Quantile regression for duration models with time-varying regressors

DOI10.1016/j.jeconom.2018.11.015zbMath1452.62895OpenAlexW2906051489MaRDI QIDQ1740269

Songnian Chen

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

zbMATH Keywords

quantile regressionduration analysistime-varying regressors

Mathematics Subject Classification ID

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

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