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Replication of unconditional Quantile Regressions by Firpo, Fortin and Lemieux (2009).

Authors :
Baltagi, Badi H.
Ghosh, Pallab Kumar
Source :
Journal of Applied Econometrics; Jan/Feb2017, Vol. 32 Issue 1, p218-223, 6p
Publication Year :
2017

Abstract

This paper is a narrow replication of Firpo, Fortin and Lemieux (Unconditional quantile regressions. Econometrica 2009; 77(3): 953-973), who propose a new estimation method, called 'unconditional quantile regressions'. Using their empirical example, we confirm their results for the effects of unionization on US wage inequality during the period 1983-1985 for both conditional and unconditional quantile regressions. In addition, this paper applies the proposed estimation method to another paper by Autor, Katz and Kearney (Trends in US wage inequality: revising the revisionists. Review of Economics and Statistics 2008; 90(2): 300-323). The latter paper looks at measures of wage inequality in the US labor market data over the period 1963-2005. Copyright © 2015 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
08837252
Volume :
32
Issue :
1
Database :
Complementary Index
Journal :
Journal of Applied Econometrics
Publication Type :
Academic Journal
Accession number :
121062364
Full Text :
https://doi.org/10.1002/jae.2477