Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative

Journal of Econometrics

Volumn 152, Issue 2, 2009, Pages 141-152

  Horowitz, Joel L ^a   Lee, Sokbae ^b  

^a NORTHWESTERN UNIVERSITY   (United States)

^b UNIVERSITY COLLEGE LONDON   (United Kingdom)

Author keywords

Consistent testing; Hypothesis test; Instrumental variables; Quantile estimation; Specification testing

Indexed keywords

CONSISTENT TESTING; HYPOTHESIS TEST; INSTRUMENTAL VARIABLES; QUANTILE ESTIMATION; SPECIFICATION TESTING;

COMPUTER SIMULATION LANGUAGES; ESTIMATION; INVERSE PROBLEMS; MAXIMUM LIKELIHOOD ESTIMATION; MONTE CARLO METHODS; REGRESSION ANALYSIS; SPECIFICATIONS;

TESTING;

EID: 68949209291     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2009.01.003     Document Type: Article

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