A new quantile regression model for survival data is proposed that permits a positive proportion of subjects to become unsusceptible to recurrence of disease following treatment or based on other observable characteristics. In contrast to prior proposals for quantile regression estimation of...

We argue that quantile regression methods can play a constructive role in the analysis of duration (survival) data offering a more flexible, more complete analysis than is typically available with more conventional methods. We illustrate the approach with a reanalysis of the data from the...

A new quantile regression model for survival data is proposed that permits a positive proportion of subjects to become unsusceptible to recurrence of disease following treatment or based on other observable characteristics. In contrast to prior proposals for quantile regression estimation of...

In this paper, we propose a general method for testing inequality restrictions on nonparametric functions. Our framework includes many nonparametric testing problems in a unified framework, with a number of possible applications in auction models, game theoretic models, wage inequality, and...

We investigate the effects of fragmentation in equity trading on the quality of the trading outcomes, specifically volatility, liquidity and volume. We use panel regression methods on a weekly dataset following the FTSE350 stocks over the period 2008-2011, which provides a lot of cross-sectional...

Counterfactual distributions are important ingredients for policy analysis and de-composition analysis in empirical economics. In this article we develop modelling and inference tools for counterfactual distributions based on regression methods. The counterfactual scenarios that we consider...