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 estimate the functional coefficients by the sieve-IVQR technique and est...

Full description

Saved in:
Bibliographic Details
Main Authors: SU, Liangjun, HOSHINO, Tadao
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2016
Subjects:
Online Access:https://ink.library.smu.edu.sg/soe_research/2133
https://ink.library.smu.edu.sg/context/soe_research/article/3133/viewcontent/SieveInstrumentalVariableQuantileRegressionEstimation_pp.pdf
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Singapore Management University
Language: English
Be the first to leave a comment!
You must be logged in first