Huber, Martin, and Mellace, Giovanni, (2015) \"Testing Instrument Validity for LATE Identification Based on Inequality Moment Constraints.\" Review of Economics and Statistics 97:2, 398-411.
This article presents the eqregsel command for implementing the estimation and bootstrap inference of sample selection models via extremal quantile regression. The command estimates a semiparametric s
This paper studies estimation bias arising from imperfect record linkage and proposes an iterated bootstrap correction that accounts for the feedback between linkage error and parameter estimation. Th