Pages that link to "Item:Q5489087"
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The following pages link to Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure (Q5489087):
Displaying 40 items.
- (Q4969140) (← links)
- Parameter instability in quantile regression (Q4970897) (← links)
- Inference for Misspecified Models With Fixed Regressors (Q4975630) (← links)
- Parametric Modeling of Quantile Regression Coefficient Functions With Longitudinal Data (Q4999156) (← links)
- Extreme Quantile Estimation Based on the Tail Single-index Model (Q5066779) (← links)
- Assessing quantile prediction with censored quantile regression models (Q5283307) (← links)
- ON USING LINEAR QUANTILE REGRESSIONS FOR CAUSAL INFERENCE (Q5349011) (← links)
- Moment estimation for censored quantile regression (Q5861050) (← links)
- Quantile regression with interval data (Q5862426) (← links)
- Testing for Granger-causality in quantiles (Q5862503) (← links)
- COMPLETE SUBSET AVERAGING FOR QUANTILE REGRESSIONS (Q5880806) (← links)
- A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS (Q6042895) (← links)
- Efficient estimation of a triangular system of equations for quantile regression (Q6047330) (← links)
- Maximum likelihood estimation for quantile autoregression models with Markovian switching (Q6053885) (← links)
- A structural analysis of simple contracts (Q6054390) (← links)
- Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk (Q6054399) (← links)
- Optimal subsampling for large‐sample quantile regression with massive data (Q6059454) (← links)
- Selection and the distribution of female real hourly wages in the United States (Q6088814) (← links)
- Two-step estimation of censored quantile regression for duration models with time-varying regressors (Q6108301) (← links)
- Uniform inference for value functions (Q6108323) (← links)
- First-Order Newton-Type Estimator for Distributed Estimation and Inference (Q6110706) (← links)
- Reprint: Hypothesis testing on high dimensional quantile regression (Q6150539) (← links)
- Hypothesis testing on high dimensional quantile regression (Q6152590) (← links)
- Identification and estimation of triangular models with a binary treatment (Q6163252) (← links)
- Nonequivalence of two least-absolute-deviation estimators for mediation effects (Q6169920) (← links)
- Model averaging for semiparametric varying coefficient quantile regression models (Q6173731) (← links)
- Panel Data Quantile Regression for Treatment Effect Models (Q6190685) (← links)
- Flexible specification testing in quantile regression models (Q6196807) (← links)
- Analysis of global and local optima of regularized quantile regression in high dimensions: a subgradient approach (Q6542443) (← links)
- A General M-estimation Theory in Semi-Supervised Framework (Q6567902) (← links)
- Confidence intervals for intentionally biased estimators (Q6585634) (← links)
- Smoothing Quantile Regressions (Q6617759) (← links)
- Spatial cluster detection with threshold quantile regression (Q6617830) (← links)
- Fixed-<i>k</i> Inference for Conditional Extremal Quantiles (Q6620906) (← links)
- Robust regression for optimal individualized treatment rules (Q6625622) (← links)
- Bootstrap Inference for Panel Data Quantile Regression (Q6626231) (← links)
- Estimation and Inference of Distributional Partial Effects: Theory and Application (Q6634838) (← links)
- Extremal Random Forests (Q6651413) (← links)
- Two-stage super-efficiency model for measuring efficiency of education in South-East Asia (Q6655439) (← links)
- Reprint of: Out-of-sample tests for conditional quantile coverage: an application to growth-at-risk (Q6664648) (← links)