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

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+Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables
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+Two Stage Least Absolute Deviations Estimators
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+Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
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+Smoothed empirical likelihood confidence intervals for quantiles
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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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+Finite sample inference for quantile regression models
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+Implicit Alternatives and the Local Power of Test Statistics
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+Empirical likelihood estimation and consistent tests with conditional moment restrictions
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+Nonparametric smoothing and lack-of-fit tests
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+Bootstrap Methods for Median Regression Models
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+Empirical Likelihood-Based Inference in Conditional Moment Restriction Models
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+Regression Quantiles
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+Goodness of Fit and Related Inference Processes for Quantile Regression
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+An interior point algorithm for nonlinear quantile regression
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+Quasi-maximum likelihood estimation for conditional quantiles
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+Efficient estimation in dynamic conditional quantile models
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+SEMIPARAMETRIC EFFICIENCY BOUND IN TIME-SERIES MODELS FOR CONDITIONAL QUANTILES
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+Semiparametric Regression Functionals
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+A Simplex Method for Function Minimization
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+Least absolute deviations estimation for the censored regression model
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+Censored regression quantiles
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+Optimal rates of convergence for nonparametric estimators
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+Optimal global rates of convergence for nonparametric regression
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+Testing conditional moment restrictions
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+Weak convergence and empirical processes. With applications to statistics
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+SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
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+Sieve Empirical Likelihood and Extensions of the Generalized Least Squares
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+ASYMPTOTICALLY EFFICIENT MEDIAN REGRESSION IN THE PRESENCE  OF HETEROSKEDASTICITY OF UNKNOWN FORM
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