Censored regression quantiles

DOI10.1016/0304-4076(86)90016-3zbMath0605.62139OpenAlexW2059053591WikidataQ29393192 ScholiaQ29393192MaRDI QIDQ1083825

James L. Powell

Publication date: 1986

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(86)90016-3

zbMATH Keywords

symmetryconsistencyleast absolute deviationconditional quantilescensored regression modelasymptotically normalsemi-parametric estimationtobit modelLAD estimation methodquantile estimatorstests of homoskedasticity

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) General nonlinear regression (62J02)

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Cites Work

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• Estimation of Relationships for Limited Dependent Variables
• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
• Least absolute deviations estimation for the censored regression model
• The consistency of nonlinear regression minimizing the \(L_ 1-\)norm
• Maximum score estimation of the stochastic utility model of choice
• The Asymptotic Normality of Two-Stage Least Absolute Deviations Estimators
• Robust Tests for Heteroscedasticity Based on Regression Quantiles
• Two Stage Least Absolute Deviations Estimators
• Regression Quantiles
• Specification Tests in Econometrics

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