-02272874v1
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Citations: View citations in EconPapers (2)

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Related works:
Journal Article: Linear Quantile Regression and Endogeneity Correction (2019)
Working Paper: Linear Quantile Regression and Endogeneity Correction (2019)
Working Paper: Linear Quantile Regression and Endogeneity Correction (2019)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:wpaper:halshs-02272874

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