Moment estimation for censored quantile regression

DOI10.1080/07474938.2021.1889207MaRDI QIDQ5861050zbMATH OpenOpenAlexFDO

Authors Qian Wang, Songnian Chen

Publication date 4 March 2022

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474938.2021.1889207

zbMATH Keywords

censoringmoment conditionquantile regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in survival analysis and censored data (62N02) Applications of statistics to economics (62P20)

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Cites work

• Censored regression quantiles
• Censored regression quantiles with endogenous regressors
• Conditional empirical likelihood estimation and inference for quantile regression models
• Estimation of cross sectional and panel data censored regression models with endogeneity
• Improving the computation of censored quantile regressions
• Inference in Censored Models with Endogenous Regressors
• Instrumental quantile regression inference for structural and treatment effect models
• Instrumental variable quantile regression: a robust inference approach
• Least absolute deviations estimation for the censored regression model
• Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
• Quantile regression with censoring and endogeneity
• Regression Quantiles
• Sequential estimation of censored quantile regression models
• Simple resampling methods for censored regression quantiles
• Simulation and the Asymptotics of Optimization Estimators
• SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
• Three-Step Censored Quantile Regression and Extramarital Affairs
• Two-step estimation of semiparametric censored regression models

Cited in

(11)

• Improving the computation of censored quantile regressions
• Sequential estimation of censored quantile regression models
• Exact computation of censored least absolute deviations estimator
• Quantile regression with censoring and endogeneity
• Econometric Reviews Honors Cheng Hsiao
• IV methods for Tobit models
• Variable selection for quantile autoregressive model: Bayesian methods versus classical methods
• Shrinkage estimation of censored quantile regression for panel data models with grouped latent heterogeneity
• Instrumental variable quantile regression under random right censoring
• Instrumental variable estimation of the proportional hazards model by presmoothing
• Applications of nonlinear tobit models under endogeneity

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