Recently, Arellano and Bonhomme (2017) studies the quantile regression model in presence of sample selection. In this paper, we consider a quantile regression with Tobit selection mechanism which is known to be Type III Tobit model in mean regression. Our estimator is shown to be consistent and asymptotically normal. Monte Carlo simulations indicate that our estimator performs well in .nite samples. Additionally, an empirical illustration also demonstrates the usefulness of our estimator in empirical studies. 本场讲座采取预约制，名额有限，有意线上参加者请点击下方链接报名，报名后如无法参加请自行取消报名。 报名链接：点击报名 注册成功后zoom会通过email发送听会连接，请注意把no-reply@zoom.us放入白名单，或重新查看注册页面以获取听会连接 | 
