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~person:"Fernández-Val, Iván"
~language:"und"
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Search: subject:"quantile regression"
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Counterfactual distribution
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Hadamard differentiability of the counterfactual operator
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decomposition analysis
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distribution regression
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duration/transformation regression
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policy analysis
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quantile regression
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unconditional quantile and distribution effects
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weighted bootstrap
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Fernández-Val, Iván
Coad, Alex
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Vroman, Susan
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Arulampalam, Wiji
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Fitzenberger, Bernd
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Panagiotidis, Theodore
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Rao, Rekha
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Albrecht, James
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Kim, Tae-Hwan
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Lamarche, Carlos
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Nowotarski, Jakub
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Sousa, Ricardo M.
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Tortosa-Ausina, Emili
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Xiao, Zhijie
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Asongu, Asongu Simplice
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Chernozhukov, Victor
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Chevapatrakul, Thanaset
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Hammoudeh, Shawkat
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Härdle, Wolfgang Karl
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Mishra, Ashok K.
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Nguyen, Duc Khuong
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Paindaveine, Davy
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Weron, Rafal
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Alejo, Javier
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Antón, José-Ignacio
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Björklund, Anders
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Booth, Alison L.
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Brenner, Thomas
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Bryan, Mark L.
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Budria, Santiago
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Duschl, Matthias
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Eren, Ozkan
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Ferto, Imre
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Hallin, Marc
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Inference on counterfactual distributions
Chernozhukov, Victor
;
Fernández-Val, Iván
;
Melly, Blaise
-
Centre for Microdata Methods and Practice (CEMMAP)
-
2013
alternative to
quantile
regression
. We establish functional central limit theorems and bootstrap validity results for the …
Persistent link: https://www.econbiz.de/10010660012
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