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Estimating the asymptotic covariance matrix for quantile regression models a Monte Carlo study

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Buchinsky, Moshe
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 68 (1995)
Issue (Month): 2 (August)
Pages: 303-338
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Handle: RePEc:eee:econom:v:68:y:1995:i:2:p:303-338

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  1. Liu, Kang Ernest & Chang, Hung-Hao & Chern, Wen S., 2008. "Changes in Fruit and Vegetable Consumption over Time and across Regions in China: A Difference-in-Differences Analysis with Quantile Regression," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6531, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  2. Komunjer, Ivana, 2002. "Quasi-Maximum Likelihood Estimation for Conditional Quantiles," Working Papers 1139, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
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  3. Farshid Vahid & Pushkar Maitra, 2005. "The Effect of Household Characteristics on Living Standards in South Africa 1993 - 98: A Quantile Regression Analysis with Sample Attrition," ANUCBE School of Economics Working Papers 2005-452, Australian National University, College of Business and Economics, School of Economics. [Downloadable!]
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  4. Yoon-Jae Whang, 2003. "Smoothed Empirical Likelihood Methods for Quantile Regression Models," Econometrics 0310005, EconWPA. [Downloadable!]
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  5. Joel L. Horowitz, 1996. "Bootstrap Methods for Median Regression Models," Econometrics 9608004, EconWPA. [Downloadable!]
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  6. Paulo Parente & Richard Smith, 2008. "GEL methods for non-smooth moment indicators," CeMMAP working papers CWP19/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  7. Wu, Feng & Guan, Zhengfei, 2008. "Farm Capital Structure Choice under Credit Constraint: Theory and Application," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6130, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  8. Paul J. Devereux, 2007. "Small-sample bias in synthetic cohort models of labor supply," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(4), pages 839-848. [Downloadable!]
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  9. Blunch, Niels-Hugo & Verner, Dorte, 2001. "Asymmetries in union relative wage effects in Ghanaian manufacturing - an analysis applying quantile regressions," Policy Research Working Paper Series 2570, The World Bank. [Downloadable!]
  10. Douglas Holtz-Eakin & Donald Marples, 2001. "Distortion Costs of Taxing Wealth Accumulation: Income Versus Estate Taxes," NBER Working Papers 8261, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  11. Karen M. Pence, 2002. "401(k)s and household saving: new evidence from the Survey of Consumer Finances," Finance and Economics Discussion Series 2002-6, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  12. Maloney, William F. & Pontual Ribeiro, Eduardo, 1999. "Efficiency wage and union effects in labor demand and wage structure in Mexico - An application of quantile analysis," Policy Research Working Paper Series 2131, The World Bank. [Downloadable!]
  13. James Alm & Sally Wallace, 2007. "Which Elasticity? Estimating the Responsiveness of Taxpayer Reporting Decisions," International Advances in Economic Research, Springer, vol. 13(3), pages 255-267, August. [Downloadable!] (restricted)
  14. Bassam Fattouh & Laurence Harris & Pasquale Scaramozzino, 2003. "Capital Structure in South Korea: A Quantile Regression Approach," CEIS Research Paper 40, Tor Vergata University, CEIS. [Downloadable!]
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  15. Michelle L. Barnes & Anthony W. Hughes, 2002. "A quantile regression analysis of the cross section of stock market returns," Working Papers 02-2, Federal Reserve Bank of Boston. [Downloadable!]
  16. Blunch, Niels-Hugo & Verner, Dorthe, 2001. "Assymetries in Union Relative Wage Effects in Ghanian Manufacturing - An analysis Applying Quantile Regressions," CLS Working Papers 01-7, University of Aarhus, Aarhus School of Business, Centre for Labour Market and Social Research. [Downloadable!]
  17. Pasquale Scaramozzino, 2006. "Measuring Vulnerability to Food Insecurity," Working Papers 06-12, Agricultural and Development Economics Division of the Food and Agriculture Organization of the United Nations (FAO - ESA). [Downloadable!]
  18. Kristensen, Nicolai & Verner, Dorte, 2005. "Labor market distortions in Cote d'Ivoire : analyses of employer-employee data from the manufacturing sector," Policy Research Working Paper Series 3771, The World Bank. [Downloadable!]
  19. Patricia Stefani & Ciro Biderman, 2006. "Returns to Education and Wage Differentials in Brazil: A Quantile Approach," Economics Bulletin, Economics Bulletin, vol. 9(1), pages 1-6. [Downloadable!]
  20. Javier Gardeazabal & Arantza Ugidos, . "Measuring the gender gap at different quantiles of the wage distribution," Studies on the Spanish Economy 108, FEDEA. [Downloadable!]
  21. 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!]
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