Quantile regression for duration models with time-varying regressors
From MaRDI portal
Publication:1740269
DOI10.1016/j.jeconom.2018.11.015zbMath1452.62895OpenAlexW2906051489MaRDI QIDQ1740269
Publication date: 30 April 2019
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2018.11.015
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Estimation in survival analysis and censored data (62N02) Reliability and life testing (62N05)
Related Items (1)
Two-step estimation of censored quantile regression for duration models with time-varying regressors
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Instrumental variable quantile regression: a robust inference approach
- Instrumental quantile regression inference for structural and treatment effect models
- Cox's regression model for counting processes: A large sample study
- Using quantile regression for duration analysis
- Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
- Least absolute deviations estimation for the censored regression model
- Censored regression quantiles
- Maximum score estimation of the stochastic utility model of choice
- Semiparametric inference for the accelerated life model with time- dependent covariates
- Quantile regression with censoring and endogeneity
- Estimating a semi-parametric duration model without specifying heterogeneity
- An integrated maximum score estimator for a generalized censored quantile regression model
- The Non-Parametric Identification of Generalized Accelerated Failure-Time Models
- Estimation of a transformation model with truncation, interval observation and time‐varying covariates
- Survival Analysis With Quantile Regression Models
- The rate of strong uniform consistency for the product-limit estimator
- Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
- Regression Quantiles
- Reappraising Medfly Longevity
- Three-Step Censored Quantile Regression and Extramarital Affairs
- Censored Regression Quantiles
- Survival Analysis with Median Regression Models
- Quantile Regression Estimation of Panel Duration Models with Censored Data
- An IV Model of Quantile Treatment Effects
- Semiparametric estimation of employment duration models
This page was built for publication: Quantile regression for duration models with time-varying regressors