Pages that link to "Item:Q5489087"
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The following pages link to Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure (Q5489087):
Displaying 50 items.
- Smoothly mixing regressions (Q277172) (← links)
- Smoothed quantile regression for panel data (Q284303) (← links)
- Instrumental variable quantile regression: a robust inference approach (Q290966) (← links)
- Instrumental quantile regression inference for structural and treatment effect models (Q291713) (← links)
- Asymmetric Laplace regression: maximum likelihood, maximum entropy and quantile regression (Q312364) (← links)
- Asymptotic normality of Powell's kernel estimator (Q421405) (← links)
- Asymptotically efficient estimation of the conditional expected shortfall (Q433233) (← links)
- Some new asymptotic theory for least squares series: pointwise and uniform results (Q494171) (← links)
- Asymptotics for panel quantile regression models with individual effects (Q528023) (← links)
- RESET for quantile regression (Q619112) (← links)
- Efficient estimation in dynamic conditional quantile models (Q736520) (← links)
- Specification tests of parametric dynamic conditional quantiles (Q736700) (← links)
- Estimating structural changes in regression quantiles (Q737902) (← links)
- Testing linearity against threshold effects: uniform inference in quantile regression (Q744003) (← links)
- Asymptotics of the regression quantile basic solution under misspecification. (Q834019) (← links)
- Point estimation with exponentially tilted empirical likelihood (Q995419) (← links)
- Asymptotics for argmin processes: convexity arguments (Q1026368) (← links)
- The second-order bias of quantile estimators (Q1627013) (← links)
- Bias-corrected quantile regression estimation of censored regression models (Q1706470) (← links)
- Expansion for moments of regression quantiles with applications to nonparametric testing (Q1740509) (← links)
- A quantile correlated random coefficients panel data model (Q1792446) (← links)
- A semiparametric quantile panel data model with an application to estimating the growth effect of FDI (Q1792461) (← links)
- Sequential estimation of censored quantile regression models (Q1792478) (← links)
- Quantile regression under local misspecification (Q2025221) (← links)
- Quantile correlation coefficient: a new tail dependence measure (Q2165833) (← links)
- GMM quantile regression (Q2172015) (← links)
- Measurement errors in quantile regression models (Q2294517) (← links)
- GMM and misspecification correction for misspecified models with diverging number of parameters (Q2300520) (← links)
- Quantile regression approach to conditional mode estimation (Q2326053) (← links)
- Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates (Q2330729) (← links)
- Quantile-regression-based clustering for panel data (Q2330746) (← links)
- Smoothed GMM for quantile models (Q2330749) (← links)
- Asymptotic inference for the constrained quantile regression process (Q2330751) (← links)
- On the predictive risk in misspecified quantile regression (Q2330755) (← links)
- Nonparametric estimation and inference on conditional quantile processes (Q2343758) (← links)
- Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion (Q2343759) (← links)
- Jackknife model averaging for quantile regressions (Q2354857) (← links)
- Assessing model adequacy in possibly misspecified quantile regression (Q2359512) (← links)
- Understanding the effect of measurement error on quantile regressions (Q2399536) (← links)
- Rank tests and regression rank score tests in measurement error models (Q2445764) (← links)
- Specification analysis of linear quantile models (Q2512617) (← links)
- Local structural quantile effects in a model with a nonseparable control variable (Q2628834) (← links)
- Risk factor extraction with quantile regression method (Q2675739) (← links)
- Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes (Q3304840) (← links)
- WHAT DO QUANTILE REGRESSIONS IDENTIFY FOR GENERAL STRUCTURAL FUNCTIONS? (Q3453251) (← links)
- On estimating the conditional expected shortfall (Q3552644) (← links)
- Implementing Box–Cox Quantile Regression (Q3557576) (← links)
- QUANTILE REGRESSION WITH MISMEASURED COVARIATES (Q3632408) (← links)
- Measuring Firm Performance By Using Linear and Non-Parametric Quantile Regressions (Q3638851) (← links)
- (Q4969140) (← links)
