Pages that link to "Item:Q4290976"
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The following pages link to Changes in the U.S. Wage Structure 1963-1987: Application of Quantile Regression (Q4290976):
Displaying 50 items.
- Quantile composite-based path modeling (Q111774) (← links)
- Smoothly mixing regressions (Q277172) (← links)
- Bayesian analysis of a Tobit quantile regression model (Q278500) (← links)
- Weak identification robust tests in an instrumental quantile model (Q292141) (← links)
- Mean and quantile boosting for partially linear additive models (Q340847) (← links)
- Weighted \(\ell_1\)-penalized corrected quantile regression for high dimensional measurement error models (Q495344) (← links)
- Fractional order statistic approximation for nonparametric conditional quantile inference (Q503574) (← links)
- Further improvements in the calculation of censored quantile regressions (Q609233) (← links)
- Efficient estimation in dynamic conditional quantile models (Q736520) (← links)
- Estimating structural changes in regression quantiles (Q737902) (← links)
- Fitting censored quantile regression by variable neighborhood search (Q887210) (← links)
- Two-step semiparametric estimation of the type-3 Tobit model (Q894581) (← links)
- A direct approach to inference in nonparametric and semiparametric quantile models (Q898594) (← links)
- On the performance of nonparametric specification tests in regression models (Q951882) (← links)
- A note on self-weighted quantile estimation for infinite variance quantile autoregression models (Q952867) (← links)
- A genetic method of LAD estimation for models with censored data (Q957126) (← links)
- Bayesian causal effects in quantiles: accounting for heteroscedasticity (Q961391) (← links)
- Flexible estimation of wage distributions in the presence of covariates (Q961411) (← links)
- Improving the computation of censored quantile regressions (Q1020790) (← links)
- Inference for censored quantile regression models in longitudinal studies (Q1020978) (← links)
- The effect of school quality on student performance: A quantile regression approach (Q1128600) (← links)
- Pairwise difference estimators of censored and truncated regression models (Q1341196) (← links)
- Quantile regression, Box-Cox transformation model and the U.S. wage structure, 1963--1987 (Q1343135) (← links)
- On average derivative quantile regression (Q1359420) (← links)
- Regression-quantile graduation of Australian life tables, 1946-1992 (Q1381467) (← links)
- Estimating censored regression models in the presence of nonparametric multiplicative hetero\-skedasticity. (Q1586550) (← links)
- The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors (Q1596137) (← links)
- A smooth block bootstrap for quantile regression with time series (Q1650073) (← links)
- Partial identification and inference in censored quantile regression (Q1668570) (← links)
- Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space (Q1750287) (← links)
- A quantile correlated random coefficients panel data model (Q1792446) (← links)
- Sequential estimation of censored quantile regression models (Q1792478) (← links)
- Simple resampling methods for censored regression quantiles (Q1841195) (← links)
- Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study (Q1899235) (← links)
- Counterfactual distributions of wages via quantile regression with endogeneity (Q1927105) (← links)
- Parametric variability in cross-country growth regressions: an application of quantile-regression methodology (Q1934778) (← links)
- LAD variable selection for linear models with randomly censored data (Q1936296) (← links)
- An informative subset-based estimator for censored quantile regression (Q1946879) (← links)
- Handling multicollinearity in quantile regression through the use of principal component regression (Q2168550) (← links)
- A novel grey prediction model based on quantile regression (Q2219555) (← links)
- Quantile regression in big data: a divide and conquer based strategy (Q2291332) (← links)
- Exact computation of censored least absolute deviations estimator (Q2330738) (← links)
- Conditional quantile processes based on series or many regressors (Q2330744) (← links)
- Quantiles via moments (Q2330750) (← links)
- Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion (Q2343759) (← links)
- Conditional quantiles and tail dependence (Q2350042) (← links)
- Adaptive quantile regression with precise risk bounds (Q2361010) (← links)
- Extremal quantile regression (Q2388357) (← links)
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models (Q2429925) (← links)
- Optimal smoothing in nonparametric conditional quantile derivative function estimation (Q2516320) (← links)
