3 papers
econ.EM2025
Multivariate quantile regression
Antonio F. Galvao, Gabriel Montes-Rojas
This paper introduces a new framework for multivariate quantile regression based on the multivariate distribution function, termed multivariate quantile regression (MQR). In contra…
econ.EM2024
Endogenous Heteroskedasticity in Linear Models
Javier Alejo, Antonio F. Galvao, Julian Martinez-Iriarte +1
Linear regressions with endogeneity are widely used to estimate causal effects. This paper studies a framework that involves two common practical issues: endogeneity of the regress…
econ.EM2023
Unconditional Quantile Partial Effects via Conditional Quantile Regression
Javier Alejo, Antonio F. Galvao, Julian Martinez-Iriarte +1
This paper develops a semi-parametric procedure for estimation of unconditional quantile partial effects using quantile regression coefficients. The estimator is based on an identi…