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Quantile Regression Estimation of Panel Duration Models with Censored Data

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Publication:5133582
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DOI10.1108/S0731-9053(2012)0000029014zbMath1453.62455OpenAlexW2181925004MaRDI QIDQ5133582

Carlos Lamarche, Matthew C. Harding

Publication date: 10 November 2020

Published in: Essays in Honor of Jerry Hausman (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1108/s0731-9053(2012)0000029014


zbMATH Keywords

quantile regressionpanel dataduration modelsunemployment insurance


Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Censored data models (62N01) Martingales with continuous parameter (60G44) Causal inference from observational studies (62D20)


Related Items (2)

Sieve instrumental variable quantile regression estimation of functional coefficient models ⋮ Quantile regression for duration models with time-varying regressors




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