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Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics

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  • Koenker, Roger
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    File URL: http://www.sciencedirect.com/science/article/B6VC0-3Y6H102-7/2/da19733f0cdd122e7f010f53f0b1c84b
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Econometrics.

    Volume (Year): 95 (2000)
    Issue (Month): 2 (April)
    Pages: 347-374

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    Handle: RePEc:eee:econom:v:95:y:2000:i:2:p:347-374

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    Web page: http://www.elsevier.com/locate/jeconom

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    1. Manski, Charles F., 1985. "Semiparametric analysis of discrete response : Asymptotic properties of the maximum score estimator," Journal of Econometrics, Elsevier, vol. 27(3), pages 313-333, March.
    2. Newey, Whitney K. & Powell, James L., 1990. "Efficient Estimation of Linear and Type I Censored Regression Models Under Conditional Quantile Restrictions," Econometric Theory, Cambridge University Press, vol. 6(03), pages 295-317, September.
    3. Powell, James L., 1986. "Censored regression quantiles," Journal of Econometrics, Elsevier, vol. 32(1), pages 143-155, June.
    4. Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
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    Cited by:
    1. Pereira, Pedro T. & Martins, Pedro S., 2000. "Does Education Reduce Wage Inequality? Quantile Regressions Evidence from Fifteen European Countries," IZA Discussion Papers 120, Institute for the Study of Labor (IZA).
    2. Laurens CHERCHYE & Timo KUOSMANEN & Thierry POST, 2000. "New Tools for Dealing with Errors-in-Variables in DEA," Center for Economic Studies - Discussion papers ces0006, Katholieke Universiteit Leuven, Centrum voor Economische Studiën.
    3. Laurini, Márcio P., 2007. "A note on the use of quantile regression in beta convergence analysis," Insper Working Papers wpe_95, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    4. Simila, Timo, 2006. "Self-organizing map visualizing conditional quantile functions with multidimensional covariates," Computational Statistics & Data Analysis, Elsevier, vol. 50(8), pages 2097-2110, April.
    5. Bera, Anil K. & Bilias, Yannis, 2002. "The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 51-86, March.
    6. Giorgio Canarella & Stephen Pollard, 2004. "Parameter Heterogeneity In The Neoclassical Growth Model: A Quantile Regression Approach," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 29(1), pages 1-31, June.
    7. Nicholas Economides & Katja Seim & V. Brian Viard, 2007. "Quantifying the Benefits of Entry into Local Phone Service," Working Papers 07-28, New York University, Leonard N. Stern School of Business, Department of Economics.
    8. Drescher, Larissa S. & Goddard, Ellen W., 2011. "Heterogeneous Demand for Food Diversity: A Quantile Regression Analysis," 51st Annual Conference, Halle, Germany, September 28-30, 2011 114484, German Association of Agricultural Economists (GEWISOLA).
    9. Li, Ming-Yuan Leon, 2009. "Value or volume strategy?," Finance Research Letters, Elsevier, vol. 6(4), pages 210-218, December.
    10. Landajo, Manuel & de Andres, Javier & Lorca, Pedro, 2007. "Robust neural modeling for the cross-sectional analysis of accounting information," European Journal of Operational Research, Elsevier, vol. 177(2), pages 1232-1252, March.
    11. Shahidur Rahman, 2005. "An Alternative Estimation to Spurious Regression Model," Economic Growth centre Working Paper Series 0507, Nanyang Technolgical University, School of Humanities and Social Sciences, Economic Growth centre.
    12. Koutsomanoli-Filippaki, Anastasia I. & Mamatzakis, Emmanuel C., 2011. "Efficiency under quantile regression: What is the relationship with risk in the EU banking industry?," Review of Financial Economics, Elsevier, vol. 20(2), pages 84-95, May.
    13. Hiau Joo Kee, 2005. "Glass Ceiling or Sticky Floor? Exploring the Australian Gender Pay Gap using Quantile Regression and Counterfactual Decomposition Methods," CEPR Discussion Papers 487, Centre for Economic Policy Research, Research School of Economics, Australian National University.
    14. Cathy Chen & Richard Gerlach, 2013. "Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity," Computational Statistics, Springer, vol. 28(3), pages 1103-1131, June.
    15. Giloni, Avi & Simonoff, Jeffrey S. & Sengupta, Bhaskar, 2006. "Robust weighted LAD regression," Computational Statistics & Data Analysis, Elsevier, vol. 50(11), pages 3124-3140, July.
    16. Manuel Landajo & Javier de Andrés & Pedro Lorca, 2008. "Measuring firm performance by using linear and non-parametric quantile regressions," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 57(2), pages 227-250.

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