GMM quantile regression

DOI10.1016/J.JECONOM.2020.11.014OpenAlexW3173336494MaRDI QIDQ2172015FDOQ2172015

Cristine Pinto, Graciela Sanroman, Alexandre Poirier, Sergio Firpo, 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)

Cites Work

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• Title not available (Why is that?)
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• Quantiles via moments
• SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION
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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
• Title not available (Why is that?)

Uses Software

• qrcm

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