Quantile regression estimation of panel duration models with censored data

DOI10.1108/S0731-9053(2012)0000029014MaRDI QIDQ5133582zbMATH OpenOpenAlexFDO

Authors Carlos Lamarche, Matthew Harding

Publication date 10 November 2020

Published in Essays in Honor of Jerry Hausman (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1108/s0731-9053(2012)0000029014

zbMATH Keywords

duration modelspanel dataquantile regressionunemployment insurance

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Causal inference from observational studies (62D20) Nonparametric regression and quantile regression (62G08) Censored data models (62N01) Applications of statistics to economics (62P20)

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Cited in

(12)

• Quantile regression for duration models with time-varying regressors
• Weighted quantile regression for censored data with application to export duration data
• Bayesian analysis of quantile regression for censored dynamic panel data
• Set identification of the censored quantile regression model for short panels with fixed effects
• Quantile regression methods for censored gap time data
• ESTIMATING PANEL DATA DURATION MODELS WITH CENSORED DATA
• Quantile regression with doubly censored data
• Exploring transition data through quantile regression methods: an application to U.S. unemployment duration
• Estimation of a Censored Dynamic Panel Data Model
• Censored panel quantile regression with fixed effects via an asymmetric link function
• Using quantile regression for duration analysis
• Sieve instrumental variable quantile regression estimation of functional coefficient models

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