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Economic Applications of Quantile Regression

  • Book
  • © 2002

Overview

Editors:
  1. Bernd Fitzenberger

    1. Department of Economics, University of Mannheim, Mannheim, Germany

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  2. Roger Koenker

    1. Department of Economics, University of Illinois, Champaign, USA

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  3. José A. F. Machado

    1. Faculdade de Economiay, Tr. Estevão Pinto — Campolide, Universidade Nova de Lisboa, Lisboa, Portugal

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Part of the book series: Studies in Empirical Economics (STUDEMP)

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Table of contents (16 chapters)

  1. Front Matter

    Pages I-VI
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  2. Introduction

    • Bernd Fitzenberger, Roger Koenker, José A. F. Machado
    Pages 1-5

  3. Individual heterogeneity in the returns to schooling: instrumental variables quantile regression using twins data

    • Omar Arias, Kevin F. Hallock, Walter Sosa-Escudero
    Pages 7-40

  4. Testing for uniform wage trends in West-Germany: A cohort analysis using quantile regressions for censored data

    • Bernd Fitzenberger, Reinhard Hujer, Thomas E. MaCurdy, Reinhold Schnabel
    Pages 41-86

  5. Quantile regression with sample selection: Estimating women’s return to education in the U.S.

    • Moshe Buchinsky
    Pages 87-113

  6. Earning functions in Portugal 1982–1994: Evidence from quantile regressions

    • José A. F. Machado, José Mata
    Pages 115-134

  7. Wage inequality in a developing country: decrease in minimum wage or increase in education returns

    • Xulia González, Daniel Miles
    Pages 135-148

  8. How wide is the gap? An investigation of gender wage differences using quantile regression

    • Jaume García, Pedro J. Hernández, Angel López-Nicolás
    Pages 149-167

  9. The public-private sector wage gap in Zambia in the 1990s: A quantile regression approach

    • Helena Skyt Nielsen, Michael Rosholm
    Pages 169-182

  10. Asymmetric labor supply

    • Eduardo Pontual Ribeiro
    Pages 183-197

  11. Quantile regression for duration data: A reappraisal of the Pennsylvania Reemployment Bonus Experiments

    • Roger Koenker, Yannis Bilias
    Pages 199-220

  12. For whom the reductions count: A quantile regression analysis of class size and peer effects on scholastic achievement

    • Jesse Levin
    Pages 221-246

  13. The effects of demographics and maternal behavior on the distribution of birth outcomes

    • Jason Abrevaya
    Pages 247-257

  14. Nonparametric quantile regression analysis of R&D-sales relationship for Korean firms

    • Joon-Woo Nahm
    Pages 259-270

  15. Conditional value-at-risk: Aspects of modeling and estimation

    • Victor Chernozhukov, Len Umantsev
    Pages 271-292

  16. Portfolio style: Return-based attribution using quantile regression

    • Gilbert W. Bassett Jr., Hsiu-Lang Chen
    Pages 293-305

  17. Integrated Conditional Moment testing of quantile regression models

    • Herman J. Bierens, Donna K. Ginther
    Pages 307-324
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Keywords

About this book

Quantile regression has emerged as an essential statistical tool of contemporary empirical economics and biostatistics. Complementing classical least squares regression methods which are designed to estimate conditional mean models, quantile regression provides an ensemble of techniques for estimating families of conditional quantile models, thus offering a more complete view of the stochastic relationship among variables. This volume collects 12 outstanding empirical contributions in economics and offers an indispensable introduction to interpretation, implementation, and inference aspects of quantile regression.

Editors and Affiliations

  • Department of Economics, University of Mannheim, Mannheim, Germany

    Bernd Fitzenberger

  • Department of Economics, University of Illinois, Champaign, USA

    Roger Koenker

  • Faculdade de Economiay, Tr. Estevão Pinto — Campolide, Universidade Nova de Lisboa, Lisboa, Portugal

    José A. F. Machado

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