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Journal of Business & Economic Statistics Volume 38, 2020 - Issue 2
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Original Articles

A Comparison of Two Quantile Models With Endogeneity

Kaspar WüthrichDepartment of Economics, University of California, San Diego, La Jolla, CA ([email protected])
Pages 443-456 | Published online: 08 Feb 2019

Citations (19)

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Read on this site (4)

Ju Hyun Kim & Byoung G. Park. (2022) Testing rank similarity in the local average treatment effects model. Econometric Reviews 41:10, pages 1265-1286.
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Xiu Xu, Weining Wang, Yongcheol Shin & Chaowen Zheng. (2022) Dynamic Network Quantile Regression Model. Journal of Business & Economic Statistics 0:0, pages 1-15.
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Jad Beyhum, Jean-Pierre Florens & Ingrid Van Keilegom. (2022) Nonparametric Instrumental Regression With Right Censored Duration Outcomes. Journal of Business & Economic Statistics 40:3, pages 1034-1045.
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Martin Huber, Mark Schelker & Anthony Strittmatter. (2022) Direct and Indirect Effects based on Changes-in-Changes. Journal of Business & Economic Statistics 40:1, pages 432-443.
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Articles from other publishers (15)

Brigham Russell Frandsen. (2022) Discussion on “Instrumental variable estimation of the causal hazard ratio,” by Linbo Wang, Eric Tchetgen Tchetgen, Torben Martinussen, Stijn Vansteelandt. Biometrics 79:2, pages 551-553.
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Santiago Pereda-Fernández. (2023) Identification and estimation of triangular models with a binary treatment. Journal of Econometrics 234:2, pages 585-623.
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William U. Meyerson, Carl F. Pieper & Rick H. Hoyle. (2023) Use of Quantile Treatment Effects Analysis to Describe Antidepressant Response in Randomized Clinical Trials Submitted to the US Food and Drug Administration. JAMA Network Open 6:6, pages e2317714.
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Jad Beyhum, Jean-Pierre Florens & Ingrid Van Keilegom. (2023) A nonparametric instrumental approach to confounding in competing risks models. Lifetime Data Analysis.
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David M. Kaplan. (2022) Smoothed instrumental variables quantile regression. The Stata Journal: Promoting communications on statistics and Stata 22:2, pages 379-403.
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Takuya Ura. (2020) INSTRUMENTAL VARIABLE QUANTILE REGRESSION WITH MISCLASSIFICATION. Econometric Theory 37:1, pages 169-204.
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Hiroaki Kaido & Kaspar Wüthrich. (2021) Decentralization estimators for instrumental variable quantile regression models. Quantitative Economics 12:2, pages 443-475.
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David Powell. (2020) Quantile Treatment Effects in the Presence of Covariates. The Review of Economics and Statistics 102:5, pages 994-1005.
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Valentin Verdier. (2020) Average treatment effects for stayers with correlated random coefficient models of panel data. Journal of Applied Econometrics 35:7, pages 917-939.
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Kaspar Wüthrich. (2019) A closed-form estimator for quantile treatment effects with endogeneity. Journal of Econometrics 210:2, pages 219-235.
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Marco Castillo & Ragan Petrie. (2022) Incentivized learning, selective attention and durable treatment effects in energy usage. SSRN Electronic Journal.
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Le‐Yu Chen & Yu-Min Yen. (2020) Estimations of the Conditional Tail Average Treatment Effect. SSRN Electronic Journal.
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Luciano I. de Castro, Lance Cundy, Antonio F. Galvao & Rafael Vieira Westenberger. (2020) A Dynamic Quantile Model for Distinguishing Intertemporal Substitution from Risk Aversion. SSRN Electronic Journal.
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Xiu Xu, Weining Wang & Yongcheol Shin. (2020) Dynamic Spatial Network Quantile Autoregression. SSRN Electronic Journal.
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Yinchu Zhu. (2018) k-Step Correction for Mixed Integer Linear Programming: A New Approach for Instrumental Variable Quantile Regressions and Related Problems. SSRN Electronic Journal.
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