Linear Quantile Regression and Endogeneity Correction

Christophe Muller

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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; Endogeneity; Fitted-Value Approach (search for similar items in EconPapers)
Date: 2019-08
Note: View the original document on HAL open archive server: https://amu.hal.science/hal-02618513
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Citations: View citations in EconPapers (1)

Published in Biostatistics and Biometrics Open Access Journal, 2019, 9 (5), pp.6. ⟨10.19080/BBOAJ.2019.09.555774⟩

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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:journl:hal-02618513

DOI: 10.19080/BBOAJ.2019.09.555774

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