Measurement errors in quantile regression models

DOI10.1016/J.JECONOM.2017.02.002zbMATH Open1456.62068OpenAlexW2589747007MaRDI QIDQ2294517FDOQ2294517

Sergio Firpo, Suyong Song, Antonio F. Galvao

Publication date: 11 February 2020

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2017.02.002

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• Regression quantiles with errors-in-variables

zbMATH Keywords

quantile regressionmeasurement errorsinvestment equation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)

Cites Work

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• Title not available (Why is that?)
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Cited In (11)

• Partially Functional Linear Quantile Regression With Measurement Errors
• Understanding the effect of measurement error on quantile regressions
• QUANTILE REGRESSION WITH MISMEASURED COVARIATES
• Modal non‐linear regression in the presence of Laplace measurement error
• Estimation of conditional quantiles from data with additional measurement errors
• INSTRUMENTAL VARIABLE QUANTILE REGRESSION WITH MISCLASSIFICATION
• New estimation for heteroscedastic single-index measurement error models
• Estimation of quantiles from data with additional measurement errors
• Extrapolation in parametric models with Laplace measurement error
• Quantile regression with multiple proxy variables
• Errors in the Dependent Variable of Quantile Regression Models

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