Economic Applications of Quantile Regression

1. Front Matter

   Pages I-VI

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2. Introduction

   • Bernd Fitzenberger, Roger Koenker, José A. F. Machado

   Pages 1-5

3. Individual heterogeneity in the returns to schooling: instrumental variables quantile regression using twins data

   • Omar Arias, Kevin F. Hallock, Walter Sosa-Escudero

   Pages 7-40

4. Testing for uniform wage trends in West-Germany: A cohort analysis using quantile regressions for censored data

   • Bernd Fitzenberger, Reinhard Hujer, Thomas E. MaCurdy, Reinhold Schnabel

   Pages 41-86

5. Quantile regression with sample selection: Estimating women’s return to education in the U.S.

   • Moshe Buchinsky

   Pages 87-113

6. Earning functions in Portugal 1982–1994: Evidence from quantile regressions

   • José A. F. Machado, José Mata

   Pages 115-134

7. Wage inequality in a developing country: decrease in minimum wage or increase in education returns

   • Xulia González, Daniel Miles

   Pages 135-148

8. How wide is the gap? An investigation of gender wage differences using quantile regression

   • Jaume García, Pedro J. Hernández, Angel López-Nicolás

   Pages 149-167

9. The public-private sector wage gap in Zambia in the 1990s: A quantile regression approach

   • Helena Skyt Nielsen, Michael Rosholm

   Pages 169-182

10. Asymmetric labor supply

    • Eduardo Pontual Ribeiro

    Pages 183-197

11. Quantile regression for duration data: A reappraisal of the Pennsylvania Reemployment Bonus Experiments

    • Roger Koenker, Yannis Bilias

    Pages 199-220

12. For whom the reductions count: A quantile regression analysis of class size and peer effects on scholastic achievement

    • Jesse Levin

    Pages 221-246

13. The effects of demographics and maternal behavior on the distribution of birth outcomes

    • Jason Abrevaya

    Pages 247-257

14. Nonparametric quantile regression analysis of R&D-sales relationship for Korean firms

    • Joon-Woo Nahm

    Pages 259-270

15. Conditional value-at-risk: Aspects of modeling and estimation

    • Victor Chernozhukov, Len Umantsev

    Pages 271-292

16. Portfolio style: Return-based attribution using quantile regression

    • Gilbert W. Bassett Jr., Hsiu-Lang Chen

    Pages 293-305

17. Integrated Conditional Moment testing of quantile regression models

    • Herman J. Bierens, Donna K. Ginther

    Pages 307-324

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.

• Conditional Distribution
• Economic Application
• Quantile Regression
• Regression analysis
• education
• modeling
• regression
• statistics
• value at risk
• value-at-risk

• Department of Economics, University of Mannheim, Mannheim, Germany

  Bernd Fitzenberger

• Department of Economics, University of Illinois, Champaign, USA

  Roger Koenker

• Faculdade de Economiay, Tr. Estevão Pinto — Campolide, Universidade Nova de Lisboa, Lisboa, Portugal

  José A. F. Machado

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