This paper applies quantile regression techniques to investigate how the impact of trade
openness on the growth rate of per capita income varies with the conditional distribution of …

Land price studies typically employ hedonic analysis to identify the impact of land
characteristics on price. Owing to the spatial fixity of land, however, the question of possible …

This paper examines three distinct hypothesis testing problems that arise in the context of
identification of some nonparametric models with endogeneity. The first hypothesis testing …

We propose a spatial quantile autoregression (SQAR) model, which allows cross-sectional
dependence among the responses, unknown heteroscedasticity in the disturbances, and …

This article studies the relationship between the two most-used quantile models with
endogeneity: the instrumental variable quantile regression (IVQR) model (Chernozhukov …

It is widely believed that investing in education could be an effective strategy to promote
higher standards of living and equity. We empirically assess this claim by estimating returns …

We show that the generalized method of moments (GMM) estimation problem in
instrumental variable quantile regression (IVQR) models can be equivalently formulated as …

Heterogeneity in the data is a common issue arising in research. When data are
heterogeneous, equal variation in the data to set up a model for the studied phenomena …

The effects of prenatal care utilization on birth weight (BW) may vary by unobserved fetal
health endowments. This heterogeneity will be masked by estimating the effects at BW mean …

This paper studies the estimation of quantile treatment effects based on the instrumental
variable quantile regression (IVQR) model (Chernozhukov and Hansen, 2005). I develop a …