Ebook: Economic Applications of Quantile Regression

Quantile regression has emerged as an essential statistical tool of contemporary empirical economics and biostatistics. Complementing classical least squares regression methods which are designed to estimate conditional mean models, quantile regression provides an ensemble of techniques for estimating families of conditional quantile models, thus offering a more complete view of the stochastic relationship among variables. This volume collects 12 outstanding empirical contributions in economics and offers an indispensable introduction to interpretation, implementation, and inference aspects of quantile regression.

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Content:
Front Matter....Pages I-VI
Introduction....Pages 1-5
Individual heterogeneity in the returns to schooling: instrumental variables quantile regression using twins data....Pages 7-40
Testing for uniform wage trends in West-Germany: A cohort analysis using quantile regressions for censored data....Pages 41-86
Quantile regression with sample selection: Estimating women’s return to education in the U.S.....Pages 87-113
Earning functions in Portugal 1982–1994: Evidence from quantile regressions....Pages 115-134
Wage inequality in a developing country: decrease in minimum wage or increase in education returns....Pages 135-148
How wide is the gap? An investigation of gender wage differences using quantile regression....Pages 149-167
The public-private sector wage gap in Zambia in the 1990s: A quantile regression approach....Pages 169-182
Asymmetric labor supply....Pages 183-197
Quantile regression for duration data: A reappraisal of the Pennsylvania Reemployment Bonus Experiments....Pages 199-220
For whom the reductions count: A quantile regression analysis of class size and peer effects on scholastic achievement....Pages 221-246
The effects of demographics and maternal behavior on the distribution of birth outcomes....Pages 247-257
Nonparametric quantile regression analysis of R&D-sales relationship for Korean firms....Pages 259-270
Conditional value-at-risk: Aspects of modeling and estimation....Pages 271-292
Portfolio style: Return-based attribution using quantile regression....Pages 293-305
Integrated Conditional Moment testing of quantile regression models....Pages 307-324

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Content:
Front Matter....Pages I-VI
Introduction....Pages 1-5
Individual heterogeneity in the returns to schooling: instrumental variables quantile regression using twins data....Pages 7-40
Testing for uniform wage trends in West-Germany: A cohort analysis using quantile regressions for censored data....Pages 41-86
Quantile regression with sample selection: Estimating women’s return to education in the U.S.....Pages 87-113
Earning functions in Portugal 1982–1994: Evidence from quantile regressions....Pages 115-134
Wage inequality in a developing country: decrease in minimum wage or increase in education returns....Pages 135-148
How wide is the gap? An investigation of gender wage differences using quantile regression....Pages 149-167
The public-private sector wage gap in Zambia in the 1990s: A quantile regression approach....Pages 169-182
Asymmetric labor supply....Pages 183-197
Quantile regression for duration data: A reappraisal of the Pennsylvania Reemployment Bonus Experiments....Pages 199-220
For whom the reductions count: A quantile regression analysis of class size and peer effects on scholastic achievement....Pages 221-246
The effects of demographics and maternal behavior on the distribution of birth outcomes....Pages 247-257
Nonparametric quantile regression analysis of R&D-sales relationship for Korean firms....Pages 259-270
Conditional value-at-risk: Aspects of modeling and estimation....Pages 271-292
Portfolio style: Return-based attribution using quantile regression....Pages 293-305
Integrated Conditional Moment testing of quantile regression models....Pages 307-324
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