Bounding quantiles in sample selection models

Myoung-jae Lee, Bertrand Melenberg

Research output: Contribution to journalArticle

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 languageEnglish
Pages (from-to)29-35
Number of pages7
JournalEconomics Letters
Volume61
Issue number1
Publication statusPublished - 1998 Oct 1
Externally publishedYes

Fingerprint

Quantile
Sample selection model
Monotonicity
Conditional quantiles
Empirical study
Usefulness
Exclusion

Keywords

  • C24
  • C34
  • Identification
  • Nonparametrics
  • Quantile
  • Sample selection

ASJC Scopus subject areas

  • Economics and Econometrics
  • Finance

Cite this

Bounding quantiles in sample selection models. / Lee, Myoung-jae; Melenberg, Bertrand.

In: Economics Letters, Vol. 61, No. 1, 01.10.1998, p. 29-35.

Research output: Contribution to journalArticle

Lee, M & Melenberg, B 1998, 'Bounding quantiles in sample selection models', Economics Letters, vol. 61, no. 1, pp. 29-35.
Lee, Myoung-jae ; Melenberg, Bertrand. / Bounding quantiles in sample selection models. In: Economics Letters. 1998 ; Vol. 61, No. 1. pp. 29-35.
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