Quantile regression with censoring and endogeneity
In this paper we develop a new censored quantile instrumental variable (CQIV) estimator and describe its properties and computation. The CQIV estimator combines Powell (1986) censored quantile regression (CQR) to deal with censoring, with a control variable approach to incorporate endogenous regress...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Published: |
Elsevier BV
2018
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| Online Access: | http://hdl.handle.net/1721.1/114834 https://orcid.org/0000-0002-3250-6714 |