Replication of unconditional Quantile Regressions by Firpo, Fortin and Lemieux (2009)
Firpo、Fortin 与 Lemieux(2009)无条件分位数回归的复现
Summary 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…