Pages that link to "Item:Q290966"

The following pages link to Instrumental variable quantile regression: a robust inference approach (Q290966):

Displaying 37 items.

• Generalized method of trimmed moments (Q254204) (← links)
• Weak identification robust tests in an instrumental quantile model (Q292141) (← links)
• Asymmetric Laplace regression: maximum likelihood, maximum entropy and quantile regression (Q312364) (← links)
• Linear quantile regression models for longitudinal experiments: an overview (Q497095) (← links)
• On the equivalence of instrumental variables estimators for linear models (Q529797) (← links)
• Editorial. Annals issue on forecasting -- guest editors' introduction (Q737985) (← links)
• Quantile regression for dynamic panel data with fixed effects (Q738001) (← links)
• Lasso-driven inference in time and space (Q820826) (← links)
• Sieve instrumental variable quantile regression estimation of functional coefficient models (Q898598) (← links)
• Penalized quantile regression for dynamic panel data (Q989274) (← links)
• A quantile regression approach for estimating panel data models using instrumental variables (Q1046231) (← links)
• A branch-and-bound algorithm for instrumental variable quantile regression (Q1697970) (← links)
• Quantile regression for duration models with time-varying regressors (Q1740269) (← links)
• Bayesian analysis of dynamic panel data by penalized quantile regression (Q1742844) (← links)
• Weak convergence of local quantile treatment effect processes (Q1787230) (← links)
• A quantile correlated random coefficients panel data model (Q1792446) (← links)
• Sequential estimation of censored quantile regression models (Q1792478) (← links)
• Analysis of interactive fixed effects dynamic linear panel regression with measurement error (Q1925892) (← links)
• Extremal quantile treatment effects (Q1990599) (← links)
• A closed-form estimator for quantile treatment effects with endogeneity (Q2000825) (← links)
• Estimating impulse-response functions for macroeconomic models using directional quantiles (Q2151747) (← links)
• Quantile selection in non-linear GMM quantile models (Q2208865) (← links)
• Panel threshold models with interactive fixed effects (Q2227077) (← links)
• Semiparametric estimation of a censored regression model with endogeneity (Q2295811) (← links)
• Smoothed GMM for quantile models (Q2330749) (← links)
• Quantiles via moments (Q2330750) (← links)
• Estimating and testing a quantile regression model with interactive effects (Q2512602) (← links)
• Bayesian analysis of quantile regression for censored dynamic panel data (Q2512792) (← links)
• Finite sample inference for quantile regression models (Q2630070) (← links)
• Factor instrumental variable quantile regression (Q2687857) (← links)
• Quantile regression with censoring and sample selection (Q2697982) (← links)
• SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION (Q2981827) (← links)
• Estimation of Heterogeneous Individual Treatment Effects With Endogenous Treatments (Q3304850) (← links)
• A simple approach to quantile regression for panel data (Q4913915) (← links)
• The Big Data Newsvendor: Practical Insights from Machine Learning (Q4971580) (← links)
• Two-step estimation of censored quantile regression for duration models with time-varying regressors (Q6108301) (← links)
• Estimation of treatment effects under endogenous heteroskedasticity (Q6163244) (← links)