Two classes of quantile regression estimation methods for the recursive structural equation
models of Chesher [2003. Identification in nonseparable models. Econometrica 71, 1405 …

We present the asymptotic properties of double‐stage quantile regression estimators with
random regressors, where the first stage is based on quantile regressions with the same …

This article considers instrumental variables versions of the quantile and rank regression
estimators. The asymptotic properties of the estimators are discussed, and a small-scale …

Green space is an important part of environment around houses. Generally, most research
focused on the economic impacts of green space on urban planning and environmental …

In this paper, we study the transmission of an asymptotic bias in two-stage regressions with
non-iid errors and random regressors in which the possible endogeneity of some …

Extending the L1-IV approach proposed by Sakata (1997, 2007), we develop a new method,
named the ρτ-IV estimation, to estimate structural equations based on the conditional …

In this paper, we develop a method, named the ρτ-IV estimator, to estimate structural
equations based on the conditional quantile restriction imposed on the error terms …

This paper develops a finite-sample distribution-free inference system for the parameters of
a structural nonlinear model. We introduce an instrument validity condition with respect to …

In this paper we develop a test to detect the presence of endogeneity in conditional quantile
models. The proposed test is a Hausman-type test in that it is based on the distance …