The following pages link to (Q4015739):
Displaying 37 items.
- The quantilogram: with an application to evaluating directional predictability (Q288359) (← links)
- Instrumental variable estimation based on conditional median restriction (Q289158) (← links)
- Testing for structural change in regression quantiles (Q295711) (← links)
- Asymptotic normality of Powell's kernel estimator (Q421405) (← links)
- Efficient minimum distance estimator for quantile regression fixed effects panel data (Q476212) (← links)
- On multivariate quantiles under partial orders (Q548551) (← links)
- Additive models for quantile regression: model selection and confidence bands (Q642195) (← links)
- Testing linearity against threshold effects: uniform inference in quantile regression (Q744003) (← links)
- Using quantile regression for duration analysis (Q862783) (← links)
- Sieve instrumental variable quantile regression estimation of functional coefficient models (Q898598) (← links)
- An encompassing test for non-nested quantile regression models (Q974219) (← links)
- Quantile regression, Box-Cox transformation model and the U.S. wage structure, 1963--1987 (Q1343135) (← links)
- A smooth block bootstrap for quantile regression with time series (Q1650073) (← links)
- Gradient-based structural change detection for nonstationary time series M-estimation (Q1650076) (← links)
- Quantile regression for duration models with time-varying regressors (Q1740269) (← links)
- A quantile approach to the power transformed location-scale model (Q1800061) (← links)
- Quantile regression under random censoring. (Q1867731) (← links)
- Semi-parametric transformation boundary regression models (Q2027217) (← links)
- Specification testing in semi-parametric transformation models (Q2074685) (← links)
- Multiple imputation for bounded variables (Q2318849) (← links)
- Smoothed GMM for quantile models (Q2330749) (← links)
- Predictive quantile regressions under persistence and conditional heteroskedasticity (Q2330756) (← links)
- Quantile regression with censoring and endogeneity (Q2346027) (← links)
- An integrated maximum score estimator for a generalized censored quantile regression model (Q2630166) (← links)
- Estimation and inference in semiparametric quantile factor models (Q2658787) (← links)
- (Q4986363) (← links)
- Aranda-Ordaz quantile regression for student performance assessment (Q5137968) (← links)
- Quantile-Regression Inference With Adaptive Control of Size (Q5242483) (← links)
- Improved transformation‐based quantile regression (Q5247418) (← links)
- Common threshold in quantile regressions with an application to pricing for reputation (Q5860925) (← links)
- Box–Cox power transformation unconditional quantile regressions with an application on wage inequality (Q5861155) (← links)
- Discussion (Q6064662) (← links)
- Two-step estimation of censored quantile regression for duration models with time-varying regressors (Q6108301) (← links)
- Nonparametric Inference for Time-Varying Coefficient Quantile Regression (Q6616600) (← links)
- Smoothing Quantile Regressions (Q6617759) (← links)
- Dynamic Network Quantile Regression Model (Q6626213) (← links)
- HAC Covariance Matrix Estimation in Quantile Regression (Q6631727) (← links)
