Instrumental Variable Quantile Estimation of Spatial Autoregressive Models
We propose a spatial quantile autoregression (SQAR) model, which allows cross-sectional dependence among the responses, unknown heteroscedasticity in the disturbances, and heterogeneous impacts of covariates on different points (quantiles) of a response distribution. The instrumental variable quantil...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2011
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/1074 https://ink.library.smu.edu.sg/context/soe_research/article/2073/viewcontent/Instrumental_Variable_Quantile_Estimation_2011_wp.pdf |
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| Institution: | Singapore Management University |
| Language: | English |