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TWO-STAGE QUANTILE REGRESSION
Kim, Tae-Hwan; Muller, Christophe - University <Nottingham> / Department of Economics - 2000
We present in this paper the asymptotic properties of two-stage quantile regressionestimators. These results permit valid inferences in structural models estimated using quantileregressions, in which the possible endogeneity of some explanatory variables is treated viaancilliary predictive...
Persistent link: https://www.econbiz.de/10005869189
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Some perspectives on data issues in microsimulation modelling
Feenberg, Daniel; Gupta, Anil - In: Microsimulation in government policy and forecasting, (pp. 457-466). 2000
Persistent link: https://www.econbiz.de/10001513531
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Impute or match? : Strategies for microsimulation modeling
O'Hare, John - In: Microsimulation in government policy and forecasting, (pp. 467-486). 2000
Persistent link: https://www.econbiz.de/10001513538
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Small sample estimation and stochastic simulation of an econometric model
Ahlstedt, Monica - 1986
Persistent link: https://www.econbiz.de/10000712695
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Finite sample behaviour of some unit root tests in the presence of arch effects
Urbain, Jean-Pierre - 1990
Persistent link: https://www.econbiz.de/10000815049
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One perfect simulation for some mixtures of distributions
Hobert, James P.; Robert, Christian P.; Titterington, … - 1998
Persistent link: https://www.econbiz.de/10000995771
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Die Genauigkeit der Regressionsschätzung bei geschichteter Zufallsauswahl : eine Simulationsuntersuchung
Weigl, Ralf - 1993
Persistent link: https://www.econbiz.de/10000873540