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

• Main Authors: D'HAULTFOEUILLE, Xavier, MAUREL, Arnaud, ZHANG, Yichong
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2018
• Subjects: Black-white gap; Extreme quantile regression; Intermediate quantile; sample selection models; Econometrics
• Online Access: https://ink.library.smu.edu.sg/soe_research/2030; https://ink.library.smu.edu.sg/context/soe_research/article/3029/viewcontent/1_s20_S0304407617302269_main.pdf
• Institution: Singapore Management University

We consider the estimation of a semiparametric sample selection model without instrument or large support regressor. Identification relies on the independence between the covariates and selection, for arbitrarily large values of the outcome. We propose a simple estimator based on extremal quantile r...