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Quantiles for Counts

  • J.A.F. Machado

    (Faculdade de Economia, Universidade Nova de Lisboa)

  • J. M. C. Santos Silva

    (ISEG, Universidade Técnica de Lisboa)

This paper studies the estimation of conditional quantiles of counts. Given the discreteness of the data, some smoothness has to be artificially imposed on the problem. The methods currently available to estimate quantiles of count data either assume that the counts result from the discretization of a continuous process, or are based on a smoothed objective function. However, these methods have several drawbacks. We show that it is possible to smooth the data in a way that allows inference to be performed using standard quantile regression techniques. The performance and implementation of the estimator are illustrated by simulations and an application.

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File URL: http://128.118.178.162/eps/em/papers/0303/0303001.pdf
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Paper provided by EconWPA in its series Econometrics with number 0303001.

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Length: 39 pages
Date of creation: 05 Mar 2003
Date of revision:
Handle: RePEc:wpa:wuwpem:0303001
Note: Type of Document - Acrobat PDF; prepared on IBM PC ; pages: 39
Contact details of provider: Web page: http://128.118.178.162

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