Pages that link to "Item:Q290966"
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The following pages link to Instrumental variable quantile regression: a robust inference approach (Q290966):
Displayed 44 items.
- Generalized method of trimmed moments (Q254204) (← links)
- Weak identification robust tests in an instrumental quantile model (Q292141) (← links)
- Asymmetric Laplace regression: maximum likelihood, maximum entropy and quantile regression (Q312364) (← links)
- Linear quantile regression models for longitudinal experiments: an overview (Q497095) (← links)
- On the equivalence of instrumental variables estimators for linear models (Q529797) (← links)
- Editorial. Annals issue on forecasting -- guest editors' introduction (Q737985) (← links)
- Quantile regression for dynamic panel data with fixed effects (Q738001) (← links)
- Lasso-driven inference in time and space (Q820826) (← links)
- Sieve instrumental variable quantile regression estimation of functional coefficient models (Q898598) (← links)
- Penalized quantile regression for dynamic panel data (Q989274) (← links)
- A quantile regression approach for estimating panel data models using instrumental variables (Q1046231) (← links)
- A branch-and-bound algorithm for instrumental variable quantile regression (Q1697970) (← links)
- Quantile regression for duration models with time-varying regressors (Q1740269) (← links)
- Bayesian analysis of dynamic panel data by penalized quantile regression (Q1742844) (← links)
- Weak convergence of local quantile treatment effect processes (Q1787230) (← links)
- A quantile correlated random coefficients panel data model (Q1792446) (← links)
- Sequential estimation of censored quantile regression models (Q1792478) (← links)
- Analysis of interactive fixed effects dynamic linear panel regression with measurement error (Q1925892) (← links)
- Extremal quantile treatment effects (Q1990599) (← links)
- A closed-form estimator for quantile treatment effects with endogeneity (Q2000825) (← links)
- Estimating impulse-response functions for macroeconomic models using directional quantiles (Q2151747) (← links)
- Quantile selection in non-linear GMM quantile models (Q2208865) (← links)
- Panel threshold models with interactive fixed effects (Q2227077) (← links)
- Semiparametric estimation of a censored regression model with endogeneity (Q2295811) (← links)
- Smoothed GMM for quantile models (Q2330749) (← links)
- Quantiles via moments (Q2330750) (← links)
- Estimating and testing a quantile regression model with interactive effects (Q2512602) (← links)
- Bayesian analysis of quantile regression for censored dynamic panel data (Q2512792) (← links)
- Finite sample inference for quantile regression models (Q2630070) (← links)
- SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION (Q2981827) (← links)
- Estimation of Heterogeneous Individual Treatment Effects With Endogenous Treatments (Q3304850) (← links)
- A simple approach to quantile regression for panel data (Q4913915) (← links)
- The Big Data Newsvendor: Practical Insights from Machine Learning (Q4971580) (← links)
- Quantile regression for general spatial panel data models with fixed effects (Q5036964) (← links)
- Semiparametric Estimators for Limited Dependent Variable (LDV) Models with Endogenous Regressors (Q5080145) (← links)
- Inconsistency transmission and variance reduction in two-stage quantile regression (Q5088023) (← links)
- A robust test of exogeneity based on quantile regressions (Q5106918) (← links)
- Bayesian composite Tobit quantile regression (Q5139034) (← links)
- ON THE PROPERTIES OF QUANTILE REGRESSION FOR DYNAMIC PANEL DATA MODEL USING TWO-STAGE APPROACH (Q5229480) (← links)
- Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models (Q5231503) (← links)
- TWO-STAGE QUANTILE REGRESSION FOR DYNAMIC PANEL DATA MODELS WITH FIXED EFFECTS: MONTE CARLO SIMULATION STUDY (Q5237613) (← links)
- Unconditional and Conditional Quantile Treatment Effect: Identification Strategies and Interpretations (Q5268836) (← links)
- INSTRUMENTAL VARIABLE QUANTILE REGRESSION WITH MISCLASSIFICATION (Q5859571) (← links)
- Moment estimation for censored quantile regression (Q5861050) (← links)
