Linear Quantile Regression and Endogeneity Correction
Christophe Muller ()
No 1920, AMSE Working Papers from Aix-Marseille School of Economics, France
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.
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Working Paper: Linear Quantile Regression and Endogeneity Correction (2019)
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