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Smoothed quantile regression with large-scale inference
He, Xuming; Pan, Xiaoou; Tan, Kean Ming; Zhou, Wen-Xin - In: Journal of econometrics 232 (2023) 2, pp. 367-388
Persistent link: https://www.econbiz.de/10014339967
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Identification and estimation of triangular models with a binary treatment
Pereda-Fernández, Santiago - In: Journal of econometrics 234 (2023) 2, pp. 585-623
Persistent link: https://www.econbiz.de/10014434353
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Quantile regression with censoring and sample selection
Chen, Songnian; Wang, Qian - In: Journal of econometrics 234 (2023) 1, pp. 205-226
Persistent link: https://www.econbiz.de/10014364740
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Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina; Fosten, Jack; Gutknecht, Daniel - In: Journal of econometrics 236 (2023) 2, pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
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Estimating and testing a quantile regression model with interactive effects
Harding, Matthew C.; Lamarche, Carlos - In: Journal of econometrics 178 (2014) 1, pp. 101-113
Persistent link: https://www.econbiz.de/10010255458
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Specification analysis of linear quantile models
Escanciano, J. C.; Goh, Chuan - In: Journal of econometrics 178 (2014) 1, pp. 495-507
Persistent link: https://www.econbiz.de/10010256888
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Bounding quantile demand functions using revealed preference inequalities
Blundell, Richard W.; Kristensen, Dennis; Matzkin, Rosa L. - In: Journal of econometrics 179 (2014) 2, pp. 112-127
Persistent link: https://www.econbiz.de/10010372658
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Jackknife model averaging for quantile regressions
Lu, Xun; Su, Liangjun - In: Journal of econometrics 188 (2015) 1, pp. 40-58
Persistent link: https://www.econbiz.de/10011500249
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Quantile cointegration in the autoregressive distributed-lag modeling framework
Cho, Jin Seo; Kim, Tae-hwan; Shin, Yongcheol - In: Journal of econometrics 188 (2015) 1, pp. 281-300
Persistent link: https://www.econbiz.de/10011500352
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Risk-parameter estimation in volatility models
Francq, Christian; Zakoïan, Jean-Michel - In: Journal of econometrics 184 (2015) 1, pp. 158-173
Persistent link: https://www.econbiz.de/10011326796