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Unconditional Quantile Regressions

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NBER2007-07-01 更新2025-01-04 收录
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https://www.nber.org/papers/t0339
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We propose a new regression method to estimate the impact of explanatory variables on quantiles of the unconditional (marginal) distribution of an outcome variable. The proposed method consists of running a regression of the (recentered) influence function (RIF) of the unconditional quantile on the
创建时间:
2007-07-01
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