Quantile selection in non-linear GMM quantile models
Luciano de Castro, Antonio F. Galvao, Gabriel Montes-Rojas
| Year of publication: |
2020
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|---|---|
| Authors: | Castro, Luciano I. de ; Galvao, Antonio Fialho <Jr.> ; Montes-Rojas, Gabriel |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 195.2020, p. 1-4
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| Subject: | Elasticity of intertemporal substitution | Instrumental variables | Quantile preferences | Quantile regression | Risk attitude | Regressionsanalyse | Regression analysis | Theorie | Theory | IV-Schätzung | Momentenmethode | Method of moments | Risikopräferenz | Schätzung | Estimation | Substitutionselastizität | Elasticity of substitution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2020.109402 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012509605