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Quantile regression with censoring and sample selection
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DOI：10.1016/j.jeconom.2021.11.018.png)
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Arellano and Bonhomme (2017) considered nonparametric identification and semipara-metric estimation of a quantile selection model, and Arellano and Bonhomme (2017s) extended the estimation approach to the case with censoring. However, there are some major drawbacks associated with the approach in Arellano and Bonhomme (2017s). In this paper we consider nonparametric and semiparametric identification of the quantile selection model with censoring, and we further propose a semiparametric estimation procedure by making some major adjustments to Arellano and Bonhomme's (2017, 2017s) approaches to overcome the above mentioned drawbacks. Our estimator is shown to be consistent and asymptotically normal. A Monte Carlo study indicates that our estimator performs well in finite samples. Our method is illustrated with a CPS data to study wage inequality.(c) 2021 Elsevier B.V. All rights reserved.
Keyword:
Quantile regression
Selection
Censoring
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QUANTILE SELECTION MODELS WITH AN APPLICATION TO UNDERSTANDING CHANGES IN WAGE INEQUALITY分位数选择模型及其在理解工资不平等变化中的应用.png)
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