Quantile regression

Journal of Economic Perspectives

Volumn 15, Issue 4, 2001, Pages 143-156

  Koenker, Roger ^a   Hallock, Kevin F ^a  

^a UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0040332003     PISSN: 08953309     EISSN: None     Source Type: Journal    
DOI: 10.1257/jep.15.4.143     Document Type: Article

References (44)

1. Abadie, Alberto, Joshua Angrist and Guido Imbens. 2001. "Instrumental Variables Estimation of Quantile Treatment Effects." Econometrica. Forthcoming.
2. Abrevaya, Jason. 2001. "The Effects of Demographics and Maternal Behavior on the Distribution of Birth Outcomes." Empirical Economics. March, 26:1, pp. 247-57.
3. Arias, Omar, Kevin Hallock and Walter Sosa-Escudero. 2001. "Individual Heterogeneity in the Returns to Schooling: Instrumental Variables Quantile Regression Using Twins Data." Empirical Economics. March, 26:1, pp. 7-40.
4. Barrodale, I. and F. Roberts. 1974. "Solution of an Overdetermined System of Equations in the L1 Norm [F4] (Algorithm 478)." Communications of the ACM. 17:6, pp. 319-20.
5. Bassett, Gilbert and Hsiu-Lang Chen. 2001. "Quantile Style: Return-Based Attribution Using Regression Quantiles." Empirical Economics. March, 26:1, pp. 293-305.
6. Becker, Richard, John Chambers and Allan Wilks. 1988. The New S Language: A Programming Environment for Data Analysis and Graphics. Pacific Grove: Wadsworth.
7. Buchinsky, Moshe. 1994. "Changes in U.S. Wage Structure 1963-1987: An Application of Quantile Regression." Econometrica. March, 62:2, pp. 405-58.
8. Buchinsky, Moshe. 1997. "The Dynamics of Changes in the Female Wage Distribution in the USA: A Quantile Regression Approach." Journal of Applied Econometrics. January/February, 13:1, pp. 1-30.
9. Chamberlain, Gary. 1994. "Quantile Regression, Censoring and the Structure of Wages," in Advances in Econometrics. Christopher Sims, ed. New York: Elsevier, pp. 171-209.
10. Chernozhukov, V. and L. Umantsev. 2001. "Conditional Value-at-Risk: Aspects of Modeling and Estimation." Empirical Economics. March, 26:1, pp. 271-92.
11. Cizek, Pavel. 2000. "Quantile Regression," in XploRe Application Guide. Wolfgang Hardle, Zdenk Hlavka and Sigbert Klinke, eds. Heidelberg: Springer-Verlag, pp. 21-48.
12. Conley, Timothy and David Galenson. 1998. "Nativity and Wealth in Mid-Nineteenth-Century Cities." Journal of Economic History. June, 58:2, pp. 468-93.
13. Deaton, Angus. 1997. The Analysis of Household Surveys. Baltimore: Johns Hopkins.
14. Eide, Eric and Mark Showalter. 1998. "The Effect of School Quality on Student Performance: A Quantile Regression Approach." Economics Letters. March, 58:3, pp. 345-50.
15. Engel, Ernst. 1857. "Die Produktions- und Konsumptionverhaltnisse des Konigreichs Sachsen." Reprinted in "Die Lebenkosten Belgischer Arbeiter-Familien Fruher und Jetzt." International Statistical Institute Bulletin. 9, pp. 1-125.
16. Engle, Robert and Simone Manganelli. 1999. "CaViaR: Conditional Autoregressive Value at Risk by Regression Quantiles." University of California, San Diego, Department of Economics Working Paper 99/20. October.
17. Fitzenberger, Bernd. 1999. Wages and Employment Across Skill Groups. Heidelberg: Physica-Verlag.
18. Garcia, Jaume, Pedro Hernandez and Angel Lopez-Nicolas. 2001. "How Wide is the Gap? An Investigation of Gender Wage Differences Using Quantile Regression." Empirical Economics. March, 26:1, pp. 149-67.
19. Gosling, Amanda, Stephen Machin and Costas Meghir. 2000. "The Changing Distribution of Male Wages in the U.K." Review of Economic Studies. October, 67:4, pp. 635-66.
20. Heckman, James J. 1979. "Sample Selection Bias as a Specification Error." Econometrica. January, 47:1, pp. 153-61.
21. Hendricks, Wallace and Roger Koenker. 1992. "Hierarchical Spline Models for Conditional Quantiles and the Demand tor Electricity." Journal of the American Statistical Association. March, 87:417, pp. 58-68.
22. Kahn, Lawrence. 1998. "Collective Bargaining and the Interindustry Wage Structure: International Evidence." Economica. November, 65:260, pp. 507-34.
23. Knight, Keith, Gilbert Bassett and Mo-Yin S. Tam. 2000. "Comparing Quantile Estimators for the Linear Model." Preprint.
24. Koenker, Roger. 1995. "Quantile Regression Software." Available at 〈http://www. econ.uiuc.edu/∼roger/research/rq/rq.html〉.
25. Koenker, Roger and Gilbert Bassett. 1978. "Regression Quantiles." Econometrica. January, 46:1, pp. 33-50.
26. Koenker, Roger and Yannis Bilias. 2001. "Quantile Regression for Duration Data: A Reappraisal of the Pennsylvania Reemployment Bonus Experiments." Empirical Economics. March, 26:1, pp. 199-220.
27. Koenker, Roger and Vasco d'Orey. 1987. "Computing Regression Quantiles." Applied Statistics. 36, pp. 383-93.
28. Koenker, Roger and Kevin Hallock. 2000. "Quantile Regression: An Introduction." Available at 〈http://www.econ.uiuc.edu/∼roger/ research/intro/intro.html〉.
29. Koenker, Roger and José Machado. 1999. "Goodness of Fit and Related Inference Processes for Quantile Regression." Journal of the American Statistical Association. December, 94:448, pp. 1296-310.
30. Levin, Jesse. 2001. "For Whom the Reductions Count: A Quantile Regression Analysis of Class Size on Scholastic Achievement." Empirical Economics. March, 26:1, pp. 221-46.
31. Machado, José and José Mata. 1999. "Counter-factual Decomposition of Changes in Wage Distributions Using Quantile Regression." Preprint.
32. Manning, Willard, Linda Blumberg and Lawrence Moulton. 1995. "The Demand for Alcohol: The Differential Response to Price." Journal of Health Economics. June, 14:2, pp. 123-48.
33. McGill, Robert, John W. Tukey and Wayne A. Larsen. 1978. "Variations of Box Plots." American Statistician. February, 32, pp. 12-16.
34. Morillo, Daniel. 2000. "Income Mobility with Nonparametric Quantiles: A Comparison of the U.S. and Germany." Preprint.
35. Mosteller, Frederick and John Tukey. 1977. Data Analysis and Regression: A Second Course in Statistics. Reading, Mass.: Addison-Wesley.
36. Mueller, R. 2000. "Public-and Private-Sector Wage Differentials in Canada Revisited." Industrial Relations. July, 39:3, pp. 375-400.
37. Oaxaca, Ronald. 1973. "Male-Female Wage Differentials in Urban Labor Markets." International Economic Review. October, 14:3, pp. 693-709.
38. Portnoy, Stephen and Roger Koenker. 1997. "The Gaussian Hare and the Laplacian Tortoise: Computability of Squared-Error Versus Absolute-Error Estimators, with Discussion." Statistical Science. 12:4, pp. 279-300.
39. Poterba, James and Kim Rueben. 1995. "The Distribution of Public Sector Wage Premia: New Evidence Using Quantile Regression Methods." NBER Working Paper No. 4734.
40. Schultz, T. Paul and Germano Mwabu. 1998. "Labor Unions and the Distribution of Wages and Employment in South Africa." Industrial find Labor Relations Review. July, 51:4, pp. 680-703.
41. Tannuri, Maria. 2000. "Are the Assimilation Processes of Low and High Income Immigrants Distinct? A Quantile Regression Approach." Preprint.
42. Taylor, James. 1999. "A Quantile Regression Approach to Estimating the Distribution of Multiperiod Returns." Journal of Derivatives. 7:1, pp. 64-78.
43. Trede, Mark. 1998. "Making Mobility Visible: A Graphical Device." Economics Letters. April, 59:1, pp. 77-82.
44. Viscusi, W. Kip and James Hamilton. 1999. "Are Risk Regulators Rational? Evidence from Hazardous Waste Cleanup Decisions." American Economic Review. September, 89:4. pp. 1010-27.