INVESTIGADORES
MONTES ROJAS Gabriel Victorio
artículos
Título:
Quantile Regression with Classical Additive Measurement Errors
Autor/es:
MONTES ROJAS, GABRIEL VICTORIO
Revista:
Economics Bulletin
Editorial:
Springer
Referencias:
Año: 2011 vol. 31 p. 2863 - 2863
ISSN:
0343-754X
Resumen:
This note derives the bias of the quantile regression estimator in the presence of classical additive measurement error, and show its connection to least squares models. The bias structure suggests that the instrumental variables estimator proposed for least squares can be applied to the quantile regression case.