QUANTILE REGRESSION WITH MISMEASURED COVARIATES

B-Tier
Journal: Econometric Theory
Year: 2008
Volume: 24
Issue: 4
Pages: 1010-1043

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 establishes that the availability of instrumental variables enables the identification and the consistent estimation of nonparametric quantile regression models in the presence of measurement error in the regressors. The proposed estimator takes the form of a nonlinear functional of derivatives of conditional expectations and is shown to provide estimated quantile functions that are uniformly consistent over a compact set.

Technical Details

RePEc Handle
repec:cup:etheor:v:24:y:2008:i:04:p:1010-1043_08
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-29