Extremal quantile regressions for selection models and the black white wage gap

We consider the estimation of a semiparametric location-scale model subject to endogenous selection, in the absence of an instrument or a large support regressor. Identification relies on the independence between the covariates and selection, for arbitrarily large values of the outcome. In this cont...

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Bibliographic Details
Main Authors: D'HAULTFOEUILLE, Xavier, MAUREL, Arnaud, ZHANG, Yichong
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2014
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Online Access:https://ink.library.smu.edu.sg/soe_research/2029
https://ink.library.smu.edu.sg/context/soe_research/article/3028/viewcontent/SSRN_id2460159.pdf
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Institution: Singapore Management University
Language: English

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