Two-step estimation of censored quantile regression for duration models with time-varying regressors

DOI10.1016/j.jeconom.2022.09.006OpenAlexW4309568352MaRDI QIDQ6108301

Songnian Chen

Publication date: 29 June 2023

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2022.09.006

zbMATH Keywords

quantile regressioncensoringduration analysistime-varying regressors

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

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