Sieve instrumental variable quantile regression estimation of functional coefficient models
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Cites work
- scientific article; zbMATH DE number 5190601 (Why is no real title available?)
- scientific article; zbMATH DE number 88840 (Why is no real title available?)
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- scientific article; zbMATH DE number 2161246 (Why is no real title available?)
- scientific article; zbMATH DE number 854558 (Why is no real title available?)
- scientific article; zbMATH DE number 3305564 (Why is no real title available?)
- A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS
- A central limit theorem for generalized quadratic forms
- A quantile regression approach for estimating panel data models using instrumental variables
- A score based approach to wild bootstrap inference
- An IV Model of Quantile Treatment Effects
- Asymptotics for panel quantile regression models with individual effects
- Bootstrapping general empirical measures
- Central limit theorem for integrated square error of multivariate nonparametric density estimators
- Comparing nonparametric versus parametric regression fits
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
- Convergence rates and asymptotic normality for series estimators
- Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
- Estimating and testing a quantile regression model with interactive effects
- Estimation of nonparametric conditional moment models with possibly nonsmooth generalized residuals
- Finite sample inference for quantile regression models
- Functional coefficient estimation with both categorical and continuous data
- Functional coefficient instrumental variables models
- Functional-Coefficient Autoregressive Models
- Functional-Coefficient Regression Models for Nonlinear Time Series
- Generalized likelihood ratio statistics and Wilks phenomenon
- Instrumental quantile regression inference for structural and treatment effect models
- Instrumental variable quantile regression: a robust inference approach
- Instrumental variables estimators of nonparametric models with discrete endogenous regressors
- Jackknife model averaging for quantile regressions
- Local GMM estimation of semiparametric panel data with smooth coefficient models
- Local asymptotics for polynomial spline regression
- NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
- Nonparametric Engel Curves and Revealed Preference
- Nonparametric Estimation of an Additive Quantile Regression Model
- Nonparametric econometrics. Theory and practice.
- On parameters of increasing dimensions
- Penalized quantile regression for dynamic panel data
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Quantile and probability curves without crossing
- Quantile regression estimation of panel duration models with censored data
- Quantile regression for dynamic panel data with fixed effects
- Quantile regression for longitudinal data
- Quantile regression in partially linear varying coefficient models
- Quantile regression in varying coefficient models.
- Quantile regression with censoring and endogeneity
- Quantile regression with varying coefficients
- Quantile regression.
- Regression Quantiles
- Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves
- Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
- Simulation and the Asymptotics of Optimization Estimators
- Statistical estimation in varying coefficient models
- Testing for structural change in conditional models
- Testing structural change in partially linear models
- Three-Step Censored Quantile Regression and Extramarital Affairs
- Wild bootstrap for quantile regression
Cited in
(15)- Functional coefficient instrumental variables models
- Identification and estimation in a linear correlated random coefficients model with censoring
- Rank-based instrumental variable estimation for semiparametric varying coefficient spatial autoregressive models
- Panel threshold models with interactive fixed effects
- Non-separable models with high-dimensional data
- Factor instrumental variable quantile regression
- Dynamic Network Quantile Regression Model
- A Comparison of Two Quantile Models With Endogeneity
- Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure
- A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS
- On the unbiased asymptotic normality of quantile regression with fixed effects
- Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing
- Analysis of global and local optima of regularized quantile regression in high dimensions: a subgradient approach
- Semiparametric Spatial Autoregressive Models With Endogenous Regressors: With an Application to Crime Data
- Quantile regression estimation of partially linear additive models
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