The new Angrist & Pischke book has a good discussion of quantile regression & the IV version. Be warned though, many of the papers I have seen using quantile regression are not very good & don't seem to understand the technique.
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The new Angrist & Pischke book has a good discussion of quantile regression & the IV version. Be warned though, many of the papers I have seen using quantile regression are not very good & don't seem to understand the technique.
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