Sequential estimation of censored quantile regression models

DOI10.1016/J.JECONOM.2018.06.020MaRDI QIDQ1792478zbMATH OpenOpenAlexWikidataFDO

Authors Songnian Chen

Publication date 12 October 2018

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

Full work available at URL https://doi.org/10.1016/j.jeconom.2018.06.020

zbMATH Keywords

censoringinstrumental variablequantile regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Censored data models (62N01) Estimation in survival analysis and censored data (62N02) Applications of statistics to economics (62P20) Sequential estimation (62L12)

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• A quantile regression estimator for censored data
• Moment estimation for censored quantile regression
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Cites work

• scientific article; zbMATH DE number 1211747 (Why is no real title available?)
• An Alternative Estimator for the Censored Quantile Regression Model
• An informative subset-based estimator for censored quantile regression
• Censored Regression Quantiles
• Censored regression quantiles
• Censored regression quantiles with endogenous regressors
• Changes in the U.S. Wage Structure 1963-1987: Application of Quantile Regression
• Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
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• Estimation of cross sectional and panel data censored regression models with endogeneity
• Improving the computation of censored quantile regressions
• Inference in Censored Models with Endogenous Regressors
• Inference on endogenously censored regression models using conditional moment inequalities
• Instrumental quantile regression inference for structural and treatment effect models
• Instrumental variable quantile regression: a robust inference approach
• Least absolute deviations estimation for the censored regression model
• Locally weighted censored quantile regression
• Nonparametrics and robustness in modern statistical inference and time series analysis: A Festschrift in honor of Professor Jana Jurečková
• Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
• Quantile regression with censoring and endogeneity
• Quantile regression.
• Regression Quantiles
• Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves
• Simulation and the Asymptotics of Optimization Estimators
• Survival Analysis With Quantile Regression Models
• The law of the iterated logarithm for U-processes
• Three-Step Censored Quantile Regression and Extramarital Affairs
• Two-step estimation of semiparametric censored regression models
• Weak convergence and empirical processes. With applications to statistics

Cited in

(11)

• Scalable estimation and inference for censored quantile regression process
• Exact computation of censored least absolute deviations estimator
• Moment estimation for censored quantile regression
• Quantile regression for interval censored data
• Self-consistent estimation of censored quantile regression
• -Penalized Pairwise Difference Estimation for a High-Dimensional Censored Regression Model
• Nonseparable sample selection models with censored selection rules
• Quantile regression with censoring and sample selection
• Semiparametric estimation of a censored regression model with endogeneity
• Two-step estimation of censored quantile regression for duration models with time-varying regressors
• Quasi-likelihood estimation of a censored autoregressive model with exogenous variables

Describes a project that uses

Uses Software

• quantreg

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