Two-stage rank estimation of quantile index models

DOI10.1016/S0304-4076(00)00040-3zbMath1009.62033OpenAlexW1992923281WikidataQ127220058 ScholiaQ127220058MaRDI QIDQ5928975

Shakeeb Khan

Publication date: 5 May 2003

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(00)00040-3

zbMATH Keywords

heteroscedasticitymonotonic transformationMonte Carlo resultsquantile regressionrank regression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08)

Related Items (16)

Instrumental values ⋮ Excess heterogeneity, endogeneity and index restrictions ⋮ An integrated maximum score estimator for a generalized censored quantile regression model ⋮ Length-bias Correction in Transformation Models with Supplementary Data ⋮ SEMIPARAMETRIC ESTIMATION OF A HETEROSKEDASTIC SAMPLE SELECTION MODEL ⋮ AN EQUIVALENCE RESULT FOR VC CLASSES OF SETS ⋮ NONPARAMETRIC WEIGHTED AVERAGE QUANTILE DERIVATIVE ⋮ Partial identification and inference in censored quantile regression ⋮ \(\sqrt{n}\)-prediction of generalized heteroscedastic transformation regression models ⋮ Two-step estimation of semiparametric censored regression models ⋮ Efficient estimation in dynamic conditional quantile models ⋮ Characterization of the asymptotic distribution of semiparametric M-estimators ⋮ EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL ⋮ Semiparametric estimation of single‐index hazard functions without proportional hazards ⋮ SEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADS ⋮ Estimation of Censored Quantile Regression for Panel Data With Fixed Effects

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