WHAT DO QUANTILE REGRESSIONS IDENTIFY FOR GENERAL STRUCTURAL FUNCTIONS?. (2nd October 2014)
- Record Type:
- Journal Article
- Title:
- WHAT DO QUANTILE REGRESSIONS IDENTIFY FOR GENERAL STRUCTURAL FUNCTIONS?. (2nd October 2014)
- Main Title:
- WHAT DO QUANTILE REGRESSIONS IDENTIFY FOR GENERAL STRUCTURAL FUNCTIONS?
- Authors:
- Sasaki, Yuya
- Abstract:
- Abstract : This paper shows what quantile regressions identify for general structural functions. Under fairly mild conditions, the quantile partial derivative identifies a weighted average of heterogeneous structural partial effects among the subpopulation of individuals at the conditional quantile of interest. This result justifies the use of quantile regressions as means of measuring heterogeneous causal effects for a general class of structural functions with multiple unobservables.
- Is Part Of:
- Econometric theory. Volume 31:Number 5(2015:Oct.)
- Journal:
- Econometric theory
- Issue:
- Volume 31:Number 5(2015:Oct.)
- Issue Display:
- Volume 31, Issue 5 (2015)
- Year:
- 2015
- Volume:
- 31
- Issue:
- 5
- Issue Sort Value:
- 2015-0031-0005-0000
- Page Start:
- 1102
- Page End:
- 1116
- Publication Date:
- 2014-10-02
- Subjects:
- Econometrics -- Periodicals
330.01519505 - Journal URLs:
- http://journals.cambridge.org/action/displayJournal?jid=ECT ↗
- DOI:
- 10.1017/S0266466614000711 ↗
- Languages:
- English
- ISSNs:
- 0266-4666
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD Digital Store
- Ingest File:
- 89.xml