Quantile regression in heteroscedastic varying coefficient models
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Publication:1622100
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Cites work
- Applied Econometrics with R
- Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
- Functional varying coefficient models for longitudinal data
- scientific article; zbMATH DE number 5770662 (Why is no real title available?)
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- scientific article; zbMATH DE number 2222296 (Why is no real title available?)
- Inference for covariate adjusted regression via varying coefficient models
- New efficient and robust estimation in varying-coefficient models with heteroscedasticity
- Noncrossing quantile regression curve estimation
- Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
- P-splines quantile regression estimation in varying coefficient models
- Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data
- Quantile regression in partially linear varying coefficient models
- Quantile regression in varying coefficient models.
- Quantile regression with varying coefficients
- Quantile regression.
- Shape testing in quantile varying coefficient models with heteroscedastic error
- Simultaneous estimation of quantile curves using quantile sheets
- Simultaneous multiple non-crossing quantile regression estimation using kernel constraints
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Stepwise multiple quantile regression estimation using non-crossing constraints
Cited in
(20)- Quantile regression in varying coefficient models.
- Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity
- Weighted quantile regression and testing for varying-coefficient models with randomly truncated data
- Estimation for the Power-transformed Varying-coefficient Quantile Regression Model
- New efficient and robust estimation in varying-coefficient models with heteroscedasticity
- Consistent model identification of varying coefficient quantile regression with BIC tuning parameter selection
- scientific article; zbMATH DE number 5770662 (Why is no real title available?)
- QUANTILE REGRESSION WITH MISMEASURED COVARIATES
- Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition
- P-splines quantile regression estimation in varying coefficient models
- Testing the heteroscedastic error structure in quantile varying coefficient models
- Robust wavelet-based estimation for varying coefficient dynamic models under long-dependent structures
- Extreme value inference for quantile regression with varying coefficients
- A varying coefficient approach to estimating hedonic housing price functions and their quantiles
- Shape testing in quantile varying coefficient models with heteroscedastic error
- Errors in the Dependent Variable of Quantile Regression Models
- The Bayesian regularized quantile varying coefficient model
- Two-stage variational mode decomposition approach to enhance the estimates of variance function
- Evaluating Dynamic Conditional Quantile Treatment Effects with Applications in Ridesharing
- Quantile regression for dynamic partially linear varying coefficient time series models
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