Instrumental Variable Quantile Estimation of Spatial Autoregressive Models

We propose an instrumental variable quantile regression (IVQR) estimator for spatial autoregressive (SAR) models. Like the GMM estimators of Lin and Lee (2006) and Kelejian and Prucha (2006), the IVQR estimator is robust against heteroscedasticity. Unlike the GMM estimators, the IVQR estimator is al...

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Bibliographic Details
Main Authors: SU, Liangjun, Yang, Z.
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2011
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Online Access:https://ink.library.smu.edu.sg/soe_research/1393
http://www.eaber.org/node/22476
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Institution: Singapore Management University
Language: English

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