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Citations for "Censored regression quantiles"

by Powell, James L.

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  1. Victor Chernozhukov & Iván Fernández-Val & Blaise Melly, 2013. "Inference on counterfactual distributions," CeMMAP working papers CWP17/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  2. José Ferreira Machado & Pedro Portugal & Juliana Guimarães, 2006. "U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter?," Working Papers w200613, Banco de Portugal, Economics and Research Department.
  3. Jalan, Jyotsna & Ravallion, Martin, 1998. "Determinants of transient and chronic poverty : evidence from rural China," Policy Research Working Paper Series 1936, The World Bank.
  4. George Neumann, 1996. "Search Models and Duration Data," Econometrics 9602008, EconWPA, revised 07 Mar 1996.
  5. Engle, Robert F & Manganelli, Simone, 1999. "CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles," University of California at San Diego, Economics Working Paper Series qt06m3d6nv, Department of Economics, UC San Diego.
  6. Lin, Guixian & He, Xuming & Portnoy, Stephen, 2012. "Quantile regression with doubly censored data," Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 797-812.
  7. Melly, Blaise, 2005. "Decomposition of differences in distribution using quantile regression," Labour Economics, Elsevier, vol. 12(4), pages 577-590, August.
  8. Kengo Kato, 2012. "Asymptotic normality of Powell’s kernel estimator," Annals of the Institute of Statistical Mathematics, Springer, vol. 64(2), pages 255-273, April.
  9. Koenker, Roger & Park, Beum J., 1996. "An interior point algorithm for nonlinear quantile regression," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 265-283.
  10. Chen, Songnian, 2010. "An integrated maximum score estimator for a generalized censored quantile regression model," Journal of Econometrics, Elsevier, vol. 155(1), pages 90-98, March.
  11. Chen, Songnian & Khan, Shakeeb, 2003. "Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models," Journal of Econometrics, Elsevier, vol. 117(2), pages 245-278, December.
  12. Jacob A. Bikker & Laura Spierdijk & Pieter Jelle van der Sluis, 2005. "Cheap versus Expensive Trades: Assessing the Determinants of Market Impact Costs," DNB Working Papers 069, Netherlands Central Bank, Research Department.
  13. Khan, Shakeeb & Lewbel, Arthur, 2007. "Weighted And Two-Stage Least Squares Estimation Of Semiparametric Truncated Regression Models," Econometric Theory, Cambridge University Press, vol. 23(02), pages 309-347, April.
  14. Martin Huber & Blaise Melly, 2012. "A test of the conditional independence assumption in sample selection models," Working Papers 2012-11, Brown University, Department of Economics.
  15. Eide, Eric & Showalter, Mark H., 1998. "The effect of school quality on student performance: A quantile regression approach," Economics Letters, Elsevier, vol. 58(3), pages 345-350, March.
  16. Gustavsen, Geir Waehler, 2005. "Public Policies and the Demand for Carbonated Soft Drinks: A Censored Quantile Regression Approach," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24737, European Association of Agricultural Economists.
  17. Ossi Korkeamäki & Tomi Kyyrä, 2008. "A Distributional Analysis of Displacement Costs in an Economic Depression and Recovery," Discussion Papers 465, Government Institute for Economic Research Finland (VATT).
  18. Smuda, Florian, 2012. "Cartel overcharges and the deterrent effect of EU competition law," ZEW Discussion Papers 12-050, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  19. Eric Bouye & Mark Salmon, 2009. "Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets," The European Journal of Finance, Taylor & Francis Journals, vol. 15(7-8), pages 721-750.
  20. Monserrat Bustelo, 2004. "Caracterización de los Cambios en la Desigualdad y la Pobreza en Argentina Haciendo Uso de Técnicas de Descomposiciones Microeconometricas (1992-2001)," CEDLAS, Working Papers 0013, CEDLAS, Universidad Nacional de La Plata.
  21. Geweke, John F. & Horowitz, Joel L. & Pesaran, M. Hashem, 2006. "Econometrics: A Bird's Eye View," IZA Discussion Papers 2458, Institute for the Study of Labor (IZA).
  22. Jani-Petri Laamanen, 2013. "Estimating demand for opera using sales system data: the case of Finnish National Opera," Journal of Cultural Economics, Springer, vol. 37(4), pages 417-432, November.
  23. Zhou, Xiuqing & Wang, Jinde, 2005. "A genetic method of LAD estimation for models with censored data," Computational Statistics & Data Analysis, Elsevier, vol. 48(3), pages 451-466, March.
  24. Christophe Muller, 1997. "Transient seasonal and chronic poverty of peasants: evidence from Rwanda," Economics Series Working Papers WPS/1997-08, University of Oxford, Department of Economics.
  25. Moshe Buchinsky & Jinyong Hahn, . "Quantile Regression Model with Unknown Censoring," Working Papers _004, University of California at Berkeley, Econometrics Laboratory Software Archive.
  26. Christophe MULLER and Sami BIBI, 2008. "Focused Transfer Targeting against Poverty Evidence from Tunisia," THEMA Working Papers 2008-37, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  27. Moshe Buchinsky & Jinyong Hahn, 1995. "Quantile Regression Model with Unknown Censoring Point," Cowles Foundation Discussion Papers 1096, Cowles Foundation for Research in Economics, Yale University.
  28. Gabrielle Fack & Camille Landais, 2010. "Are Tax Incentives for Charitable Giving Efficient? Evidence from France," American Economic Journal: Economic Policy, American Economic Association, vol. 2(2), pages 117-41, May.
  29. Sokbae 'Simon' Lee, 2004. "Endogeneity in quantile regression models: a control function approach," CeMMAP working papers CWP08/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  30. Schmillen, Achim & Möller, Joachim, 2012. "Distribution and determinants of lifetime unemployment," Labour Economics, Elsevier, vol. 19(1), pages 33-47.
  31. Juliana Guimarães & (Universidade NOVA de Lisboa, 2004. "Has long become longer or short become shorter? Evidence from a censored quantile regression analysis of the changes in the distribution of U.S. unemployment duration," Econometric Society 2004 Latin American Meetings 128, Econometric Society.
  32. Robert F. Engle & Simone Manganelli, 1999. "CAViaR: Conditional Value at Risk by Quantile Regression," NBER Working Papers 7341, National Bureau of Economic Research, Inc.
  33. Komunjer, Ivana, 2005. "Quasi-maximum likelihood estimation for conditional quantiles," Journal of Econometrics, Elsevier, vol. 128(1), pages 137-164, September.
  34. Carlos Santos, 2011. "The Euro Sovereign Debt Crisis, Determinants of Default Probabilities and Implied Ratings in the CDS Market: An Econometric Analysis," Working Papers de Economia (Economics Working Papers) 02, Faculdade de Economia e Gestão, Universidade Católica Portuguesa (Porto).
  35. Yichuan Zhao & Song Yang, 2008. "Empirical likelihood inference for censored median regression with weighted empirical hazard functions," Annals of the Institute of Statistical Mathematics, Springer, vol. 60(2), pages 441-457, June.
  36. Fitzenberger, Bernd, 1994. "A note on estimating censored quantile regressions," Discussion Papers 14, University of Konstanz, Center for International Labor Economics (CILE).
  37. Blundell, Richard & Powell, James L., 2007. "Censored regression quantiles with endogenous regressors," Journal of Econometrics, Elsevier, vol. 141(1), pages 65-83, November.
  38. Halkos, George, 2010. "Modelling biodiversity," MPRA Paper 39075, University Library of Munich, Germany.
  39. Jacob A. Bikker & Laura Spierdijk & Paul Finnie, 2006. "The Impact of Bank Size on Market Power," DNB Working Papers 120, Netherlands Central Bank, Research Department.
  40. Pradhan, Jaya Prakash & Zohair, Mohammad & Alagawadi, Mallikarjun V., 2012. "Regional Policies, Firm Characteristics, and Exporting in the Indian State of Karnataka," MPRA Paper 40717, University Library of Munich, Germany.
  41. Umkehrer, Matthias, 2013. "Youth Employment Instability, True State Dependence and Adult Wage Inequality," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80014, Verein für Socialpolitik / German Economic Association.
  42. Brunner, Eric & Sonstelie, Jon, 2003. "School finance reform and voluntary fiscal federalism," Journal of Public Economics, Elsevier, vol. 87(9-10), pages 2157-2185, September.
  43. Khan, Shakeeb & Powell, James L., 2001. "Two-step estimation of semiparametric censored regression models," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 73-110, July.
  44. Jose A. F. Machado & J. M. C. Santos Silva, 2008. "Quantiles for Fractions and Other Mixed Data," Economics Discussion Papers 656, University of Essex, Department of Economics.
  45. Liu, Haoming & Park, Cheolsung, 2004. "The evolution of the graduation-publication process," Economics of Education Review, Elsevier, vol. 23(5), pages 519-531, October.
  46. Cavalcanti, Tiago & Guimaraes, Juliana & Sampaio, Breno, 2010. "Barriers to skill acquisition in Brazil: Public and private school students performance in a public university entrance exam," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(4), pages 395-407, November.
  47. Fitzenberger, Bernd & Wilke, Ralf A., 2005. "Using Quantile Regression for Duration Analysis," ZEW Discussion Papers 05-65, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  48. David Powell, 2010. "Unconditional Quantile Regression for Panel Data with Exogenous or Endogenous Regressors," Working Papers 710-1, RAND Corporation Publications Department.
  49. Honore, Bo & Khan, Shakeeb & Powell, James L., 2002. "Quantile regression under random censoring," Journal of Econometrics, Elsevier, vol. 109(1), pages 67-105, July.
  50. Kwak, Sungil, 2011. "The Impact of Taxes on Charitable Giving: Empirical Evidence from the Korean Labor and Income Panel Study," MPRA Paper 36845, University Library of Munich, Germany.
  51. Zheng, Ming & Zhao, Ziqiang & Yu, Wen, 2013. "Quantile regression analysis of case-cohort data," Journal of Multivariate Analysis, Elsevier, vol. 122(C), pages 20-34.
  52. Khan, Shakeeb, 2001. "Two-stage rank estimation of quantile index models," Journal of Econometrics, Elsevier, vol. 100(2), pages 319-355, February.
  53. Zhang, Zhengyu & Zhu, Pingfang, 2013. "An alternative simple quantile regression estimator," Economics Letters, Elsevier, vol. 118(1), pages 163-166.
  54. Rothe, Christoph & Wied, Dominik, 2012. "Misspecification Testing in a Class of Conditional Distributional Models," IZA Discussion Papers 6364, Institute for the Study of Labor (IZA).
  55. Sibelle Diniz & Ana Machado, 2011. "Analysis of the consumption of artistic-cultural goods and services in Brazil," Journal of Cultural Economics, Springer, vol. 35(1), pages 1-18, February.
  56. Halkos, George E., 2011. "Nonparametric modelling of biodiversity: Determinants of threatened species," Journal of Policy Modeling, Elsevier, vol. 33(4), pages 618-635, July.
  57. Pang, Lei & Lu, Wenbin & Wang, Huixia Judy, 2012. "Variance estimation in censored quantile regression via induced smoothing," Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 785-796.
  58. Lima, Luiz Renato & Mesquita, Shirley & Wanamaker, Marianne, 2015. "Child labor and the wealth paradox: The role of altruistic parents," Economics Letters, Elsevier, vol. 130(C), pages 80-82.
  59. Whang, Yoon-Jae, 2006. "Smoothed Empirical Likelihood Methods For Quantile Regression Models," Econometric Theory, Cambridge University Press, vol. 22(02), pages 173-205, April.
  60. Paulo M.D.C. Parente & Joao M.C. Santos Silva, 2013. "Quantile regression with clustered data," Discussion Papers 1305, Exeter University, Department of Economics.
  61. Antecol, Heather & Eren, Ozkan & Ozbeklik, Serkan, 2013. "The Effect of Teach for America on the Distribution of Student Achievement in Primary School: Evidence from a Randomized Experiment," IZA Discussion Papers 7296, Institute for the Study of Labor (IZA).
  62. Buchinsky, Moshe, 1995. "Estimating the asymptotic covariance matrix for quantile regression models a Monte Carlo study," Journal of Econometrics, Elsevier, vol. 68(2), pages 303-338, August.
  63. Huber, Martin & Melly, Blaise, 2011. "Quantile Regression in the Presence of Sample Selection," Economics Working Paper Series 1109, University of St. Gallen, School of Economics and Political Science.
  64. Anil Kumar, 2012. "Nonparametric estimation of the impact of taxes on female labor supply," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(3), pages 415-439, 04.
  65. Thomas Bassetti & Filippo Pavesi, 2015. "Electoral Contributions and the Cost of Unpopularity," Working Papers 05/2015, University of Verona, Department of Economics.
  66. Otsu, Taisuke, 2008. "Conditional empirical likelihood estimation and inference for quantile regression models," Journal of Econometrics, Elsevier, vol. 142(1), pages 508-538, January.
  67. Andrés Langebaek R. & Diego Vásquez E., . "Determinantes de la actividad innovadora en la industria manufacturera colombiana," Borradores de Economia 433, Banco de la Republica de Colombia.
  68. Herman Kamil, 2012. "How Do Exchange Rate Regimes Affect Firms' Incentives to Hedge Currency Risk? Micro Evidence for Latin America," IMF Working Papers 12/69, International Monetary Fund.
  69. Shim, Jooyong & Hwang, Changha, 2009. "Support vector censored quantile regression under random censoring," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 912-919, February.
  70. Yijian Huang & Limin Peng, 2009. "Accelerated Recurrence Time Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(4), pages 636-648.
  71. 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.
  72. Cobb-Clark, Deborah A. & Kassenboehmer, Sonja C. & Sinning, Mathias G., 2013. "Locus of Control and Savings," Ruhr Economic Papers 455, Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI), Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  73. Schmidt, Christoph M. & Tauchmann, Harald, 2011. "Heterogeneity in the intergenerational transmission of alcohol consumption: A quantile regression approach," Journal of Health Economics, Elsevier, vol. 30(1), pages 33-42, January.
  74. Wichitaksorn, Nuttanan & Tsurumi, Hiroki, 2013. "Comparison of MCMC algorithms for the estimation of Tobit model with non-normal error: The case of asymmetric Laplace distribution," Computational Statistics & Data Analysis, Elsevier, vol. 67(C), pages 226-235.
  75. Jiang, Rong & Qian, Weimin & Zhou, Zhangong, 2012. "Variable selection and coefficient estimation via composite quantile regression with randomly censored data," Statistics & Probability Letters, Elsevier, vol. 82(2), pages 308-317.
  76. Christophe Muller, 2006. "Optimising Anti-Poverty Transfers With Quantile Regressions," IDEP Working Papers 0601, Institut d'economie publique (IDEP), Marseille, France, revised Feb 2006.
  77. Nawata, K., 1997. "Estimation of generalised regression models by the grouping method," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 43(3), pages 503-510.
  78. Joe Mattey, 1993. "Evidence on IO Technology Assumptions From the Longitudinal Research Database," Working Papers 93-8, Center for Economic Studies, U.S. Census Bureau.
  79. Florence Kondylis, 2008. "Agricultural Outputs and Conflict Displacement: Evidence from a Policy Intervention in Rwanda," Economic Development and Cultural Change, University of Chicago Press, vol. 57(1), pages 31-66, October.
  80. Florence Kondylis, 2005. "Agricultural Returns and Conflict: Quasi-Experimental Evidence from a Policy Intervention Programme in Rwanda," CEP Discussion Papers dp0709, Centre for Economic Performance, LSE.
  81. Moshe Buchinsky & Jinyong Hahn, 1998. "An Alternative Estimator for the Censored Quantile Regression Model," Econometrica, Econometric Society, vol. 66(3), pages 653-672, May.
  82. Christophe Muller & Sami Bibi, 2006. "Focused Targeting Against Poverty Evidence From Tunisia," Working Papers. Serie AD 2006-01, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  83. Paul J. Devereux & Gautam Tripathi, 2008. "Optimally combining Censored and Uncensored Datasets," Working Papers 200820, School of Economics, University College Dublin.
  84. Kuo, Chii-Shyan & Yu, Shih-Ti, 2013. "The non-uniform pricing effect of employee stock options using quantile regression," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 400-415.
  85. Yang, Xiao Rong & Zhang, Li Xin, 2008. "A note on self-weighted quantile estimation for infinite variance quantile autoregression models," Statistics & Probability Letters, Elsevier, vol. 78(16), pages 2731-2738, November.
  86. Achim Schmillen & Joachim Möller, 2009. "Determinants of Lifetime Unemployment - A Micro Data Analysis with Censored Quantile Regressions," Working Papers 275, Institut für Ost- und Südosteuropaforschung (Institute for East and South-East European Studies).
  87. Michael Rauber & Heinrich W. Ursprung, 2008. "Life Cycle and Cohort Productivity in Economic Research: The Case of Germany," German Economic Review, Verein für Socialpolitik, vol. 9, pages 431-456, November.
  88. Yang Yang & Tae-Hwy Lee, 2004. "Bagging Binary Predictors for Time Series," Econometric Society 2004 Far Eastern Meetings 512, Econometric Society.
  89. Chen, Songnian & Khan, Shakeeb, 2000. "Estimating censored regression models in the presence of nonparametric multiplicative heteroskedasticity," Journal of Econometrics, Elsevier, vol. 98(2), pages 283-316, October.
  90. Jakob W. Messner & Achim Zeileis & Jochen Broecker & Georg J. Mayr, 2013. "Improved Probabilistic Wind Power Forecasts with an Inverse Power Curve Transformation and Censored Regression," Working Papers 2013-01, Faculty of Economics and Statistics, University of Innsbruck.
  91. Chernozhukov, Victor & Fernández-Val, Iván & Kowalski, Amanda E., 2015. "Quantile regression with censoring and endogeneity," Journal of Econometrics, Elsevier, vol. 186(1), pages 201-221.
  92. Zhongjun Qu & Tatsushi Oka, 2010. "Estimating structural changes in regression quantiles," Boston University - Department of Economics - Working Papers Series WP2010-052, Boston University - Department of Economics.
  93. Christophe Muller & Sami Bibi, 2010. "Refining Targeting against Poverty Evidence from Tunisia," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 72(3), pages 381-410, 06.
  94. Deborah A. Cobb-Clark & Sonja C. Kassenboehmer & Mathias G. Sinning, 2014. "Locus of Control and Savings," Discussion Papers Series 498, School of Economics, University of Queensland, Australia.
  95. Gorton, Matthew & Sauer, Johannes & Peshevski, Mile & Bosev, Dane & Shekerinov, Darko & Quarrie, Steve, 2009. "Water Communities in the Republic of Macedonia: An Empirical Analysis of Membership Satisfaction and Payment Behavior," World Development, Elsevier, vol. 37(12), pages 1951-1963, December.
  96. Genya Kobayashi & Hideo Kozumi, 2012. "Bayesian analysis of quantile regression for censored dynamic panel data," Computational Statistics, Springer, vol. 27(2), pages 359-380, June.
  97. Pradhan, Jaya Prakash, 2010. "R&D strategy of small and medium enterprises in India: Trends and determinants," MPRA Paper 20951, University Library of Munich, Germany.
  98. Peng, Limin, 2012. "Self-consistent estimation of censored quantile regression," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 368-379.
  99. Fitzenberger, Bernd & Reize, Frank, 2002. "Quantilsregressionen der westdeutschen Verdienste: Ein Vergleich zwischen der Gehalts- und Lohnstrukturerhebung und der IAB-Beschäftigtenstichprobe," ZEW Discussion Papers 02-79, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  100. Moshe Buchinsky, 1998. "Recent Advances in Quantile Regression Models: A Practical Guideline for Empirical Research," Journal of Human Resources, University of Wisconsin Press, vol. 33(1), pages 88-126.
  101. Lu, Xuewen & Cheng, Tsung-Lin, 2007. "Randomly censored partially linear single-index models," Journal of Multivariate Analysis, Elsevier, vol. 98(10), pages 1895-1922, November.
  102. Chernozhukov, Victor & Hansen, Christian, 2006. "Instrumental quantile regression inference for structural and treatment effect models," Journal of Econometrics, Elsevier, vol. 132(2), pages 491-525, June.
  103. Elke Lüdemann & Ralf Wilke & Xuan Zhang, 2006. "Censored quantile regressions and the length of unemployment periods in West Germany," Empirical Economics, Springer, vol. 31(4), pages 1003-1024, November.
  104. Hong, Han & Preston, Bruce, 2012. "Bayesian averaging, prediction and nonnested model selection," Journal of Econometrics, Elsevier, vol. 167(2), pages 358-369.
  105. Marco Capasso & Tania Treibich & Bart Verspagen, 2015. "The medium-term effect of R&D on firm growth," Small Business Economics, Springer, vol. 45(1), pages 39-62, June.
  106. Steven Lehrer & Gregory Kordas, 2013. "Matching using semiparametric propensity scores," Empirical Economics, Springer, vol. 44(1), pages 13-45, February.
  107. Golan, Amos & Judge, George & Perloff, Jeffrey, 1997. "Estimation and inference with censored and ordered multinomial response data," Journal of Econometrics, Elsevier, vol. 79(1), pages 23-51, July.
  108. Victor Chernozhukov & Iv·n Fern·ndez-Val & Alfred Galichon, 2010. "Quantile and Probability Curves Without Crossing," Econometrica, Econometric Society, vol. 78(3), pages 1093-1125, 05.
  109. Ludsteck, Johannes & Haupt, Harry, 2007. "An Empirical Test of Reder Competition and Specific Human Capital Against Standard Wage Competition," Discussion Papers in Economics 1977, University of Munich, Department of Economics.
  110. Liangjun Su & Sainan Jin, 2005. "A Bootstrap Test for Conditional Symmetry," Annals of Economics and Finance, Society for AEF, vol. 6(2), pages 251-261, November.
  111. Eren, Ozkan & Ozbeklik, Serkan, 2013. "The effect of noncognitive ability on the earnings of young men: A distributional analysis with measurement error correction," Labour Economics, Elsevier, vol. 24(C), pages 293-304.
  112. Fitzenberger, Bernd & Wunderlich, Gaby, 2000. "Gender wage differences in West Germany: a cohort analysis," ZEW Discussion Papers 00-48, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  113. Schmidt, Christoph M. & Tauchmann, Harald, 2010. "Heterogeneity in the Intergenerational Transmission of Alcohol Consumption – A Quantile Regression Approach," Ruhr Economic Papers 186, Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI), Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  114. repec:ebl:ecbull:v:3:y:2007:i:1:p:1-9 is not listed on IDEAS
  115. Sun, Yiguo, 2006. "A Consistent Nonparametric Equality Test Of Conditional Quantile Functions," Econometric Theory, Cambridge University Press, vol. 22(04), pages 614-632, August.
  116. Zhenlin Yang & Liangjun Su, 2007. "Instrumental Variable Quantile Estimation of Spatial Autoregressive Models," Working Papers 05-2007, Singapore Management University, School of Economics.
  117. Amanda E. Kowalski, 2009. "Censored Quantile Instrumental Variable Estimates of the Price Elasticity of Expenditure on Medical Care," NBER Working Papers 15085, National Bureau of Economic Research, Inc.
  118. Sakata, Shinichi, 2007. "Instrumental variable estimation based on conditional median restriction," Journal of Econometrics, Elsevier, vol. 141(2), pages 350-382, December.
  119. Tao Chen & Gautam Tripathi, 2014. "A simple consistent test of conditional symmetry in symmetrically trimmed tobit models," CREA Discussion Paper Series 14-04, Center for Research in Economic Analysis, University of Luxembourg.
  120. Hideo Kozumi & Genya Kobayashi, 2009. "Gibbs Sampling Methods for Bayesian Quantile Regression," Discussion Papers 2009-02, Kobe University, Graduate School of Business Administration.
  121. repec:spo:wpecon:info:hdl:2441/5rkqqmvrn4tl22s9mc4b6ga2g is not listed on IDEAS
  122. Gustavsen, Geir Waehler & Jolliffe, Dean & Rickertsen, Kyrre, 2008. "Censored Quantile Regression and Purchases of Ice Cream," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6534, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  123. Wocken, Meike & Kneib, Thomas, 2012. "Tobit regression to estimate impact of EU market intervention in dairy sector," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122528, European Association of Agricultural Economists.
  124. Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2013. "Uniform post selection inference for LAD regression and other z-estimation problems," CeMMAP working papers CWP74/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  125. Kenneth Y. Chay & James L. Powell, 2001. "Semiparametric Censored Regression Models," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 29-42, Fall.
  126. Koenker, Roger, 2000. "Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics," Journal of Econometrics, Elsevier, vol. 95(2), pages 347-374, April.
  127. KIYGI CALLI, Meltem & WEVERBERGH, Marcel, 2008. "Forecasting newspaper demand with censored regression," Working Papers 2008006, University of Antwerp, Faculty of Applied Economics.
  128. 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.
  129. Yanlin Tang & Huixia Wang & Xuming He & Zhongyi Zhu, 2012. "An informative subset-based estimator for censored quantile regression," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 21(4), pages 635-655, December.
  130. Cédric Heuchenne & Ingrid Keilegom, 2010. "Estimation in nonparametric location-scale regression models with censored data," Annals of the Institute of Statistical Mathematics, Springer, vol. 62(3), pages 439-463, June.
  131. Thanasis Stengos & Dianqin Wang, 2007. "An algorithm for censored quantile regressions," Economics Bulletin, AccessEcon, vol. 3(1), pages 1-9.
  132. Pitselis, Georgios, 2013. "Quantile credibility models," Insurance: Mathematics and Economics, Elsevier, vol. 52(3), pages 477-489.
  133. Michael Berlemann & Marc-André Luik, 2014. "Institutional Reform and Depositors' Portfolio Choice - Evidence from Censored Quantile Regressions," CESifo Working Paper Series 4782, CESifo Group Munich.
  134. Ji, Yonggang & Lin, Nan & Zhang, Baoxue, 2012. "Model selection in binary and tobit quantile regression using the Gibbs sampler," Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 827-839.
  135. Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2013. "Uniform post selection inference for LAD regression models," CeMMAP working papers CWP24/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  136. Roger Koenker, . "Censored Quantile Regression Redux," Journal of Statistical Software, American Statistical Association, vol. 27(i06).
  137. Bilias, Yannis & Chen, Songnian & Ying, Zhiliang, 2000. "Simple resampling methods for censored regression quantiles," Journal of Econometrics, Elsevier, vol. 99(2), pages 373-386, December.
  138. Stefan Hochguertel, 2003. "Precautionary motives and portfolio decisions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(1), pages 61-77.
  139. Daniel Pollmann & Thomas Dohmen & Franz Palm, 2013. "Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes," SOEPpapers on Multidisciplinary Panel Data Research 572, DIW Berlin, The German Socio-Economic Panel (SOEP).
  140. Pradhan, Jaya Prakash, 2011. "Regional heterogeneity and firms’ innovation: the role of regional factors in industrial R&D in India," MPRA Paper 28096, University Library of Munich, Germany.
  141. Maria Karlsson & Thomas Laitila, 2014. "Finite mixture modeling of censored regression models," Statistical Papers, Springer, vol. 55(3), pages 627-642, August.
  142. Fitzenberger, Bernd & Winker, Peter, 2007. "Improving the computation of censored quantile regressions," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 88-108, September.
  143. Galvao Jr., Antonio F., 2011. "Quantile regression for dynamic panel data with fixed effects," Journal of Econometrics, Elsevier, vol. 164(1), pages 142-157, September.
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