We propose a new regression method to evaluate the impact of changes in the distribution of the explanatory variables on quantiles of the unconditional (marginal) distribution of an outcome variable. The proposed method ...

This paper analyzes two econometric tools that are used to evaluate distributional effects, condi-tional quantile regression (CQR) and unconditional quantile regression (UQR). Our main objectiveis to shed light on the ...

This note proposes a non-linear GMM quantile regression model to estimate the quantile as an additional parameter. The limiting distribution is studied. An empirical application to an intertemporal consumption model built ...

We propose to smooth the entire objective function rather than only the check function in a linear quantile regression context. We derive a uniform Bahadur-Kiefer representation for the resulting convolution-type kernel ...

We propose to smooth the entire objective function rather than only the check function in a linear quantile regression context. We derive a uniform Bahadur-Kiefer representation for the resulting convolution-type kernel ...

Since the last few decades, scholars and policy-makers have been struggling to find ways to achieve carbon neutrality target or a low carbon economy. To contribute to the existing literature regarding the said issue, this ...

In this article, we present a new command, qcte, that implements several methods for estimation and inference for quantile treatment-effects models with a continuous treatment. We propose a semiparametric two-step estimator, ...