Replication of unconditional Quantile Regressions by Firpo, Fortin and Lemieux (2009)

This paper is a narrow replication of Firpo, Fortin and Lemieux (Unconditional quantile regressions. Econometrica 2009; 77(3): 953–973), who propose a new estimation method, called ‘unconditional quantile regressions’. Using their empirical example, we confirm their results for the effects of unionization on US wage inequality during the period 1983–1985 for both conditional and unconditional quantile regressions. In addition, this paper applies the proposed estimation method to another paper by Autor, Katz and Kearney (Trends in US wage inequality: revising the revisionists. Review of Economics and Statistics 2008; 90(2): 300–323). The latter paper looks at measures of wage inequality in the US labor market data over the period 1963–2005.