Nonparametric instrumental variables estimation of a quantile regression model
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- Joel L. Horowitz & Sokbae Lee, 2007. "Nonparametric Instrumental Variables Estimation of a Quantile Regression Model," Econometrica, Econometric Society, vol. 75(4), pages 1191-1208, July.
References listed on IDEAS
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More about this item
Keywords
Statistical inverse; endogenous variable; instrumental variable; optimal rate; nonlinear integral equation; nonparametric regression;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2006-07-15 (Econometrics)
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