Pages that link to "Item:Q4337171"
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The following pages link to Two-stage regression quantiles and two-stage trimmed least squares estimators for structural equation models (Q4337171):
Displaying 13 items.
- Quantile regression methods for recursive structural equation models (Q278192) (← links)
- Instrumental variable quantile regression: a robust inference approach (Q290966) (← links)
- Instrumental quantile regression inference for structural and treatment effect models (Q291713) (← links)
- Weak identification robust tests in an instrumental quantile model (Q292141) (← links)
- On bootstrapping two-stage least-squares estimates in stationary linear models (Q795447) (← links)
- Robust estimation with many instruments (Q2294456) (← links)
- Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative (Q2630074) (← links)
- Two‐stage quantile regression when the first stage is based on quantile regression (Q3156193) (← links)
- Tensor product polynomial splines (Q4269950) (← links)
- Theory & Methods: Two‐Stage Welsh’s Trimmed Mean for the Simultaneous Equations Model (Q4540812) (← links)
- Inconsistency transmission and variance reduction in two-stage quantile regression (Q5088023) (← links)
- A robust test of exogeneity based on quantile regressions (Q5106918) (← links)
- Two-stage rank estimation of quantile index models (Q5928975) (← links)
