Similar Search Results

Fast algorithms for the quantile regression process

Chernozhukov, Victor; Fernández-Val, Iván; Melly, Blaise - In: Empirical economics : a quarterly journal of the … 62 (2022) 1, pp. 7-33

Persistent link: https://www.econbiz.de/10012819429

Rearranging Edgeworth-Cornish-Fisher expansions

Chernozhukov, Victor; Fernández-Val, Iván; Galichon, … - In: Economic theory : official journal of the Society for … 42 (2010) 2, pp. 419-435

Persistent link: https://www.econbiz.de/10003930642

Quantile and probability curves without crossing

Chernozhukov, Victor; Fernández-Val, Iván; Galichon, … - In: Econometrica : journal of the Econometric Society, an … 78 (2010) 3, pp. 1093-1125

Persistent link: https://www.econbiz.de/10003992585

Quantile regression with censoring and endogeneity

Chernozhukov, Victor; Fernández-Val, Iván; Kowalski, … - 2011

In this paper, we develop a new censored quantile instrumental variable (CQIV)estimator and describe its properties and computation. The CQIV estimator combines Powell(1986) censored quantile regression (CQR) to deal semiparametrically with censoring, with a control variable approach to...

Persistent link: https://www.econbiz.de/10009153243

Quantile regression with censoring and endogeneity

Chernozhukov, Victor; Fernández-Val, Iván; Kowalski, … - 2011

In this paper, we develop a new censored quantile instrumental variable (CQIV) estimator and describe its properties and computation. The CQIV estimator combines Powell (1986) censored quantile regression (CQR) to deal semiparametrically with censoring, with a control variable approach to...

Persistent link: https://www.econbiz.de/10009008179