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The Asymptotic Normality of Two-Stage Least Absolute Deviations Estimators

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Powell, James L
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Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 51 (1983)
Issue (Month): 5 (September)
Pages: 1569-75
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Handle: RePEc:ecm:emetrp:v:51:y:1983:i:5:p:1569-75

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  1. Christophe Muller & Tae-Hwan Kim, 2005. "Two-Stage Huber Estimation," Working Papers. Serie AD 2005-17, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  2. Andrew Chesher, 2001. "Exogenous impact and conditional quantile functions," Econometrics 0108001, EconWPA. [Downloadable!]
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  3. Andeaou, E. & Werker, B.J.M., 2004. "An alternative asymptotic analysis of residual-based statistics," Discussion Paper 56, Tilburg University, Center for Economic Research. [Downloadable!]
  4. Sokbae 'Simon' Lee, 2004. "Endogeneity in quantile regression models: a control function approach," CeMMAP working papers CWP08/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
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  5. Zhenlin Yang & Liangjun Su, 2007. "Instrumental Variable Quantile Estimation of Spatial Autoregressive Models," Working Papers 05-2007, Singapore Management University, School of Economics. [Downloadable!]
  6. Halbert White & Tae-Hwan Kim, 2002. "Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression," University of California at San Diego, Economics Working Paper Series 2002-09, Department of Economics, UC San Diego. [Downloadable!]
  7. Maresa, SPRIETSMA & Fabio, WALTENBERG, 2005. "The impact of teachersÕ wages on studentsÕ performance in the presence of heterogeneity and endogeneity. Evidence from Brazil," Discussion Papers (ECON - Département des Sciences Economiques) 2005008, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
  8. Joel Horowitz & Sokbae 'Simon' Lee, 2006. "Nonparametric instrumental variables estimation of a quantile regression model," CeMMAP working papers CWP09/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
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  9. Sergio Firpo, 2004. "Efficient Semiparametric Estimation of Quantile Treatment Effects," Econometric Society 2004 North American Summer Meetings 605, Econometric Society. [Downloadable!]
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  10. Andrew Chesher, 2002. "Instrumental Values," CeMMAP working papers CWP17/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
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