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Volumn 29, Issue 2, 2009, Pages 158-181

Implementing Box-Cox Quantile Regression

Author keywords

Box Cox quantile regression; Iterative estimator

Indexed keywords


EID: 77950964832     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474930903382166     Document Type: Article
Times cited : (15)

References (17)
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    • Angrist, J.1    Chernozhukov, V.2    Fernández-Val, I.3
  • 4
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    • Quantile regression, Box-Cox transformation model, and the U.S. wage structure, 1963-1987
    • Buchinsky, M. (1995). Quantile regression, Box-Cox transformation model, and the U.S. wage structure, 1963-1987. Journal of Econometrics 65:109-154.
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  • 6
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    • A guide to censored quantile regressions
    • In: Maddala, G. S., Rao, C. R., eds., North-Holland, Amsterdam: Elsevier
    • Fitzenberger, B. (1997). A guide to censored quantile regressions. In: Maddala, G. S., Rao, C. R., eds. Handbook of Statistics. Vol. 15. North-Holland, Amsterdam: Elsevier, pp. 405-437
    • (1997) Handbook of Statistics , vol.15 , pp. 405-437
    • Fitzenberger, B.1
  • 7
    • 0002889251 scopus 로고    scopus 로고
    • The moving blocks bootstrap and robust inference for linear least squares and quantile regressions
    • Fitzenberger, B. (1998). The moving blocks bootstrap and robust inference for linear least squares and quantile regressions. Journal of Econometrics 82:235-287.
    • (1998) Journal of Econometrics , vol.82 , pp. 235-287
    • Fitzenberger, B.1
  • 9
    • 33751084541 scopus 로고    scopus 로고
    • Quantile Regression
    • New York: Cambridge University Press
    • Koenker, R. (2005). Quantile Regression. Econometric Society Monograph. New York: Cambridge University Press.
    • (2005) Econometric Society Monograph
    • Koenker, R.1
  • 10
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    • 0001242354 scopus 로고    scopus 로고
    • An interior fixed point algorithm for quantile regressions
    • Koenker, R., Park, B. (1996). An interior fixed point algorithm for quantile regressions. Journal of Econometrics 71:265-283.
    • (1996) Journal of Econometrics , vol.71 , pp. 265-283
    • Koenker, R.1    Park, B.2
  • 13
    • 33750103560 scopus 로고    scopus 로고
    • Censored quantile regressions and the length of unemployment periods in West Germany
    • Lüdemann, E., Wilke, R. A., Zhang, X. (2006). Censored quantile regressions and the length of unemployment periods in West Germany. Empirical Economics 31:1003-1024.
    • (2006) Empirical Economics , vol.31 , pp. 1003-1024
    • Lüdemann, E.1    Wilke, R.A.2    Zhang, X.3
  • 14
    • 0034391783 scopus 로고    scopus 로고
    • Box-Cox quantile regressions and the distribution of firm sizes
    • Machado, J., Mata, J. (2000). Box-Cox quantile regressions and the distribution of firm sizes. Journal of Applied Econometrics 15(1):253-264.
    • (2000) Journal of Applied Econometrics , vol.15 , Issue.1 , pp. 253-264
    • Machado, J.1    Mata, J.2
  • 15
    • 84950652831 scopus 로고
    • The use of the Box-Cox transformation in limited dependent variable models
    • Poirier, J. D. (1978). The use of the Box-Cox transformation in limited dependent variable models. Journal of the American Statistical Association 73:284-287.
    • (1978) Journal of The American Statistical Association , vol.73 , pp. 284-287
    • Poirier, J.D.1
  • 16
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    • Estimation of monotonic regression models under quantile restrictions
    • In: Barnett, W., Powell, J., Tauchen, G., eds., New York, NY: Cambridge University Press
    • Powell, J. (1991). Estimation of monotonic regression models under quantile restrictions. In: Barnett, W., Powell, J., Tauchen, G., eds. Nonparametric and Semiparametric Methods in Econometrics. New York, NY: Cambridge University Press, pp. 357-384.
    • (1991) Nonparametric and Semiparametric Methods In Econometrics , pp. 357-384
    • Powell, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.