Conditional empirical likelihood estimation and inference for quantile regression models (Q290977): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
Import241208061232 (talk | contribs)
Normalize DOI.
 
(4 intermediate revisions by 4 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.jeconom.2007.08.016 / rank
Normal rank
 
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2007.08.016 / rank
Normal rank
 
Property / OpenAlex ID
 
Property / OpenAlex ID: W2031785674 / rank
Normal rank
 
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2007.08.016 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2031785674 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Two Stage Least Absolute Deviations Estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study / rank
 
Normal rank
Property / cites work
 
Property / cites work: Smoothed empirical likelihood confidence intervals for quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: An IV Model of Quantile Treatment Effects / rank
 
Normal rank
Property / cites work
 
Property / cites work: Instrumental quantile regression inference for structural and treatment effect models / rank
 
Normal rank
Property / cites work
 
Property / cites work: An MCMC approach to classical estimation. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite sample inference for quantile regression models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Implicit Alternatives and the Local Power of Test Statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood estimation and consistent tests with conditional moment restrictions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric smoothing and lack-of-fit tests / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrap Methods for Median Regression Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical Likelihood-Based Inference in Conditional Moment Restriction Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4214050 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3413299 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regression Quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Goodness of Fit and Related Inference Processes for Quantile Regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: An interior point algorithm for nonlinear quantile regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quasi-maximum likelihood estimation for conditional quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient estimation in dynamic conditional quantile models / rank
 
Normal rank
Property / cites work
 
Property / cites work: SEMIPARAMETRIC EFFICIENCY BOUND IN TIME-SERIES MODELS FOR CONDITIONAL QUANTILES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiparametric Regression Functionals / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Simplex Method for Function Minimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2756704 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A resampling method based on pivotal estimating functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Least absolute deviations estimation for the censored regression model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Censored regression quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3239659 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal rates of convergence for nonparametric estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal global rates of convergence for nonparametric regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing conditional moment restrictions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence and empirical processes. With applications to statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sieve Empirical Likelihood and Extensions of the Generalized Least Squares / rank
 
Normal rank
Property / cites work
 
Property / cites work: ASYMPTOTICALLY EFFICIENT MEDIAN REGRESSION IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3365350 / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.JECONOM.2007.08.016 / rank
 
Normal rank

Latest revision as of 13:31, 9 December 2024

scientific article
Language Label Description Also known as
English
Conditional empirical likelihood estimation and inference for quantile regression models
scientific article

    Statements

    Conditional empirical likelihood estimation and inference for quantile regression models (English)
    0 references
    0 references
    3 June 2016
    0 references
    empirical likelihood
    0 references
    conditional empirical likelihood
    0 references
    quantile regression
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references