-
1
-
-
29144498392
-
Quantile regression under misspecification, with an application to the U.S. wage structure
-
National Bureau of Economic Research
-
Angrist, J. D., Chernozhukov, V., and Fernandez-Val, I. (2004), "Quantile Regression Under Misspecification, With an Application to the U.S. Wage Structure," Working Paper 10428, National Bureau of Economic Research.
-
(2004)
Working Paper 10428
-
-
Angrist, J.D.1
Chernozhukov, V.2
Fernandez-Val, I.3
-
3
-
-
0002010584
-
Quantile regression, censoring and the structure of wages
-
ed. C. A. Sims, Cambridge, U.K.: Cambridge University Press
-
Chamberlain, G. (1994), "Quantile Regression, Censoring and the Structure of Wages," in Advances in Econometrics, ed. C. A. Sims, Cambridge, U.K.: Cambridge University Press, pp. 171-209.
-
(1994)
Advances in Econometrics
, pp. 171-209
-
-
Chamberlain, G.1
-
4
-
-
0004364260
-
Poisson overdispersion estimates based on the method of asymmetric maximum likelihood
-
Efron, B. (1992), "Poisson Overdispersion Estimates Based on the Method of Asymmetric Maximum Likelihood," Journal of the American Statistical Association, 87, 98-107.
-
(1992)
Journal of the American Statistical Association
, vol.87
, pp. 98-107
-
-
Efron, B.1
-
5
-
-
33645470843
-
Special issue on economic applications of quantile regression
-
Fitzenberger, B., Koenker, R., and Machado, J. A. F. (eds.) (2001), Special Issue on Economic Applications of Quantile Regression, Empirical Economics, 26, 1-324.
-
(2001)
Empirical Economics
, vol.26
, pp. 1-324
-
-
Fitzenberger, B.1
Koenker, R.2
Machado, J.A.F.3
-
6
-
-
0002555099
-
Simulation-based inference in models with heterogeneity
-
Gourieroux, C., and Monfort, A. (1991), "Simulation-Based Inference in Models With Heterogeneity," Annales d'Économie et de Statistique, 20, 69-107.
-
(1991)
Annales d'Économie et de Statistique
, vol.20
, pp. 69-107
-
-
Gourieroux, C.1
Monfort, A.2
-
7
-
-
0001300935
-
Pseudo maximum likelihood methods: Applications to poisson models
-
Gourieroux, C., Monfort, A., and Trognon, A. (1984), "Pseudo Maximum Likelihood Methods: Applications to Poisson Models," Econometrica, 52, 701-720.
-
(1984)
Econometrica
, vol.52
, pp. 701-720
-
-
Gourieroux, C.1
Monfort, A.2
Trognon, A.3
-
9
-
-
84935670624
-
Econometric models for count data with an application to the patents-R&D relationship
-
Hausman, J., Hall, B. H., and Griliches, Z. (1984), "Econometric Models for Count Data With an Application to the Patents-R&D Relationship," Econometrica, 52, 909-938.
-
(1984)
Econometrica
, vol.52
, pp. 909-938
-
-
Hausman, J.1
Hall, B.H.2
Griliches, Z.3
-
10
-
-
0000444966
-
A smooth maximum score estimator for the binary response model
-
Horowitz, J. L. (1992), "A Smooth Maximum Score Estimator for the Binary Response Model," Econometrica, 60, 505-531.
-
(1992)
Econometrica
, vol.60
, pp. 505-531
-
-
Horowitz, J.L.1
-
14
-
-
33645021852
-
Estimation, inference and specification testing for possibly misspecified quantile regression
-
eds. T. Fomby and R. C. Hill, New York: Elsevier
-
Kim, T.-H., and White, H. (2003), "Estimation, Inference and Specification Testing for Possibly Misspecified Quantile Regression," in Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later, eds. T. Fomby and R. C. Hill, New York: Elsevier, pp. 107-132.
-
(2003)
Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later
, pp. 107-132
-
-
Kim, T.-H.1
White, H.2
-
15
-
-
0032360240
-
1 regression estimators under general conditions
-
1 Regression Estimators Under General Conditions," The Annals of Statistics, 26, 755-770.
-
(1998)
The Annals of Statistics
, vol.26
, pp. 755-770
-
-
Knight, K.1
-
16
-
-
84972274777
-
When are expectiles percentiles? (Problem 92.3.2)
-
Koenker, R. (1992), "When Are Expectiles Percentiles? (Problem 92.3.2)," Econometric Theory, 8, 423.
-
(1992)
Econometric Theory
, vol.8
, pp. 423
-
-
Koenker, R.1
-
17
-
-
84972475930
-
When are expectiles percentiles? (Solution 92.3.2)
-
_ (1993), "When Are Expectiles Percentiles? (Solution 92.3.2)," Econometric Theory, 9, 526.
-
(1993)
Econometric Theory
, vol.9
, pp. 526
-
-
-
18
-
-
0000273843
-
Regression quantiles
-
Koenker, R., and Bassett, G. S., Jr. (1978), "Regression Quantiles," Econometrica, 46, 33-50.
-
(1978)
Econometrica
, vol.46
, pp. 33-50
-
-
Koenker, R.1
Bassett Jr., G.S.2
-
19
-
-
0005790567
-
Quantile regression for duration data: A reappraisal of the Pennsylvania reemployment bonus experiments
-
Koenker, R., and Bilias, Y. (2001), "Quantile Regression for Duration Data: A Reappraisal of the Pennsylvania Reemployment Bonus Experiments," Empirical Economics, 26, 199-220.
-
(2001)
Empirical Economics
, vol.26
, pp. 199-220
-
-
Koenker, R.1
Bilias, Y.2
-
20
-
-
1542784241
-
Reappraising medfly longevity: A quantile regression survival analysis
-
Koenker, R., and Geling, O. (2001), "Reappraising Medfly Longevity: A Quantile Regression Survival Analysis," Journal of the American Statistical Association, 96, 458-468.
-
(2001)
Journal of the American Statistical Association
, vol.96
, pp. 458-468
-
-
Koenker, R.1
Geling, O.2
-
21
-
-
0442278021
-
Goodness of fit and related inference processes for quantile regression
-
Koenker, R., and Machado, J. (1999), "Goodness of Fit and Related Inference Processes for Quantile Regression," Journal of the American Statistical Association, 94, 1296-1310.
-
(1999)
Journal of the American Statistical Association
, vol.94
, pp. 1296-1310
-
-
Koenker, R.1
Machado, J.2
-
22
-
-
0011006249
-
L-estimation for linear heteroscedastic models
-
Koenker, R., and Zhao, Q. (1994), "L-Estimation for Linear Heteroscedastic Models," Journal of Nonparametric Statistics, 3, 223-235.
-
(1994)
Journal of Nonparametric Statistics
, vol.3
, pp. 223-235
-
-
Koenker, R.1
Zhao, Q.2
-
23
-
-
38249016117
-
Median regression for ordered discrete response
-
Lee, M.-J. (1992), "Median Regression for Ordered Discrete Response," Journal of Econometrics, 51, 59-77.
-
(1992)
Journal of Econometrics
, vol.51
, pp. 59-77
-
-
Lee, M.-J.1
-
24
-
-
0034391783
-
Box-cox quantile regression and the distribution of firm sizes
-
Machado, J. A. F., and Mata, J. (2000), "Box-Cox Quantile Regression and the Distribution of Firm Sizes," Journal of Applied Econometrics, 15, 289-310.
-
(2000)
Journal of Applied Econometrics
, vol.15
, pp. 289-310
-
-
Machado, J.A.F.1
Mata, J.2
-
25
-
-
29144452541
-
Exploring transition data through quantile regression methods: An application to U.S. unemployment duration
-
ed. Y. Dodge, Basel: Birkhäuser-Verlag
-
1-Norm and Related Methods, ed. Y. Dodge, Basel: Birkhäuser-Verlag, pp. 77-94.
-
(2002)
1-Norm and Related Methods
, pp. 77-94
-
-
Machado, J.A.F.1
Portugal, P.2
-
26
-
-
29144444742
-
-
Centre for Microdata Methods and Practice CWP22/02
-
Machado, J. A. F., and Santos Silva, J. M. C. (2002), "Quantiles for Counts," Centre for Microdata Methods and Practice CWP22/02, available at http://cemmap.ifs.org.uk/docs/cwp2202.pdf.
-
(2002)
Quantiles for Counts
-
-
Machado, J.A.F.1
Santos Silva, J.M.C.2
-
27
-
-
49549144751
-
Maximum score estimation of the stochastic utility model of choice
-
Manski, C. F. (1975), "Maximum Score Estimation of the Stochastic Utility Model of Choice," Journal of Econometrics, 3, 205-228.
-
(1975)
Journal of Econometrics
, vol.3
, pp. 205-228
-
-
Manski, C.F.1
-
28
-
-
0000305992
-
Semiparametric analysis of discrete response: Asymptotic properties of the maximum score estimator
-
_ (1985), "Semiparametric Analysis of Discrete Response: Asymptotic Properties of the Maximum Score Estimator," Journal of Econometrics, 27, 313-333.
-
(1985)
Journal of Econometrics
, vol.27
, pp. 313-333
-
-
-
31
-
-
0030551846
-
Measuring the costs of children: Parametric and semiparametric estimators
-
_ (1996), "Measuring the Costs of Children: Parametric and Semiparametric Estimators," Statistica Neerlandica, 50, 171-192.
-
(1996)
Statistica Neerlandica
, vol.50
, pp. 171-192
-
-
-
32
-
-
0001414179
-
Generalized linear models
-
Neider, J. A., and Wedderburn, R. W. (1972), "Generalized Linear Models," Journal of the Royal Statistical Society, Ser. A, 135, 370-384.
-
(1972)
Journal of the Royal Statistical Society, Ser. A
, vol.135
, pp. 370-384
-
-
Neider, J.A.1
Wedderburn, R.W.2
-
33
-
-
70350096085
-
Large-sample estimation and hypothesis testing
-
eds. R. Engle and D. McFadden, New York: North-Holland, Chap. 36
-
Newey, W., and McFadden, D. (1994), "Large-Sample Estimation and Hypothesis Testing," in Handbook of Econometrics, Vol. IV, eds. R. Engle and D. McFadden, New York: North-Holland, Chap. 36.
-
(1994)
Handbook of Econometrics
, vol.4
-
-
Newey, W.1
McFadden, D.2
-
34
-
-
0000940392
-
Asymmetric least squares estimation and testing
-
Newey, W. K., and Powell, J. L. (1987), "Asymmetric Least Squares Estimation and Testing," Econometrica, 55, 819-847.
-
(1987)
Econometrica
, vol.55
, pp. 819-847
-
-
Newey, W.K.1
Powell, J.L.2
-
35
-
-
84971996019
-
Efficient estimation of linear and type i censored regression models under conditional quantile restrictions
-
_ (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
-
-
-
36
-
-
0001603571
-
On questions raised by the combination of tests based on discontinuous distributions
-
Pearson, E. S. (1950), "On Questions Raised by the Combination of Tests Based on Discontinuous Distributions," Biometrika, 37, 383-398.
-
(1950)
Biometrika
, vol.37
, pp. 383-398
-
-
Pearson, E.S.1
-
37
-
-
85011391960
-
An econometric model of the two-part decision process in the demand for health
-
Pohlmeier, W., and Ulrich, V. (1995), "An Econometric Model of the Two-Part Decision Process in the Demand for Health," Journal of Human Resources, 30, 339-361.
-
(1995)
Journal of Human Resources
, vol.30
, pp. 339-361
-
-
Pohlmeier, W.1
Ulrich, V.2
-
38
-
-
84971936861
-
Asymptotics for least absolute deviation regression estimators
-
Pollard, D. (1991), "Asymptotics for Least Absolute Deviation Regression Estimators," Econometric Theory, 7, 186-199.
-
(1991)
Econometric Theory
, vol.7
, pp. 186-199
-
-
Pollard, D.1
-
39
-
-
0000729681
-
Least absolute deviation estimation for the censored regression model
-
Powell, J. L. (1984), "Least Absolute Deviation Estimation for the Censored Regression Model," Journal of Econometrics, 25, 303-325.
-
(1984)
Journal of Econometrics
, vol.25
, pp. 303-325
-
-
Powell, J.L.1
-
40
-
-
38249039685
-
Censored regression quantiles
-
_ (1986), "Censored Regression Quantiles," Journal of Econometrics, 32, 143-155.
-
(1986)
Journal of Econometrics
, vol.32
, pp. 143-155
-
-
-
41
-
-
0346977301
-
Two-part multiple-spell models for health care demand
-
Santos Silva, J. M. C., and Windmeijer, F. (2001), "Two-Part Multiple-Spell Models for Health Care Demand," Journal of Econometrics, 104, 67-89.
-
(2001)
Journal of Econometrics
, vol.104
, pp. 67-89
-
-
Santos Silva, J.M.C.1
Windmeijer, F.2
-
42
-
-
0000219539
-
M-estimation for discrete data: Asymptotic distribution theory and implications
-
Simpson, D. G., Carroll, R. J., and Ruppert, D. (1987), "M-Estimation for Discrete Data: Asymptotic Distribution Theory and Implications," The Annals of Statistics, 15, 657-669.
-
(1987)
The Annals of Statistics
, vol.15
, pp. 657-669
-
-
Simpson, D.G.1
Carroll, R.J.2
Ruppert, D.3
-
43
-
-
0000593365
-
Fiducial limits of the parameter of a discontinuous distribution
-
Stevens, W. L. (1950), "Fiducial Limits of the Parameter of a Discontinuous Distribution," Biometrika, 37, 117-129.
-
(1950)
Biometrika
, vol.37
, pp. 117-129
-
-
Stevens, W.L.1
-
44
-
-
0019220709
-
Using least squares to approximate unknown regression functions
-
White, H. (1980), "Using Least Squares to Approximate Unknown Regression Functions," International Economic Review, 21, 149-170.
-
(1980)
International Economic Review
, vol.21
, pp. 149-170
-
-
White, H.1
-
46
-
-
10044233057
-
Health care reform and the number of doctor visits: An econometric analysis
-
_ (2004), "Health Care Reform and the Number of Doctor Visits: An Econometric Analysis," Journal of Applied Econometrics, 19, 455-472.
-
(2004)
Journal of Applied Econometrics
, vol.19
, pp. 455-472
-
-
-
47
-
-
0035630214
-
Asymptotically efficient median regression in the presence of heteroskedasticity of unknown form
-
Zhao, Q. (2001), "Asymptotically Efficient Median Regression in the Presence of Heteroskedasticity of Unknown Form," Econometric Theory, 17, 765-784.
-
(2001)
Econometric Theory
, vol.17
, pp. 765-784
-
-
Zhao, Q.1
|