Finite sample inference for quantile regression models

Journal of Econometrics

Volumn 152, Issue 2, 2009, Pages 93-103

  Chernozhukov, Victor ^a   Hansen, Christian ^b   Jansson, Michael ^c  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^b UNIVERSITY OF CHICAGO   (United States)

^c UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Extremal quantile regression; Instrumental quantile regression; Partial identification; Weak identification

Indexed keywords

ASYMPTOTICS; CONFIDENCE BANDS; CONFIDENCE REGION; COVARIATES; EXTREMAL QUANTILE REGRESSION; FINITE SAMPLES; HETEROGENEOUS DEMAND; INSTRUMENTAL QUANTILE REGRESSION; MARKOV CHAIN MONTE CARLO METHOD; PARTIAL IDENTIFICATION; QUANTILE MODELS; QUANTILE REGRESSION; WEAK IDENTIFICATION;

ASYMPTOTIC ANALYSIS; ESTIMATION; MARKOV PROCESSES; MONTE CARLO METHODS; NONLINEAR EQUATIONS; SAMPLING;

REGRESSION ANALYSIS;

EID: 68949205623     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2009.01.004     Document Type: Article

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