GMM quantile regression

DOI10.1016/J.JECONOM.2020.11.014MaRDI QIDQ2172015zbMATH OpenOpenAlexFDO

Authors Sergio Firpo, Cristine Pinto, Alexandre Poirier, Graciela Sanroman, Antonio F. Galvao

Publication date 14 September 2022

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2020.11.014

zbMATH Keywords

quantile regressiongeneralized method of moments

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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Cited in

(3)

• Quantile regression for varying-coefficient partially nonlinear models with randomly truncated data
• GTL regression: a linear model with skewed and thick-tailed disturbances
• scientific article; zbMATH DE number 6402105 (Why is no real title available?)

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Uses Software

• qrcm

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