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Reading List Quantile Regression

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52 views2 pages

Reading List Quantile Regression

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yagiz.bayhan25
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Reading List

Quantile Regression

Overviews & Textbooks:

Koenker, R. (2005): Quantile Regression, Econometric Society Monographs,


Cambridge University Press.

Imbens, G. and J. M. Wooldridge (2007): Lecture Notes Quantile Methods, NBER


Summer Institute, Lecture 14.
Link: http://www.nber.org/%7Econfer/2007/si2007/wneprg.html

Koenker, R. and G. Bassett (1978): “Regression Quantiles”, Econometrica, 46, 33-50.

Koenker, R. and K. F. Hallock (2001): “Quantile Regression”, Journal of Economic


Perspectives, 15 (4), 143-156.

Fitzenberger, B., Koenker, R., and J. A. F. Machado (2002): Economic Applications of


Quantile Regression, Studies in Empirical Economics, Springer Verlag.

Methodological Papers:

Powell, J. (1986): “Censored Regression Quantiles”, Journal of Econometrics, 32, 143-


155.

Koenker, R. and J. A. F. Machado (1999): “Goodness of Fit and Related Inference


Processes for Quantile Regression”, Journal of the American Statistical Association, 94
(448), 1296-1310.

Koenker, R. and Y. Bilias (2001): “Quantile Regression for Duration Data: A


Reappraisal of the Pennsylvania Reemployment Bonus Experiments”, Empirical
Economics, 26, 199-220.

Machado, J. A. F. and J. Mata (2005): “Counterfactual Decomposition of Changes in


Wage Distributions Using Quantile Regression”, Journal of Applied Econometrics, 20,
445-465.

Firpo, S., Fortin, N. M., and T. Lemieux (2007): “Unconditional Quantile Regression”,
NBER Technical Working Paper No. 339.

Chernozhukov, V. and C. Hansen (2008): “Instrumental Variable Quantile Regression:


A Robust Inference Approach”, Journal of Econometrics, 142, 379-398.

Applied Papers:

Buchinsky, M. (1994): “Changes in U.S. Wage Structure 1963-1987: An Application of


Quantile Regression”, Econometrica, 62 (2), 405-458.
Abadie, A. (1997): “Changes in Spanish Labor Income Structure During the 1980’s: A
Quantile Regression Approach”, Investigaciones Economicas, 21 (2), 253-272.

García, J., Hernández, P. J., and A. López-Nicolás (2001): “How Wide is the Gap? An
Investigation of Gender Wage Differences Using Quantile Regression”, Empirical
Economics, 26, 149-167.

Abrevaya, J. (2001): “The Effects of Demographics and Maternal Behavior on the


Distributions of Birth Outcomes”, Empirical Economics, 26 (1), 247-257.

Abadie, A., Angrist, J., and G. Imbens (2002): “Instrumental Variables Estimates of the
Effect of Subsidized Training on the Quantiles of Trainee Earnings”, Econometrica, 70
(1), 91-117.

Albrecht, J., Björklund, A., and S. Vroman (2003): “Is There a Glass Ceiling in
Sweden?”, Journal of Labor Economics, 21, 145-178.

Chernozhukov, V. and C. Hansen (2004): “The Effect of 401(k) Participation on the


Wealth Distribution: An Instrumental Quantile Regression Analysis”, Review of
Economics and Statistics, 86 (3), 735-751.

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