Implementing Box-Cox quantile regression
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Publication:3557576
DOI10.1080/07474930903382166zbMATH Open1270.62083OpenAlexW2052151916MaRDI QIDQ3557576FDOQ3557576
Authors: Bernd Fitzenberger, Ralf A. Wilke, Xuan Zhang 
Publication date: 23 April 2010
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474930903382166
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Cites Work
- Regression Quantiles
- Econometric analysis of cross section and panel data.
- The moving blocks bootstrap and robust inference for linear least squares and quantile regressions
- An interior point algorithm for nonlinear quantile regression
- Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
- Quantile regression, Box-Cox transformation model and the U.S. wage structure, 1963--1987
- Title not available (Why is that?)
Cited In (10)
- Multiple imputation for bounded variables
- Box–Cox power transformation unconditional quantile regressions with an application on wage inequality
- Improved transformation-based quantile regression
- Estimation of the error density in a semiparametric transformation model
- Estimation of a semiparametric transformation model: a novel approach based on least squares minimization
- Maximum profile binomial likelihood estimation for the semiparametric Box-Cox power transformation model
- COMPUTING MARGINAL EFFECTS IN THE BOX–COX MODEL
- Aranda-Ordaz quantile regression for student performance assessment
- Transform both sides model: a parametric approach
- Estimating the error distribution in semiparametric transformation models
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