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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.

Date: 2019-08
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