Finite sample inference for quantile regression models (Q2630070): Difference between revisions

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+Admissibility of the likelihood ratio test when a nuisance parameter is present only under the alternative
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+On an Analog of Regression Analysis
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+Changes in the U.S. Wage Structure 1963-1987: Application of Quantile Regression
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+Random Effects Estimators with many Instrumental Variables
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+Extremal quantile regression
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+An IV Model of Quantile Treatment Effects
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+Instrumental quantile regression inference for structural and treatment effect models
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+Instrumental variable quantile regression: a robust inference approach
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+An MCMC approach to classical estimation.
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+Instrumental variable estimation of nonseparable models
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+Identification in Nonseparable Models
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+Asymptotically uniformly most powerful tests in parametric and semiparametric models
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+Empirical probability plots and statistical inference for nonlinear models in the two-sample case
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+Regression rank scores and regression quantiles
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+Tests of linear hypotheses based on regression rank scores
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+Markov Chain Marginal Bootstrap
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+Estimation of a Censored Dynamic Panel Data Model
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+Robust regression: Asymptotics, conjectures and Monte Carlo
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+Q3413299
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+Regression Quantiles
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+Unit Root Quantile Autoregression Inference
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+Table for Both the Sign Test and Distribution-Free Confidence Intervals of the Median for Sample Sizes to 1,000
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+Nonparametric Estimation of Nonadditive Random Functions
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+Q3219581
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+Convergence rates and asymptotic normality for series estimators
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+Simulation and the Asymptotics of Optimization Estimators
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+A resampling method based on pivotal estimating functions
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+Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
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+Asymptotic behavior of regression quantiles in non-stationary, dependent cases
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+Instrumental Variables Regression with Weak Instruments
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+GMM with Weak Identification
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+Nonparametric tests for median by interpolation from sign tests
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