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Quantiles, corners, and the extensive margin of trade

Machado, Jose A F and Santos Silva, Joao M C and Wei, Kehai (2016) 'Quantiles, corners, and the extensive margin of trade.' European Economic Review. ISSN 0014-2921

1-s2.0-S0014292116301040-main.pdf - Accepted Version

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We develop a simple method for the estimation of quantile regressions for corner solutions data (i.e., fully observed non-negative data that have a mixed distribution with a mass-point at zero), focusing particular attention on the case where the domain of the variate of interest is bounded both from below and from above. We use the proposed method to study the determinants of the extensive margin of trade and find that most regressors have very different impacts on different parts of the distribution.

Item Type: Article
Uncontrolled Keywords: BFGS algorithm; Corner solutions; Local bandwidth; Non-linear quantile regression
Subjects: H Social Sciences > HB Economic Theory
Divisions: Faculty of Social Sciences > Economics, Department of
Depositing User: Jim Jamieson
Date Deposited: 10 Jun 2016 15:27
Last Modified: 05 Jun 2018 01:00

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