Two-step estimation of censored quantile regression for duration models with time-varying regressors

DOI10.1016/J.JECONOM.2022.09.006MaRDI QIDQ6108301zbMATH OpenOpenAlexFDO

Authors Songnian Chen

Publication date 29 June 2023

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

Full work available at URL https://doi.org/10.1016/j.jeconom.2022.09.006

zbMATH Keywords

censoringduration analysisquantile regressiontime-varying regressors

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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Cited in

(2)

• Quantile regression with group-level treatments
• Semiparametric estimation of duration model with time-varying regressors and fixed effects

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