Results 1 - 10 of 764

Counterfactual decomposition of changes in wage distributions using quantile regression

by José A. F. Machado, José Mata - Journal of Applied Econometrics , 2005
"... We propose a method to decompose the changes in the wage distribution over a period of time in several factors contributing to those changes. The method is based on the estimation of marginal wage distributions consistent with a conditional distribution estimated by quantile regression as well as wi ..."
Abstract - Cited by 310 (0 self) - Add to MetaCart
We propose a method to decompose the changes in the wage distribution over a period of time in several factors contributing to those changes. The method is based on the estimation of marginal wage distributions consistent with a conditional distribution estimated by quantile regression as well

Unconditional quantile regressions

by Sergio Firpo, Nicole Fortin, Thomas Lemieux - Technical Working Paper 339, National Bureau of Economic Research , 2007
"... Preliminary Paper, Comments Welcome We propose a new regression method for modelling unconditional quantiles of an outcome variable as a function of explanatory variables. The method consists of running a regression of the (recentered) influence function of the unconditional quantile of the dependen ..."
Abstract - Cited by 68 (0 self) - Add to MetaCart
like the regression coefficients are used in the case of the mean. Our approach can thus be used, for example, to decompose quantiles as a function of the different explanatory variables (as in a standard Oaxaca-Blinder mean decomposition), or to predict the effect of changes in policy or other

Efficient semiparametric estimation of quantile treatment effects

by Sergio Firpo, Dan Mcfadden, Deb Nolan, David Reinstein, Paul Ruud , 2003
"... This paper presents calculations of semiparametric efficiency bounds for quantile treat-ment effects parameters when selection to treatment is based on observable characteristics. The paper also presents three estimation procedures for these parameters, all of which have two steps: a nonparametric e ..."
Abstract - Cited by 121 (5 self) - Add to MetaCart
This paper presents calculations of semiparametric efficiency bounds for quantile treat-ment effects parameters when selection to treatment is based on observable characteristics. The paper also presents three estimation procedures for these parameters, all of which have two steps: a nonparametric

An IV Model of Quantile Treatment Effects

by Victor Chernozhukov, Christian Hansen - ECONOMETRICA , 2001
"... The ability of quantile regression models to characterize the heteroge-neous impact of variables on different points of an outcome distribution makes them appealing in many economic applications. However, in observational studies, the vari-ables of interest (e.g. education, prices) are often endoge ..."
Abstract - Cited by 86 (4 self) - Add to MetaCart
The ability of quantile regression models to characterize the heteroge-neous impact of variables on different points of an outcome distribution makes them appealing in many economic applications. However, in observational studies, the vari-ables of interest (e.g. education, prices) are often

Variable selection in quantile regression

by Yichao Wu, Yufeng Liu - Statistics Sinica , 2009
"... Abstract: After its inception in Koenker and Bassett (1978), quantile regression has become an important and widely used technique to study the whole conditional distribution of a response variable and grown into an important tool of applied statistics over the last three decades. In this work, we f ..."
Abstract - Cited by 25 (1 self) - Add to MetaCart
Abstract: After its inception in Koenker and Bassett (1978), quantile regression has become an important and widely used technique to study the whole conditional distribution of a response variable and grown into an important tool of applied statistics over the last three decades. In this work, we

Is There a Glass Ceiling in Sweden

by James Albrecht, Anders Björklund, Susan Vroman - Journal of Labor Economics , 2003
"... Using data from 1998, we show that the gender log wage gap in Sweden increases throughout the wage distribution and accelerates in the upper tail of the distribution, which we interpret as a glass ceiling effect. Using earlier data, we show that the same pattern held at the beginning of the 1990’s b ..."
Abstract - Cited by 204 (5 self) - Add to MetaCart
reaching the top of the wage distribution. Using quantile regressions, we examine whether this pattern can be ascribed primarily to gender differences in labor market characteristics or to gender differences in rewards to those characteristics. We estimate pooled quantile regressions with gender dummies

CONDITIONAL QUANTILE ESTIMATION FOR GARCH MODELS

by Zhijie Xiao, Roger Koenker
"... Abstract. Conditional quantile estimation is an essential ingredient in modern risk management. Although GARCH processes have proven highly successful in modeling financial data it is generally recognized that it would be useful to consider a broader class of processes capable of representing more f ..."
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of quantile regression estimation for linear GARCH time series. In the first step, we employ a quantile autoregression sieve approximation for the GARCH model by combining information over different quantiles; second stage estimation for the GARCH model is then carried out based on the first stage minimum

Quantile and probability curves without crossing

by Victor Chernozhukov, Iván Fernández-Val, Alfred Galichon , 2007
"... The most common approach to estimating conditional quantile curves is to fit a curve, typically linear, pointwise for each quantile. Linear functional forms, coupled with pointwise fitting, are used for a number of reasons including parsimony of the resulting approximations and good computational ..."
Abstract - Cited by 35 (6 self) - Add to MetaCart
curves in finite samples, for any sample size. Under correct specification, the rearranged conditional quantile curves have the same asymptotic distribution as the original non-monotone curves. Under misspecification, however, the asymptotics of the rearranged curves may partially differ from

CONTROLLED STRATIFICATION FOR QUANTILE ESTIMATION

by Claire Cannamela, Josselin Garnier , 802
"... In this paper we propose and discuss variance reduction techniques for the estimation of quantiles of the output of a complex model with random input parameters. These techniques are based on the use of a reduced model, such as a metamodel or a response surface. The reduced model can be used as a co ..."
Abstract - Cited by 8 (3 self) - Add to MetaCart
In this paper we propose and discuss variance reduction techniques for the estimation of quantiles of the output of a complex model with random input parameters. These techniques are based on the use of a reduced model, such as a metamodel or a response surface. The reduced model can be used as a

Does education reduce wage inequality? Quantile regression evidence from 16 countries

by Pedro Telhado Pereira, Pedro Silva Martins - Labour Economics11.3 (2004 , 2000
"... Abstract: We address the impact of education upon wage inequality by drawing on evidence from fifteen European countries, during a period ranging between 1980 and 1995. We focus on within-educational-levels wage inequality by estimating quantile regressions of Mincer equations and analysing the diff ..."
Abstract - Cited by 115 (10 self) - Add to MetaCart
Abstract: We address the impact of education upon wage inequality by drawing on evidence from fifteen European countries, during a period ranging between 1980 and 1995. We focus on within-educational-levels wage inequality by estimating quantile regressions of Mincer equations and analysing
Results 1 - 10 of 764