QUANTILE SELECTION MODELS WITH AN APPLICATION TO UNDERSTANDING CHANGES IN WAGE INEQUALITY

We propose a method to correct for sample selection in quantile regression models. Selection is modeled via the cumulative distribution function, or copula, of the percentile error in the outcome equation and the error in the participation decision. Copula parameters are estimated by minimizing a me...

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Bibliographic details
Volume: 85
Main Author: Arellano, Manuel
Bonhomme, Stéphane
Format: Journal Article
Language: English
Zielgruppe: Academic
Place of publication: Oxford, UK Econometric Society 01.01.2017
Blackwell Publishing Ltd
WILEY
Wiley Subscription Services, Inc
published in: Econometrica Vol. 85; no. 1; pp. 1 - 28
Data of publication: 20170101
ISSN: 0012-9682
1468-0262
EISSN: 1468-0262
Discipline: Economics
Mathematics
Subjects:
Online Access: Fulltext
Database: Web of Knowledge
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