Linear Quantile Regression and Endogeneity Correction
Résumé
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.
Domaines
Economies et finances
Origine : Fichiers éditeurs autorisés sur une archive ouverte
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