A Monte Carlo comparison of parametric and nonparametric quantile regressions

Applied Economics Letters

Volumn 11, Issue 2, 2004, Pages 71-74

  Min, Insik ^a,b   Kim, Inchul ^c  

^a Kyung Hee University   (South Korea)

^b TEXAS A AND M UNIVERSITY   (United States)

^c Korea Inst Indust Econ and Trade   (South Korea)

Author keywords

[No Author keywords available]

Indexed keywords

METHODOLOGY; MONTE CARLO ANALYSIS; REGRESSION ANALYSIS;

EID: 1542441683     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/1350485042000200132     Document Type: Article

References (10)

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2. Kim, I. and Min, I. (2003) Technology Adoption and Wage Distribution in the U.S. Manufacturing Sector: Quantile Regression Analysis, Unpublished manuscript, Texas A&M University.
3. Koneker, R. and Bassett, G. (1978) Regression quantiles, Econometrica, 46, 33-50.
4. Koneker, R. and Bassett, G. (1982) Robust tests for hetero-scedasticity based on regression quantiles, Econometrica, 50, 43-62.
5. Machado, J. A. and Mata, J. (2000) Box-Cox quantile regression and the distribution of firm sizes, Journal of Applied Econometrics, 15, 253-74.
6. Nahm, J. (1989) Nonparametric Least Absolute Deviations Estimation, Unpublished Ph.D. thesis, University of Wisconsin-Madison.
7. Nahm, J. W. (2001) Nonparametric quantile regression analysis of R&D-sales relationship for Korean firms, Empirical Economics, 26, 259-70.
8. Newey, W. and Powell, J. (1987) Asymmetric least squares estimation and testing, Econometrica, 55, 819-47.
9. Powell, J. L. (1984) Least absolute deviations estimation for the censored regression model, Journal of Econometrics, 25, 303-25.
10. Yu, K. and Jones, M. (1998) Local linear quantile regression, Journal of the American Statistical Association, 93, 228-37.