Conditional empirical likelihood estimation and inference for quantile regression models
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Publication:290977
DOI10.1016/J.JECONOM.2007.08.016zbMATH Open1418.62165OpenAlexW2031785674MaRDI QIDQ290977FDOQ290977
Publication date: 3 June 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2007.08.016
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Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)
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Cited In (36)
- GEL METHODS FOR NONSMOOTH MOMENT INDICATORS
- Smoothed GMM for quantile models
- Conditional empirical likelihood for quantile regression models
- An empirical likelihood approach to quantile regression with auxiliary information
- Inference of local regression in the presence of nuisance parameters
- An encompassing test for non-nested quantile regression models
- Moment estimation for censored quantile regression
- Smoothed empirical likelihood for quantile regression models with response data missing at random
- NONPARAMETRIC INFERENCE FOR CONDITIONAL QUANTILES OF TIME SERIES
- Title not available (Why is that?)
- Testing linearity against threshold effects: uniform inference in quantile regression
- Generalized indirect inference for discrete choice models
- Smoothed tensor quantile regression estimation for longitudinal data
- Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions
- Smoothed partially linear quantile regression with nonignorable missing response
- Smoothed empirical likelihood inference and variable selection for quantile regression with nonignorable missing response
- Efficient estimation in dynamic conditional quantile models
- Empirical likelihood for quantile regression models with longitudinal data
- Improved composite quantile regression and variable selection with nonignorable dropouts
- Spatial cluster detection with threshold quantile regression
- Quantile regression and its empirical likelihood with missing response at random
- SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION
- Quasi-maximum likelihood estimation for conditional quantiles
- A Gaussian pseudolikelihood approach for quantile regression with repeated measurements
- Estimation of non-smooth non-parametric estimating equations models with dependent data
- Goodness-of-fit tests for quantile regression with missing responses
- A lack-of-fit test for quantile regression models with high-dimensional covariates
- Bayesian empirical likelihood for quantile regression
- Smoothed quantile regression with nonignorable dropouts
- A direct approach to inference in nonparametric and semiparametric quantile models
- Model checking for parametric single-index quantile models
- Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory
- Empirical likelihood for quantile regression models with response data missing at random
- Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood
- Smoothing Quantile Regressions
- Regression estimators based on conditional quantiles
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