Errors in the Dependent Variable of Quantile Regression Models

DOI10.3982/ECTA14667MaRDI QIDQ5860031zbMATH OpenOpenAlexFDO

Authors

Publication date 18 November 2021

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3982/ecta14667

zbMATH Keywords

functional analysismeasurement errorquantile regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

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Cited in

(11)

• Measurement errors in quantile regression models
• Assessing model adequacy in possibly misspecified quantile regression
• QUANTILE REGRESSION WITH MISMEASURED COVARIATES
• Regression quantiles with errors-in-variables
• Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
• Quantile regression with multiple proxy variables
• A panel quantile model via correlated random effects approach for testing pecking order theory
• Dynamic Regression of Longitudinal Trajectory Features
• A simple quantile regression model linking micro outcomes to macro covariates
• A quantile-based nonadditive fixed effects model
• Quantile regression with measurement errors

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