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Found 7 papers, 0 papers with code
Unconditional Quantile Partial Effects via Conditional Quantile Regression
This paper develops a semi-parametric procedure for estimation of unconditional quantile partial effects using quantile regression coefficients.
Unconditional Effects of General Policy Interventions
The location-scale shift is intended to study a counterfactual policy aimed at changing not only the mean or location of a covariate but also its dispersion or scale.
Quantile Regression under Limited Dependent Variable
A new Stata command, ldvqreg, is developed to estimate quantile regression models for the cases of censored (with lower and/or upper censoring) and binary dependent variables.
Global Financial Cycle, Commodity Terms of Trade and Financial Spreads in Emerging Markets and Developing Economies
Given the relative importance of commodity trade in the economic structure of these countries, our study reveals that the sign and size of the trade balance of commodity goods are key parameters to rationalize the impact of global financial and liquidity conditions.
A decomposition method to evaluate the `paradox of progress' with evidence for Argentina
The `paradox of progress' is an empirical regularity that associates more education with larger income inequality.
RIF Regression via Sensitivity Curves
In empirically relevant situations where the influence function is not available or difficult to compute, we suggest to use the \emph{sensitivity curve} (Tukey, 1977) as a feasible alternative.
A first-stage representation for instrumental variables quantile regression
The quantile first-stage is analogous to the least squares case, i. e., a linear projection of the endogenous variables on the instruments and other exogenous covariates, with the difference that the QR case is a weighted projection.
