Instrumental Variables Estimates of the Effect of Subsidized Training on the Quantiles of Trainee Earnings, Econometrica, vol.70, issue.1, pp.91-117, 2002. ,
DOI : 10.1111/1468-0262.00270
Two Stage Least Absolute Deviations Estimators, Econometrica, vol.50, issue.3, pp.689-711, 1982. ,
DOI : 10.2307/1912608
Individual heterogeneity in the returns to schooling: instrumental variables quantile regression using twins data, Empirical Economics, vol.26, issue.1, pp.7-40, 2001. ,
DOI : 10.1007/s001810000053
Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves, Econometrica, vol.75, issue.6, pp.1613-1669, 2007. ,
DOI : 10.1111/j.1468-0262.2007.00808.x
Efficiency results of MLE and GMM estimation with sampling weights, Journal of Econometrics, vol.96, issue.1, pp.25-37, 2000. ,
DOI : 10.1016/S0304-4076(99)00049-4
Two-stage regression quantiles and two-stage trimmed least squares estimators for structural equation models, Communications in Statistics - Theory and Methods, vol.4, issue.5, pp.1005-1037, 1996. ,
DOI : 10.1214/aos/1176343997
Estimation of Semiparametric Models when the Criterion Function Is Not Smooth, Econometrica, vol.71, issue.5, pp.1591-1608, 2003. ,
DOI : 10.1111/1468-0262.00461
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals, Journal of Econometrics, vol.152, issue.1, pp.46-60, 2009. ,
DOI : 10.1016/j.jeconom.2009.02.002
An IV Model of Quantile Treatment Effects, Econometrica, vol.73, issue.1, pp.245-261, 2005. ,
DOI : 10.1111/j.1468-0262.2005.00570.x
Instrumental quantile regression inference for structural and treatment effect models, Journal of Econometrics, vol.132, issue.2, pp.491-525, 2006. ,
DOI : 10.1016/j.jeconom.2005.02.009
Instrumental variable quantile regression: A robust inference approach, Journal of Econometrics, vol.142, issue.1, pp.379-398, 2008. ,
DOI : 10.1016/j.jeconom.2007.06.005
Identification in Nonseparable Models, Econometrica, vol.71, issue.5, pp.1405-1441, 2003. ,
DOI : 10.1111/1468-0262.00454
The Taylor Principle and Monetary Policy Approaching a Zero Bound on Nominal Rates: Quantile Regression Results for the United States and Japan, Journal of Money, Credit and Banking, vol.32, issue.8, pp.1705-1723, 2009. ,
DOI : 10.1111/j.1538-4616.2009.00269.x
The Hausman pretest estimator, Economics Letters, vol.108, issue.1, pp.96-99, 2010. ,
DOI : 10.1016/j.econlet.2010.04.027
How wide is the gap? An investigation of gender wage di¤erences using quantile regression, Empirical Economics, vol.26, pp.149-67, 2001. ,
A New Specification Test for the Validity of Instrumental Variables, Econometrica, vol.70, issue.1, pp.163-189, 2002. ,
DOI : 10.1111/1468-0262.00272
Speci?cation tests in econometrics, Econometrica, pp.1251-1271, 1978. ,
Nonparametric Instrumental Variables Estimation of a Quantile Regression Model, Econometrica, vol.75, issue.4, pp.1191-1208, 2007. ,
DOI : 10.1111/j.1468-0262.2007.00786.x
Inference in Censored Models with Endogenous Regressors, Econometrica, vol.71, issue.3, pp.905-932, 2003. ,
DOI : 10.1111/1468-0262.00430
Least absolute error di¤erence estimation of a single equation from a simultaneous equations system, 1999. ,
ESTIMATION, INFERENCE, AND SPECIFICATION TESTING FOR POSSIBLY MISSPECIFIED QUANTILE REGRESSION, Advances in Econometrics, vol.17, pp.107-132, 2003. ,
DOI : 10.1016/S0731-9053(03)17005-3
Two-stage quantile regression when the first stage is based on quantile regression, The Econometrics Journal, vol.18, issue.1, pp.218-231, 2004. ,
DOI : 10.1007/s001810000049
Bias Transmission and Variance Reduction in Two-Stage Quantile Regressions, 2012. ,
Endogeneity in quantile regression models: A control function approach, Journal of Econometrics, vol.141, issue.2, pp.1131-1158, 2007. ,
DOI : 10.1016/j.jeconom.2007.01.014
Hahn???Hausman test as a specification test, Journal of Econometrics, vol.167, issue.1, pp.133-142, 2012. ,
DOI : 10.1016/j.jeconom.2011.10.005
Quantile regression methods for recursive structural equation models, Journal of Econometrics, vol.134, issue.2, pp.471-506, 2006. ,
DOI : 10.1016/j.jeconom.2005.07.003
The Asymptotic Normality of Two-Stage Least Absolute Deviations Estimators, Econometrica, vol.51, issue.5, pp.1569-75, 1983. ,
DOI : 10.2307/1912290
Instrumental variable estimation based on conditional median restriction, Journal of Econometrics, vol.141, issue.2, pp.350-382, 2007. ,
DOI : 10.1016/j.jeconom.2006.10.001
Estimating monetary policy reaction functions using quantile regressions, Journal of Macroeconomics, vol.34, issue.2, pp.342-361, 2012. ,
DOI : 10.1016/j.jmacro.2011.12.004