WHAT DO QUANTILE REGRESSIONS IDENTIFY FOR GENERAL STRUCTURAL FUNCTIONS?

B-Tier
Journal: Econometric Theory
Year: 2015
Volume: 31
Issue: 5
Pages: 1102-1116

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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.

Technical Details

RePEc Handle
repec:cup:etheor:v:31:y:2015:i:05:p:1102-1116_00
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-29