Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models

Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models

In this paper, we consider sieve instrumental variable quantile regression (IVQR) estimation of functional coefficient models where the coefficients of endogenous regressors are unknown functions of some exogenous covariates. We approximate the unknown functional coefficients by some basis functions...

Full description

Saved in:
Bibliographic Details
Main Authors: SU, Liangjun, HOSHINA, Tadao
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2015
Subjects:
Endogeneity
Functional coefficient
Heterogeneity
Instrumental variable
Panel data
Sieve estimation
Specification test
Structural quantile function
Econometrics
Online Access:https://ink.library.smu.edu.sg/soe_research/1716
https://ink.library.smu.edu.sg/context/soe_research/article/2715/viewcontent/01_2015.pdf
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/soe_research/1716
https://ink.library.smu.edu.sg/context/soe_research/article/2715/viewcontent/01_2015.pdf

Similar Items