Bias correction for quantile regression estimators
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Cites work
- An introduction to order statistics
- An IV Model of Quantile Treatment Effects
- Asymptotic normality of Powell's kernel estimator
- Asymptotics for panel quantile regression models with individual effects
- Censored regression quantiles
- Conditional inference with a functional nuisance parameter
- Decentralization estimators for instrumental variable quantile regression models
- Direct use of regression quantiles to construct confidence sets in linear models
- Extremal quantile regression
- Gaussian approximation of suprema of empirical processes
- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
- Inference for extremal conditional quantile models, with an application to market and birthweight risks
- Inference on counterfactual distributions
- Instrumental quantile regression inference for structural and treatment effect models
- Instrumental variable quantile regression: a robust inference approach
- Nearly root-\(n\) approximation for regression quantile processes
- On the second order behaviour of the bootstrap of L₁ regression estimators
- Quantile regression approach to conditional mode estimation
- Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
- Quantile regression.
- Regression Quantiles
- Robust Tests for Heteroscedasticity Based on Regression Quantiles
- SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION
- Smoothed quantile regression for panel data
- Smoothing methods in statistics
- The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
- The second-order bias and mean squared error of nonlinear estimators
- The second-order bias of quantile estimators
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