Changes in the U.S. Wage Structure 1963-1987: Application of Quantile Regression
From MaRDI portal
Publication:4290976
Cited in
(71)- A smooth block bootstrap for quantile regression with time series
- A note on self-weighted quantile estimation for infinite variance quantile autoregression models
- The effect of school quality on student performance: A quantile regression approach
- Regression-quantile graduation of Australian life tables, 1946-1992
- Flexible estimation of wage distributions in the presence of covariates
- On average derivative quantile regression
- Log‐symmetric quantile regression models
- Quantile regression models with factor‐augmented predictors and information criterion
- Semiparametric modeling of multiple quantiles
- Exact computation of censored least absolute deviations estimator
- Extremal quantile regression
- A genetic method of LAD estimation for models with censored data
- Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
- Bayesian analysis of a Tobit quantile regression model
- Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space
- Accelerated Recurrence Time Models
- Estimating structural changes in regression quantiles
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
- Communication-efficient surrogate quantile regression for non-randomly distributed system
- Quantile regression for panel data models with fixed effects under random censoring
- Quantile regression for longitudinal biomarker data subject to left censoring and dropouts
- Weak identification robust tests in an instrumental quantile model
- Pairwise difference estimators of censored and truncated regression models
- Conditional quantiles and tail dependence
- Estimation of Censored Quantile Regression for Panel Data With Fixed Effects
- Conditional quantile processes based on series or many regressors
- Two-stage rank estimation of quantile index models
- LAD variable selection for linear models with randomly censored data
- Quantile regression in big data: a divide and conquer based strategy
- Efficient estimation in dynamic conditional quantile models
- Two-step estimation of semiparametric censored regression models
- Patterns of earnings differentials across three conservative European welfare regimes with alternative education systems
- Bayesian quantile regression for partially linear additive models
- Improving the computation of censored quantile regressions
- A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS
- Further improvements in the calculation of censored quantile regressions
- A novel grey prediction model based on quantile regression
- Bayesian causal effects in quantiles: accounting for heteroscedasticity
- Fitting censored quantile regression by variable neighborhood search
- Simple resampling methods for censored regression quantiles
- Counterfactual distributions of wages via quantile regression with endogeneity
- Two-step semiparametric estimation of the type-3 Tobit model
- A quantile correlated random coefficients panel data model
- Sequential estimation of censored quantile regression models
- Partial identification and inference in censored quantile regression
- Inference for censored quantile regression models in longitudinal studies
- Parametric variability in cross-country growth regressions: an application of quantile-regression methodology
- Handling multicollinearity in quantile regression through the use of principal component regression
- Mean and quantile boosting for partially linear additive models
- Quantiles via moments
- Quantile regression estimator for GARCH models
- Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion
- Optimal smoothing in nonparametric conditional quantile derivative function estimation
- Smoothly mixing regressions
- Weighted \(\ell_1\)-penalized corrected quantile regression for high dimensional measurement error models
- Optimal designs for quantile regression models
- Quantile regression with censoring and sample selection
- Fractional order statistic approximation for nonparametric conditional quantile inference
- Quantile composite-based path modeling
- Global Bahadur representation for nonparametric censored regression quantiles and its applications
- Finite sample inference for quantile regression models
- Adaptive quantile regression with precise risk bounds
- Aranda-Ordaz quantile regression for student performance assessment
- An informative subset-based estimator for censored quantile regression
- A direct approach to inference in nonparametric and semiparametric quantile models
- On the performance of nonparametric specification tests in regression models
- Analysis of global and local optima of regularized quantile regression in high dimensions: a subgradient approach
- The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
- Estimating censored regression models in the presence of nonparametric multiplicative hetero\-skedasticity.
- Quantile regression, Box-Cox transformation model and the U.S. wage structure, 1963--1987
- Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood
This page was built for publication: Changes in the U.S. Wage Structure 1963-1987: Application of Quantile Regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4290976)
