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Quantile selection in non-linear GMM quantile models - MaRDI portal

Quantile selection in non-linear GMM quantile models (Q2208865)

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Quantile selection in non-linear GMM quantile models
scientific article

    Statements

    title
    Quantile selection in non-linear GMM quantile models (English)
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    publication date
    4 November 2020
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    zbMATH Keywords
    generalized method of moments (GMM)
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    quantile regression
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    instrumental variables
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    quantile preferences
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    elasticity of intertemporal substitution
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    risk attitude
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    Identifiers

    zbMATH DE Number
    7269990
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    OpenAlex ID
    W3042295504
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