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IDEAL inference on conditional quantiles via interpolated duals of exact analytic L-statistics
Kaplan, David M. - 2013 - Rev.
Persistent link: https://www.econbiz.de/10010200404
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Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion
Kaplan, David M. - In: Journal of econometrics 185 (2015) 1, pp. 20-32
Persistent link: https://www.econbiz.de/10011339909
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sivqr : smoothed IV quantile regression
Kaplan, David M. - 2020
Persistent link: https://www.econbiz.de/10012390823
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Unbiased estimation as a public good
Kaplan, David M. - 2019
Persistent link: https://www.econbiz.de/10012116622
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Interpreting unconditional quantile regression with conditional independence
Kaplan, David M. - 2019
Persistent link: https://www.econbiz.de/10012116627
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Exact distributional inference using the Dirichlet distribution
Goldman, Matt; Kaplan, David M. - 2013 - Rev.
Persistent link: https://www.econbiz.de/10010200397
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Smoothed estimating equations for instrumental variables quantile regression
Kaplan, David M.; Sun, Yixiao - 2013
Persistent link: https://www.econbiz.de/10010200423
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Smoothed estimating equations for instrumental variables quantile regression
Kaplan, David M.; Sun, Yixiao - 2012
Persistent link: https://www.econbiz.de/10010205482
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A new asymptotic theory for vector autoregressive long-run variance estimation and autocorrelation robust testing
Sun, Yixiao; Kaplan, David M. - 2011
Persistent link: https://www.econbiz.de/10010205503
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Fractional order statistic approximation for nonparametric conditional quantile inference
Goldman, Matt; Kaplan, David M. - 2015 - Rev.
Persistent link: https://www.econbiz.de/10010490289