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Econometrics

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Econometrics

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Research Frontiers in Quantile Regression with Endogeneity

Development of methods for consistent quantile regression estimation when endogenous variables violate standard assumptions.

Instrumental Variables Across the Conditional Quantile Distribution
Latent Endogeneity in Extreme Quantile Estimation
Structural Breaks and Quantile-Specific Causal Inference
Nonlinear Endogenous Feedback in Distributional Regression
High-Dimensional Quantile Selection with Hidden Confounding
Dynamic Quantile Spillovers in Simultaneity Models
Partial Identification Under Quantile-Level Restrictions
Semiparametric Efficiency at Extreme Quantiles with Measurement Error
Machine Learning Instruments for Heterogeneous Quantile Effects
Copula-Driven Endogeneity in Multivariate Quantile Regression

All Econometrics PhD categories