6 papers
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…
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…
Quantile Regression under Limited Dependent Variable
Javier Alejo, Gabriel Montes-Rojas
A new Stata command, ldvqreg, is developed to estimate quantile regression models for the cases of censored (with lower and/or upper censoring) and binary dependent variables. The…
A decomposition method to evaluate the `paradox of progress' with evidence for Argentina
Javier Alejo, Leonardo Gasparini, Gabriel Montes-Rojas +1
The `paradox of progress' is an empirical regularity that associates more education with larger income inequality. Two driving and competing factors behind this phenomenon are the…
RIF Regression via Sensitivity Curves
Javier Alejo, Gabriel Montes-Rojas, Walter Sosa-Escudero
This paper proposes an empirical method to implement the recentered influence function (RIF) regression of Firpo, Fortin and Lemieux (2009), a relevant method to study the effect o…
A first-stage representation for instrumental variables quantile regression
Javier Alejo, Antonio F. Galvao, Gabriel Montes-Rojas
This paper develops a first-stage linear regression representation for the instrumental variables (IV) quantile regression (QR) model. The quantile first-stage is analogous to the…