Quantiles, Corners, and the Extensive Margin of Trade

摘要: Abstract We develop a simple method for the estimation of quantile regressions corner solutions data (i.e., fully observed non-negative that have mixed distribution with mass-point at zero), focussing particular attention on case where domain variate interest is bounded both from below and above. use proposed to study determinants extensive margin trade find most regressors very different impacts parts distribution.