A Simple Approach to Simultaneous Quantile Regression under Partial Homogeneity Constraints
Abstract
Abstract Quantile regression is one of the most important methods to estimate heterogeneous effects on a variable of interest. In many applications there is a subset of covariates of interest, while the rest operate as controls in the regression equation. This work presents a straightforward empirical strategy for situations in which the control variables have a homogeneous effect on the conditional distribution. We develop the asymptotic theory for the proposed estimator and the corresponding inference procedures. An application using environmental pollution data illustrates the method by estimating the Environmental Kuznets Curve.
Fields of Study & Subjects
Statistical Methods and Inference
Advanced Statistical Methods and Models
Advanced Causal Inference Techniques
Publication details
- Journal / source
- Journal of Econometric Methods
- Volume
- 15
- Issue
- 1
- Pages
- 1–17
- Publication date
- 1 January 2026
- Language
- EN