Bounding quantiles in sample selection models

Myoung Jae Lee; Bertrand Melenberg

doi:10.1016/s0165-1765(98)00145-1

Bounding quantiles in sample selection models

Myoung Jae Lee, Bertrand Melenberg

Research output: Journal Publication › Article › peer-review

3 Citations (Scopus)

Abstract

Various bounds for conditional quantiles for sample selection models are derived under monotonicity, exclusion restriction and combinations thereof. An empirical study is provided to illustrate their usefulness.

Original language	English
Pages (from-to)	29-35
Number of pages	7
Journal	Economics Letters
Volume	61
Issue number	1
DOIs	https://doi.org/10.1016/s0165-1765(98)00145-1
Publication status	Published - 1 Oct 1998
Externally published	Yes

Keywords

C24
C34
Identification
Nonparametrics
Quantile
Sample selection

ASJC Scopus subject areas

Finance
Economics and Econometrics

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10.1016/s0165-1765(98)00145-1

Cite this

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title = "Bounding quantiles in sample selection models",

abstract = "Various bounds for conditional quantiles for sample selection models are derived under monotonicity, exclusion restriction and combinations thereof. An empirical study is provided to illustrate their usefulness.",

keywords = "C24, C34, Identification, Nonparametrics, Quantile, Sample selection",

author = "Lee, \{Myoung Jae\} and Bertrand Melenberg",

year = "1998",

month = oct,

day = "1",

doi = "10.1016/s0165-1765(98)00145-1",

language = "English",

volume = "61",

pages = "29--35",

journal = "Economics Letters",

issn = "0165-1765",

publisher = "Elsevier B.V.",

number = "1",

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TY - JOUR

T1 - Bounding quantiles in sample selection models

AU - Lee, Myoung Jae

AU - Melenberg, Bertrand

PY - 1998/10/1

Y1 - 1998/10/1

N2 - Various bounds for conditional quantiles for sample selection models are derived under monotonicity, exclusion restriction and combinations thereof. An empirical study is provided to illustrate their usefulness.

AB - Various bounds for conditional quantiles for sample selection models are derived under monotonicity, exclusion restriction and combinations thereof. An empirical study is provided to illustrate their usefulness.

KW - C24

KW - C34

KW - Identification

KW - Nonparametrics

KW - Quantile

KW - Sample selection

UR - https://www.scopus.com/pages/publications/0032350286

U2 - 10.1016/s0165-1765(98)00145-1

DO - 10.1016/s0165-1765(98)00145-1

M3 - Article

AN - SCOPUS:0032350286

SN - 0165-1765

VL - 61

SP - 29

EP - 35

JO - Economics Letters

JF - Economics Letters

IS - 1

ER -

Bounding quantiles in sample selection models

Abstract

Keywords

ASJC Scopus subject areas

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