Ivan Fernandez-Val
Selected Publications
Quantile regression (QR) is a principal regression method for analyzing the impact of covariates on outcomes. […]
Latest version
This paper gives identification and estimation results for quantile and average effects in nonseparable panel models, […]
In this paper we develop procedures for performing inference in regression models about how potential policy […]
Latest version
This paper gives identification and estimation results for marginal effects in nonlinear panel models. We find […]
Latest version
Previous version
This paper gives identification and estimation results for marginal effects in nonlinear panel models. We find […]
Latest version
Suppose that a target function is monotonic, namely weakly increasing, and an original estimate of this […]
Latest version
This paper applies a regularization procedure called increasing rearrangement to monotonize Edgeworth and Cornish-Fisher expansions and […]
Latest version
Suppose that a target function is monotonic, namely, weakly increasing, and an original estimate of the […]
Latest version
The most common approach to estimating conditional quantile curves is to fit a curve, typically linear, […]
Latest version
This paper introduces bias-corrected estimators for nonlinear panel data models with both time invariant and time […]