Extremal quantile regression
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- Saul Lach & JosÃ© L. Moragaâ€ GonzÃ¡lez, 2017.
"Asymmetric Price Effects of Competition,"
Journal of Industrial Economics,
Wiley Blackwell, vol. 65(4), pages 767-803, December.
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- Lach, Saul & Moraga, Jose L., 2009. "Asymmetric price effects of competition," IESE Research Papers D/797, IESE Business School.
- Gonzalo, Jesús & Dolado Lobregad, Juan José & Chen, Liang, 2017. "Quantile Factor Models," UC3M Working papers. Economics 25299, Universidad Carlos III de Madrid. Departamento de Economía.
- Philippe Van Kerm & Seunghee Yu & Chung Choe, 2016. "Decomposing quantile wage gaps: a conditional likelihood approach," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 65(4), pages 507-527, August.
- Lach, Saul & Moraga-González, José-Luis, 2009. "Heterogeneous Price Information and the Effect of Competition," CEPR Discussion Papers 7319, C.E.P.R. Discussion Papers.
- Eric Blankmeyer, 2012. "Estimating an inflation index by quantile regression," Applied Economics Letters, Taylor & Francis Journals, vol. 19(2), pages 185-187, February.
- Patrick Bajari & Han Hong & Minjung Park & Robert Town, 2011. "Regression Discontinuity Designs with an Endogenous Forcing Variable and an Application to Contracting in Health Care," NBER Working Papers 17643, National Bureau of Economic Research, Inc.
- Carlos Martins-Filho & Feng Yao & Maximo Torero, 2015. "High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 907-958.
- D’Haultfœuille, Xavier & Maurel, Arnaud & Zhang, Yichong, 2018.
"Extremal quantile regressions for selection models and the black–white wage gap,"
Journal of Econometrics,
Elsevier, vol. 203(1), pages 129-142.
- D'Haultfoeuille, Xavier & Maurel, Arnaud & Zhang, Yichong, 2014. "Extremal Quantile Regressions for Selection Models and the Black-White Wage Gap," IZA Discussion Papers 8256, Institute for the Study of Labor (IZA).
- Xavier D'Haultfoeuille & Arnaud Maurel & Yichong Zhang, 2014. "Extremal Quantile Regressions for Selection Models and the Black-White Wage Gap," NBER Working Papers 20257, National Bureau of Economic Research, Inc.
- Alexandre Belloni & Victor Chernozhukov, 2009.
"L1-Penalized Quantile Regression in High-Dimensional Sparse Models,"
0904.2931, arXiv.org, revised Nov 2011.
- Alexandre Belloni & Victor Chernozhukov, 2009. "L1-Penalized quantile regression in high-dimensional sparse models," CeMMAP working papers CWP10/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Calluzzo, Paul & Dong, Gang Nathan, 2015. "Has the financial system become safer after the crisis? The changing nature of financial institution risk," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 233-248.
- repec:gam:jrisks:v:5:y:2017:i:3:p:38-:d:105140 is not listed on IDEAS
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