Unconditional Quantile Regression with Endogenous Regressors Pallab

  title={Unconditional Quantile Regression with Endogenous Regressors Pallab},
  author={Kumar Kanti Ghosh},
This paper proposes an extension of the Fortin, Fipro and Lemieux (2009) unconditional quantile regression approach by allowing endogenous regressors in a nonseparable triangular model. The RIF (Re-centered Influence Function) regression has been identified by using the control variable approach developed by Imbens and Newey (2009). The results are not specific to models with endogenous regressors, but also applies to the exogenous case for which there is no need for a control variable. We also… CONTINUE READING


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