Martinez Iriarte analyzes unconditional quantile partial effects in latest paper
Velazquez
A recent study co-led by Julian Martinez-Iriarte tests a new statistical method for estimating unconditional quantile partial effects. Published in the Journal of Econometrics, the paper develops a semi-parametric estimation procedure that connects unconditional quantile effects to conditional quantile regression results. The authors show that, for continuous variables, unconditional effects can be interpreted as a […]