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An alternative estimator for the censored quantile regression model
Buchinsky, Moshe - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 3, pp. 653-671
Persistent link: https://www.econbiz.de/10001240757
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The dynamics of changes in the female wage distribution in the USA : a quantile regression approach
Buchinsky, Moshe - In: Journal of applied econometrics 13 (1998) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10001237951
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Estimating the asymptotic covariance matrix for quantile regression models : a Monte Carlo study
Buchinsky, Moshe - In: Journal of econometrics 68 (1995) 2, pp. 303-338
Persistent link: https://www.econbiz.de/10001184632
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Quantile regression, Box-Cox transformation model, and the US wage structure : 1963 - 1987
Buchinsky, Moshe - In: Journal of econometrics 65 (1995) 1, pp. 109-154
Persistent link: https://www.econbiz.de/10001173097
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Consistent estimation of the random structural coefficient distribution from the linear simultaneous equations system
Hahn, Jinyong - In: Economics letters 73 (2001) 2, pp. 227-231
Persistent link: https://www.econbiz.de/10001613723
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The efficiency bound of the mixed proportional hazard model
Hahn, Jinyong - In: The review of economic studies 61 (1994) 4, pp. 607-629
Persistent link: https://www.econbiz.de/10001168262
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Bootstrapping quantile regression estimators
Hahn, Jinyong - In: Econometric theory 11 (1995) 1, pp. 105-121
Persistent link: https://www.econbiz.de/10001176349
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Efficient estimation of panel data models with sequential moment restrictions
Hahn, Jinyong - In: Journal of econometrics 79 (1997) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10001220090
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Optimal inference with many instruments
Hahn, Jinyong - In: Econometric theory 18 (2002) 1, pp. 140-168
Persistent link: https://www.econbiz.de/10001652635
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Does Jeffrey's prior alleviate the incidental parameter problem?
Hahn, Jinyong - In: Economics letters 82 (2004) 1, pp. 135-138
Persistent link: https://www.econbiz.de/10001877654