Firpo, Sergio; Fortin, Nicole M.; Lemieux, Thomas - In: Econometrica 77 (2009) 3, pp. 953-973
We propose a new regression method to evaluate the impact of changes in the distribution of the explanatory variables on quantiles of the unconditional (marginal) distribution of an outcome variable. The proposed method consists of running a regression of the (recentered) influence function...