Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative

No abstract is available for this paper.

• Publication year

  2007

• Venue

  Journal of Econometrics

• Publication date

  2007-02-01

• Fields of study

  Mathematics, Economics

• Identifiers
  DOI 10.1016/J.JECONOM.2009.01.003
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

• Nonparametric Instrumental Regression

  2010cited by this paper
• Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals

  2009cited by this paper
• Estimation of nonparametric conditional moment models with possibly nonsmooth moments

  2008cited by this paper
• Instrumental variable estimation of nonseparable models

  2007cited by this paper
• Instrumental variable estimation based on conditional median restriction

  2007cited by this paper
• Characterization of the asymptotic distribution of semiparametric M-estimators

  2006cited by this paper
• Instrumental quantile regression inference for structural and treatment effect models

  2006influential reference
• Nonparametric Instrumental Variables Estimation of a Quantile Regression Model

  2006cited by this paper
• Endogeneity in Quantile Regression Models: A Control Function Approach

  2004cited by this paper
• The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis

  2004cited by this paper
• Testing a parametric model against a nonparametric alternative with identification through instrumental variables

  2004cited by this paper
• The Effect of Air Traffic Delays on Airline Prices

  2004cited by this paper
• Quantile regression methods for recursive structural equation models

  2004cited by this paper
• On the Performance of Some Robust Instrumental Variables Estimators

  2004cited by this paper
• Empirical likelihood estimation and consistent tests with conditional moment restrictions

  2003cited by this paper
• Identification in Nonseparable Models

  2003cited by this paper
• Instrumental variable estimation of nonparametric models

  2003cited by this paper
• Testing conditional moment restrictions

  2003influential reference
• Nonparametric Identification under Discrete Variation

  2003cited by this paper
• Semi‐Nonparametric IV Estimation of Shape‐Invariant Engel Curves

  2003cited by this paper
• Nonparametric methods for inference in the presence of instrumental variables

  2003cited by this paper
• An IV Model of Quantile Treatment Effects

  2002influential reference
• INSTRUMENTAL VALUES

  2002cited by this paper
• An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models

  2002cited by this paper
• OPTIMAL MINIMAX RATES FOR NONPARAMETRIC SPECIFICATION TESTING IN REGRESSION MODELS

  2002influential reference
• Estimation of Semiparametric Models When the Criterion Function is Not Smooth

  2002influential reference
• An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative

  2001cited by this paper
• Nonparametric estimation of triangular simultaneous equations models

  1999cited by this paper
• Asymptotic Theory of Integrated Conditional Moment Tests

  1997influential reference
• Two-stage regression quantiles and two-stage trimmed least squares estimators for structural equation models

  1996cited by this paper
• Weak Convergence and Empirical Processes: With Applications to Statistics

  1996influential reference
• Local polynomial modelling and its applications

  1994cited by this paper
• Nonparametric Estimates of Regression Quantiles and Their Local Bahadur Representation

  1991influential reference
• A consistent conditional moment test of functional form

  1990influential reference
• THE ASYMPTOTIC NORMALITY OF TWO-STAGE LEAST ABSOLUTE

  1983cited by this paper
• Perturbation of spectral subspaces and solution of linear operator equations

  1983cited by this paper
• Two Stage Least Absolute Deviations Estimators

  1982cited by this paper

• Nonparametric inference for quantile cointegrations with stationary covariates

  2021cites this paper
• Testing exogeneity in nonparametric instrumental variables models identified by conditional quantile restrictions

  2020cites this paper
• Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models

  2020cites this paper
• SPECIFICATION TESTING IN NONPARAMETRIC INSTRUMENTAL QUANTILE REGRESSION

  2019cites this paper
• Specification testing in random coefficient models

  2018cites this paper
• Speci cation Testing in Random Coe cient Models

  2018cites this paper
• Non-asymptotic inference in instrumental variables estimation

  2017cites this paper
• Nonparametric Specification Testing in Random Parameter Models

  2016cites this paper
• Testing exogeneity in nonparametric instrumental variables identified by conditional quantile restrictions

  2015influential citation
• A generalized class of skew distributions and associated robust quantile regression models

  2014cites this paper
• Specification analysis of linear quantile models

  2014cites this paper
• Estimation and Testing of Instrumental Mean and Quantile Regression Models

  2013cites this paper
• Specification testing in nonparametric instrumental variable estimation

  2012cites this paper
• A Generalized Class of Skew Distributions and Parametric Quantile Regression Models

  2012cites this paper
• Specification Analysis of Structural Quantile Regression Models

  2010cites this paper
• Child Height and Maternal Health Care Knowledge in Mozambique

  2007cites this paper
• BOUNDING THE DIFFERENCE BETWEEN TRUE AND NOMINAL REJECTION PROBABILITIES IN TESTS OF HYPOTHESIS ABOUT INSTRUMENTAL VARIABLES MODELS

  year unknowncites this paper