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    • Extremal Quantile Regressions for Selection Models and the Black-White Wage Gap 

      D'Haultfœuille, X; Maurel, Arnaud Pierre; Zhang, Y (Economic Research Initiatives at Duke (ERID), 2014-06-01)
      We consider the estimation of a semiparametric location-scale model subject to endogenous selection, in the absence of an instrument or a large support regressor. Identification relies on the independence between the covariates ...