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SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION - MaRDI portal

SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION (Q2981827)

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Language	Label	Description	Also known as
English	SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION	scientific article

Statements

scholarly article

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SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION (English)

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David M. Kaplan

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Econometric Theory

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publication date

10 May 2017

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full work available at URL

https://arxiv.org/abs/1609.09033

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MaRDI profile type

MaRDI publication profile

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Instrumental Variables Estimates of the Effect of Subsidized Training on the Quantiles of Trainee Earnings

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Optimal inference for instrumental variables regression with non-Gaussian errors

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Asymptotic efficiency in estimation with conditional moment restrictions

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Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals

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Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals

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Finite sample inference for quantile regression models

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An IV Model of Quantile Treatment Effects

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Instrumental quantile regression inference for structural and treatment effect models

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Instrumental variable quantile regression: a robust inference approach

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An MCMC approach to classical estimation.

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Endogeneity in high dimensions

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Quantile regression for dynamic panel data with fixed effects

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The bootstrap and Edgeworth expansion

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Quasi-likelihood and its application. A general approach to optimal parameter estimation

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A Smoothed Maximum Score Estimator for the Binary Response Model

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Bootstrap Methods for Median Regression Models

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Bootstrap critical values for tests based on the smoothed maximum score estimator

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Robust Estimation of a Location Parameter

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Weak identification robust tests in an instrumental quantile model

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The Existence of Moments of k-Class Estimators

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Regression Quantiles

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Longitudinal data analysis using generalized linear models

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Smooth optimum kernel estimators of densities, regression curves and modes

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The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations

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Efficient Instrumental Variables Estimation of Nonlinear Models

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Efficient Semiparametric Estimation via Moment Restrictions

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Conditional empirical likelihood estimation and inference for quantile regression models

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Trimmed Least Squares Estimation in the Linear Model

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Asymptotic Statistics

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SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS

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Combining least-squares and quantile regressions

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Identifiers

zbMATH Open document ID

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10.1017/S0266466615000407

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2981827

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