Sequential estimation of censored quantile regression models
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Publication:1792478
DOI10.1016/j.jeconom.2018.06.020zbMath1452.62276OpenAlexW2879729131MaRDI QIDQ1792478
Publication date: 12 October 2018
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2018.06.020
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Censored data models (62N01) Estimation in survival analysis and censored data (62N02) Sequential estimation (62L12)
Related Items (7)
Two-step estimation of censored quantile regression for duration models with time-varying regressors ⋮ -Penalized Pairwise Difference Estimation for a High-Dimensional Censored Regression Model ⋮ Nonseparable sample selection models with censored selection rules ⋮ Quantile regression with censoring and sample selection ⋮ Semiparametric estimation of a censored regression model with endogeneity ⋮ Exact computation of censored least absolute deviations estimator ⋮ Moment estimation for censored quantile regression
Uses Software
Cites Work
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