메뉴 건너뛰기




Volumn 33, Issue 1, 1998, Pages 88-126

Recent advances in quantile regression models: A practical guideline for empirical research

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0008767220     PISSN: 0022166X     EISSN: None     Source Type: Journal    
DOI: 10.2307/146316     Document Type: Review
Times cited : (890)

References (41)
  • 4
    • 84974069824 scopus 로고
    • Least Absolute Estimation of a Shift
    • Bai, J. 1995. "Least Absolute Estimation of a Shift." Econometric Theory 11:403-36.
    • (1995) Econometric Theory , vol.11 , pp. 403-436
    • Bai, J.1
  • 5
    • 0009257350 scopus 로고
    • 1 Approximation and the Analysis of Data
    • 1 Approximation and the Analysis of Data." Applied Statistics 17: 51-57.
    • (1968) Applied Statistics , vol.17 , pp. 51-57
    • Barrodale, I.1
  • 7
    • 0000485156 scopus 로고
    • Some Asymptotic Theory of the Bootstrap
    • Bickel, P., and D. Freedman. 1981. "Some Asymptotic Theory of the Bootstrap." The Annals of Statistics 9:1196-1217.
    • (1981) The Annals of Statistics , vol.9 , pp. 1196-1217
    • Bickel, P.1    Freedman, D.2
  • 8
    • 0000025464 scopus 로고
    • Estimating the Asymptotic Covariance Matrix for Quantile Regression Models: A Monte Carlo Study
    • Buchinksy, M. 1995a. "Estimating the Asymptotic Covariance Matrix for Quantile Regression Models: A Monte Carlo Study." Journal of Econometrics 68:303-38.
    • (1995) Journal of Econometrics , vol.68 , pp. 303-338
    • Buchinksy, M.1
  • 9
    • 11244291845 scopus 로고
    • Quantile Regression Box-Cox Transformation Model, and the U.S. Wage Structure, 1963-1987
    • _. 1995b. "Quantile Regression Box-Cox Transformation Model, and the U.S. Wage Structure, 1963-1987." Journal of Econometrics 65:109-54.
    • (1995) Journal of Econometrics , vol.65 , pp. 109-154
  • 10
    • 0000338621 scopus 로고
    • Changes in the U.S. Wage Structure 1963-1987: Application of Quantile Regression
    • _. 1994. "Changes in the U.S. Wage Structure 1963-1987: Application of Quantile Regression." Econometrica 62:405-58.
    • (1994) Econometrica , vol.62 , pp. 405-458
  • 11
    • 0040722395 scopus 로고
    • Methodological Issues of Quantile Regression
    • Dissertation, Harvard University
    • _. 1991. "Methodological Issues of Quantile Regression." In: The Theory and Practice of Quantile Regression, Dissertation, Harvard University.
    • (1991) The Theory and Practice of Quantile Regression
  • 12
    • 11744357144 scopus 로고    scopus 로고
    • An Alternative Estimator for the Censored Quantile Regression Model
    • Forthcoming
    • Buchinsky, M., and J. Hahn. 1996. "An Alternative Estimator for the Censored Quantile Regression Model." Econometrica. Forthcoming.
    • (1996) Econometrica
    • Buchinsky, M.1    Hahn, J.2
  • 13
    • 0002010584 scopus 로고
    • Quantile Regression, Censoring, and the Structure of Wage
    • ed. C. Sims. New York: Cambridge University Press
    • Chamberlain, G. 1994. "Quantile Regression, Censoring, and the Structure of Wage." In Proceeding of the Sixth World Congress of the Econometric Society, ed. C. Sims. New York: Cambridge University Press.
    • (1994) Proceeding of the Sixth World Congress of the Econometric Society
    • Chamberlain, G.1
  • 15
    • 0002344794 scopus 로고
    • Bootstrap Methods: Another Look at the Jackknife
    • _. 1979. "Bootstrap Methods: Another Look at the Jackknife." The Annals of Statistics 7:1-26.
    • (1979) The Annals of Statistics , vol.7 , pp. 1-26
  • 18
    • 0000130203 scopus 로고
    • Bootstrapping Regression Models
    • Freedman, D. 1981. "Bootstrapping Regression Models." The Annals of Statistics 9:1218-28.
    • (1981) The Annals of Statistics , vol.9 , pp. 1218-1228
    • Freedman, D.1
  • 19
    • 0000414660 scopus 로고
    • Large Sample Properties of Generalized Method of Moments Estimators
    • Hansen, L. P. 1982. "Large Sample Properties of Generalized Method of Moments Estimators." Econometrica 50:1029-54.
    • (1982) Econometrica , vol.50 , pp. 1029-1054
    • Hansen, L.P.1
  • 21
    • 0010701366 scopus 로고
    • Semiparametric Estimation of Employment Duration Models
    • Horowitz, J. L., and G. R. Neumann. 1987. "Semiparametric Estimation of Employment Duration Models." Econometric Reviews 6:5-40.
    • (1987) Econometric Reviews , vol.6 , pp. 5-40
    • Horowitz, J.L.1    Neumann, G.R.2
  • 22
  • 23
    • 0000250624 scopus 로고
    • The Behavior of Maximum Likelihood Estimates under Nonstandard Conditions
    • Berkeley: University of California Press
    • _. 1967. "The Behavior of Maximum Likelihood Estimates Under Nonstandard Conditions." Proceedings of the Fifth Berkeley Symposium Vol. 1, 221-33. Berkeley: University of California Press.
    • (1967) Proceedings of the Fifth Berkeley Symposium , vol.1 , pp. 221-233
  • 24
    • 0000432092 scopus 로고
    • Robust Tests for Heteroscedasticity Based on Regression Quantiles
    • Koenker, R., and G. Bassett. 1982. "Robust Tests for Heteroscedasticity Based on Regression Quantiles." Econometrica 50:43-61.
    • (1982) Econometrica , vol.50 , pp. 43-61
    • Koenker, R.1    Bassett, G.2
  • 25
    • 84941491426 scopus 로고
    • The Asymptotic Distribution of the Least Absolute Error Estimator
    • _. 1978a. "The Asymptotic Distribution of the Least Absolute Error Estimator." Journal of the American Statistical Association 73:618-22.
    • (1978) Journal of the American Statistical Association , vol.73 , pp. 618-622
  • 26
    • 0000273843 scopus 로고
    • Regression Quantiles
    • _. 1978b. "Regression Quantiles." Econometrica 46:33-50.
    • (1978) Econometrica , vol.46 , pp. 33-50
  • 28
    • 0001242354 scopus 로고    scopus 로고
    • An Interior Point Algorithm for Nonlinear Quantile Regression
    • Koenker, R., and B. J. Park. 1996. "An Interior Point Algorithm for Nonlinear Quantile Regression." Journal of Econometrics 71:265-83.
    • (1996) Journal of Econometrics , vol.71 , pp. 265-283
    • Koenker, R.1    Park, B.J.2
  • 32
    • 84971996019 scopus 로고
    • Efficient Estimation of Linear and Type I Censored Regression Models under Conditional Quantile Restrictions
    • Newey, W., and J. Powell. 1990. "Efficient Estimation of Linear and Type I Censored Regression Models Under Conditional Quantile Restrictions." Econometric Theory 6:295-317.
    • (1990) Econometric Theory , vol.6 , pp. 295-317
    • Newey, W.1    Powell, J.2
  • 33
    • 0000940392 scopus 로고
    • Asymmetric Least Squares Estimation and Testing
    • _. 1987a. "Asymmetric Least Squares Estimation and Testing." Econometrica 55: 819-47.
    • (1987) Econometrica , vol.55 , pp. 819-847
  • 34
    • 0001449652 scopus 로고
    • Adaptive L-Estimation for Linear Models
    • Portnoy, S., and R. Koenker. 1989. "Adaptive L-Estimation for Linear Models." The Annals of Statistics 17:362-81.
    • (1989) The Annals of Statistics , vol.17 , pp. 362-381
    • Portnoy, S.1    Koenker, R.2
  • 36
    • 38249039685 scopus 로고
    • Censored Regression Quantiles
    • Powell, J. 1986. "Censored Regression Quantiles." Journal of Econometrics 32:143-55.
    • (1986) Journal of Econometrics , vol.32 , pp. 143-155
    • Powell, J.1
  • 37
    • 0000729681 scopus 로고
    • Least Absolute Deviation Estimation for the Censored Regression Model
    • _. 1984. "Least Absolute Deviation Estimation for the Censored Regression Model." Journal of Econometrics 25:303-25.
    • (1984) Journal of Econometrics , vol.25 , pp. 303-325
  • 40
    • 84971937967 scopus 로고
    • Estimating Nonlinear Dynamic Models Using Least Absolute Error Estimation
    • Weiss, A. A. 1991. "Estimating Nonlinear Dynamic Models Using Least Absolute Error Estimation." Econometric Theory 7:46-68.
    • (1991) Econometric Theory , vol.7 , pp. 46-68
    • Weiss, A.A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.