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Quantiles, Corners, and the Extensive Margin of Trade

Machado, JAF, Santos Silva, J and Wei, K (2016) Quantiles, Corners, and the Extensive Margin of Trade European Economic Review, 89. pp. 73-84.

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Abstract

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 Önd that most regressors have very di§erent impacts on di§erent parts of the distribution.

Item Type: Article
Subjects : Economics
Divisions : Faculty of Arts and Social Sciences > School of Economics
Authors :
AuthorsEmailORCID
Machado, JAFUNSPECIFIEDUNSPECIFIED
Santos Silva, JUNSPECIFIEDUNSPECIFIED
Wei, KUNSPECIFIEDUNSPECIFIED
Date : 2 December 2016
Identification Number : 10.1016/j.euroecorev.2016.05.011
Copyright Disclaimer : © 2016. This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/
Uncontrolled Keywords : BFGS algorithm; Corner solutions; Local bandwidth; Non-linear quantile regression
Related URLs :
Depositing User : Symplectic Elements
Date Deposited : 02 Jun 2016 09:39
Last Modified : 27 Jul 2016 16:58
URI: http://epubs.surrey.ac.uk/id/eprint/810902

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