Firpo, SErgio; Fortin, Nicole M.; Lemieux, Thomas - Departamento de Economia, Pontifícia Universidade … - 2006
We propose a new regression method to estimate the impact of explanatory variables on quantiles of the unconditional distribution of an outcome variable. The proposed method consists of running a regression of the (recentered) influence function (RIF) of the unconditional quantile on the...