Two-stage regression quantiles and two-stage trimmed least squares estimators for structural equation models
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Publication:4337171
DOI10.1080/03610929608831745zbMath0875.62309OpenAlexW2077070921MaRDI QIDQ4337171
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Publication date: 5 November 1997
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929608831745
Related Items (9)
Quantile regression methods for recursive structural equation models ⋮ Instrumental variable quantile regression: a robust inference approach ⋮ Instrumental quantile regression inference for structural and treatment effect models ⋮ Weak identification robust tests in an instrumental quantile model ⋮ Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative ⋮ Tensor product polynomial splines ⋮ Inconsistency transmission and variance reduction in two-stage quantile regression ⋮ A robust test of exogeneity based on quantile regressions ⋮ Robust estimation with many instruments
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