Linear Quantile Regression and Endogeneity Correction

Christophe Muller

No 1920, AMSE Working Papers from Aix-Marseille School of Economics, France

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.

Pages: 10 pages
Date: 2019-08
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://www.amse-aixmarseille.fr/sites/default/fil ... /wp_2019_-_nr_20.pdf (application/pdf)

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)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:aim:wpaimx:1920

Access Statistics for this paper

More papers in AMSE Working Papers from Aix-Marseille School of Economics, France AMU-AMSE - 5-9 Boulevard Maurice Bourdet, CS 50498 - 13205 Marseille Cedex 1. Contact information at EDIRC.
Bibliographic data for series maintained by Gregory Cornu ().