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Smoothed GMM for quantile models

Citations

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Cited by:

  1. de Castro, Luciano & Cundy, Lance D. & Galvao, Antonio F. & Westenberger, Rafael, 2023. "A dynamic quantile model for distinguishing intertemporal substitution from risk aversion," European Economic Review, Elsevier, vol. 159(C).
  2. Koki Fusejima, 2020. "Identification of multi-valued treatment effects with unobserved heterogeneity," Papers 2010.04385, arXiv.org, revised Apr 2023.
  3. David M. Kaplan & Xin Liu, 2024. "k-Class instrumental variables quantile regression," Empirical Economics, Springer, vol. 67(1), pages 111-141, July.
  4. André M. Marques, 2025. "Does fertility affect growth? Evidence and simulation results from alternative quantile regression estimators," Empirical Economics, Springer, vol. 68(5), pages 2255-2290, May.
  5. Mingquan Wang & Xiaohua Ma & Xinrui Wang & Jun Wang & Xiuqing Zhou & Qibing Gao, 2025. "Smoothing Estimation of Parameters in Censored Quantile Linear Regression Model," Mathematics, MDPI, vol. 13(2), pages 1-28, January.
  6. David M. Kaplan, 2022. "Smoothed instrumental variables quantile regression," Stata Journal, StataCorp LLC, vol. 22(2), pages 379-403, June.
  7. Fusejima, Koki, 2024. "Identification of multi-valued treatment effects with unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 238(1).
  8. Xin Liu, 2024. "Averaging Estimation for Instrumental Variables Quantile Regression," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(5), pages 1290-1312, October.
  9. Hiroaki Kaido & Kaspar Wüthrich, 2021. "Decentralization estimators for instrumental variable quantile regression models," Quantitative Economics, Econometric Society, vol. 12(2), pages 443-475, May.
  10. Di Liu, 2024. "Instrumental variables quantile regression," Chinese Stata Conference 2023 07, Stata Users Group.
  11. He, Xuming & Pan, Xiaoou & Tan, Kean Ming & Zhou, Wen-Xin, 2023. "Smoothed quantile regression with large-scale inference," Journal of Econometrics, Elsevier, vol. 232(2), pages 367-388.
  12. Javier Alejo & Gabriel Montes-Rojas, 2021. "Quantile Regression under Limited Dependent Variable," Papers 2112.06822, arXiv.org.
  13. de Castro, Luciano & Galvao, Antonio F. & Ota, Hirofumi, 2026. "Quantile approach to intertemporal consumption with multiple assets," Journal of Econometrics, Elsevier, vol. 253(C).
  14. Javier Alejo & Antonio F Galvao & Gabriel Montes-Rojas, 2023. "A first-stage representation for instrumental variables quantile regression," The Econometrics Journal, Royal Economic Society, vol. 26(3), pages 350-377.
  15. Di Liu, 2024. "Instrumental-variables quantile regression," French Stata Users' Group Meetings 2024 07, Stata Users Group.
  16. Firpo, Sergio & Galvao, Antonio F. & Pinto, Cristine & Poirier, Alexandre & Sanroman, Graciela, 2022. "GMM quantile regression," Journal of Econometrics, Elsevier, vol. 230(2), pages 432-452.
  17. David Powell, 2022. "Quantile regression with nonadditive fixed effects," Empirical Economics, Springer, vol. 63(5), pages 2675-2691, November.
  18. Xin Liu & Luciano de Castro & Antonio F. Galvao, 2026. "A Smoothed GMM for Dynamic Quantile Preferences Estimation," Papers 2601.20853, arXiv.org, revised Jul 2026.
  19. Christophe Muller, 2019. "Linear Quantile Regression and Endogeneity Correction," Biostatistics and Biometrics Open Access Journal, Juniper Publishers Inc., vol. 9(5), pages 123-128, August.
  20. de Castro, Luciano & Galvao, Antonio F. & Montes-Rojas, Gabriel, 2020. "Quantile selection in non-linear GMM quantile models," Economics Letters, Elsevier, vol. 195(C).
  21. Javier Alejo & Antonio F. Galvao & Gabriel Montes-Rojas, 2020. "A first-stage test for instrumental variables quantile regression," Asociación Argentina de Economía Política: Working Papers 4304, Asociación Argentina de Economía Política.
  22. Franguridi, Grigory & Gafarov, Bulat & Wüthrich, Kaspar, 2025. "Bias correction for quantile regression estimators," Journal of Econometrics, Elsevier, vol. 251(C).
  23. Jungbin Hwang & Gonzalo Valdés, 2025. "HAR Inference for Quantile Regression in Time Series," Working papers 2025-03, University of Connecticut, Department of Economics, revised Mar 2026.
  24. Man Fung Leung & Kin Wai Chan & Xiaofeng Shao, 2025. "Online Generalized Method of Moments for Time Series," Papers 2502.00751, arXiv.org.
  25. David Van Dijcke & Kaspar Wuthrich, 2026. "IV regression with distribution-valued outcomes," Papers 2605.28749, arXiv.org.
  26. de Castro, Luciano I. & Galvao, Antonio F. & Nunes, Daniel da Siva, 2025. "Dynamic economics with quantile preferences," Theoretical Economics, Econometric Society, vol. 20(1), January.
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