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...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2015
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| Subjects: | |
| 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 |
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| Institution: | Singapore Management University |
| Language: | English |