Two Stage Least Absolute Deviations Estimators
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Cited in
(45)- On necessary conditions for the weak consistency of minimum \(L_1\)-norm estimates in linear models
- Instrumental variable quantile regression: a robust inference approach
- Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
- Robust estimation in simultaneous equations models
- Inconsistency transmission and variance reduction in two-stage quantile regression
- Two-stage regression quantiles and two-stage trimmed least squares estimators for structural equation models
- Conditional empirical likelihood estimation and inference for quantile regression models
- Descending iterative hard thresholding: a robust approach to sparse recovery under heavy-tailed noise
- A first-stage representation for instrumental variables quantile regression
- Semiparametric modeling of multiple quantiles
- Smoothed GMM for quantile models
- On the equivalence of instrumental variables estimators for linear models
- Quantile regression methods for recursive structural equation models
- Smoothed quantile regression for panel data
- A natural robustification of the ordinary instrumental variables estimator
- Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
- Strong representations for LAD estimators in linear models
- Instrumental variable estimation based on conditional median restriction
- Endogeneity in quantile regression models: a control function approach
- Weak identification robust tests in an instrumental quantile model
- On the asymptotics of minimum disparity estimation
- Semiparametric maximum likelihood estimation of polychotomous and sequential choice models
- Semiparametric estimators for limited dependent variable (LDV) models with endogenous regressors
- Factor instrumental variable quantile regression
- Two-stage Huber estimation
- On the properties of quantile regression for dynamic panel data model using two-stage approach
- Optimal inference for instrumental variables regression with non-Gaussian errors
- Some contributions to M-estimation in linear models
- A PROCEDURE FOR OBTAINING M-ESTIMATES IN REGRESSION MODELS WITH SERIALLY DEPENDENT ERRORS
- Smoothed quantile regression with large-scale inference
- Two-stage quantile regression for dynamic panel data models with fixed effects: Monte Carlo simulation study
- Fitting censored quantile regression by variable neighborhood search
- A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations
- Consistency ofl1estimates in censored linear regression models
- Transformations in stochastic DEA models
- A robust test of exogeneity based on quantile regressions
- Asymptotic normality of p-norm estimators in multiple regression
- Instrumental quantile regression inference for structural and treatment effect models
- Robust estimation with many instruments
- Least absolute deviations estimation for the censored regression model
- Censored regression quantiles
- Robust estimators for simultaneous equations models
- Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative
- Quantile Methods for Stochastic Frontier Analysis
- Two-step estimation of quantile panel data models with interactive fixed effects
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