Censored regression quantiles with endogenous regressors

Richard Blundell; James L. Powell

doi:10.1016/j.jeconom.2007.01.016

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Censored regression quantiles with endogenous regressors

Richard Blundell James L. Powell

Year: 2007 Journal: Journal of Econometrics Vol: 141 (1)Pages: 65-83 Publisher: Elsevier BV

DOI: 10.1016/j.jeconom.2007.01.016

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Keywords:

Estimator Mathematics Quantile Instrumental variable Quantile regression Econometrics Statistics Endogeneity Unobservable Conditional probability distribution Censored regression model Conditional expectation Regression analysis Control variable Asymptotic distribution Regression Pairwise comparison

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Efficiency Analysis Using DEA

Social Sciences → Decision Sciences → Management Science and Operations Research

Monetary Policy and Economic Impact

Social Sciences → Economics, Econometrics and Finance → General Economics, Econometrics and Finance

Censored regression quantiles with endogenous regressors

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