Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations

Luciano de Castro, Antonio Galvao and David Kaplan
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Luciano de Castro: University of Iowa

No 1710, Working Papers from Department of Economics, University of Missouri

Abstract: WP 17-10 has now been replaced by working paper WP 18-03.

Keywords: instrumental variables; nonlinear quantile regression; quantile utility maximization (search for similar items in EconPapers)
JEL-codes: C31 C32 C36 (search for similar items in EconPapers)
Pages: 44 pages
Date: 2017-07-10, Revised 2018-02-28
New Economics Papers: this item is included in nep-ecm and nep-upt
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Related works:
Journal Article: Smoothed GMM for quantile models (2019)
Working Paper: Smoothed GMM for quantile models (2018)
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