In this paper, we develop a test to detect the presence of endogeneity in conditional quantiles. Our test is a Hausman-type test based on the distance between two estimators, of which one is consistent only under no endogeneity while the other is consistent regardless of the presence of...

In this paper we study how the Huber estimator can be adapted to the presence of endogeneity in a two stage equations setting similar to that of 2SLS. We propose an estimation procedure that is at the same time relatively (i) simple, (ii) robust and (iii) efficient. Moreover, we deal with the...

We analyze the well-known issue of economic growth convergence using quantile regres- sion. Most previous studies have used a least squares (LS) method or variation, which focuses on the issue only at the mean of the growth rate. Therefore, such results cannot provide a satisfactory answer to...

In this paper we develop a test to detect the presence of endogeneity in conditional quantile models. The proposed test is a Hausman-type test in that it is based on the distance between two estimators in which one is consistent only under no endogeneity while the other estimator is consistent...