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Citations for "Bootstrap Methods for Median Regression Models"

by Joel L. Horowitz

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  1. White, Halbert & Kim, Tae-Hwan, 2002. "Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression," University of California at San Diego, Economics Working Paper Series qt1s38s0dn, Department of Economics, UC San Diego.
  2. Juan Carlos Escanciano & Chuan Goh, 2010. "Specification Analysis of Structural Quantile Regression Models," Working Papers tecipa-415, University of Toronto, Department of Economics.
  3. Xiaohong Chen & Oliver Linton & Ingred van Keilegom, 2002. "Estimation of semiparametric models when the criterion function is not smooth," CeMMAP working papers CWP02/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  4. Oliver Linton, 2000. "Edgeworth Approximations for Semiparametric Instrumental Variable Estimators and Test Statistics," STICERD - Econometrics Paper Series 399, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  5. Hidehiko Ichimura & Sokbae Lee, 2006. "Characterization of the asymptotic distribution of semiparametric M-estimators," CeMMAP working papers CWP15/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  6. Fan, Yanqin & Liu, Ruixuan, 2016. "A direct approach to inference in nonparametric and semiparametric quantile models," Journal of Econometrics, Elsevier, vol. 191(1), pages 196-216.
  7. Pierre-Andre Chiappori & Ivana Komunjer & Dennis Kristensen, 2011. "Nonparametric Identification and Estimation of Transformation Models," CAM Working Papers 2011-01, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
  8. Gong, Xiaodong & van Soest, Arthur & Zhang, Ping, 2000. "Sexual Bias and Household Consumption: A Semiparametric Analysis of Engel Curves in Rural China," IZA Discussion Papers 212, Institute for the Study of Labor (IZA).
  9. Horowitz, Joel L., 2002. "Bootstrap critical values for tests based on the smoothed maximum score estimator," Journal of Econometrics, Elsevier, vol. 111(2), pages 141-167, December.
  10. James Andreoni & Marco Castillo & Ragan Petrie, 2009. "Revealing Preferences for Fairness in Ultimatum Bargaining," Korean Economic Review, Korean Economic Association, vol. 25, pages 35-63.
  11. Komunjer, Ivana, 2005. "Quasi-maximum likelihood estimation for conditional quantiles," Journal of Econometrics, Elsevier, vol. 128(1), pages 137-164, September.
  12. David M. Kaplan & Matt Goldman, 2011. "Nonparametric inference on conditional quantile differences and linear combinations, using L-statistics," Working Papers 1620, Department of Economics, University of Missouri, revised 21 Nov 2016.
  13. Oliver Linton & Myunghwan Seo, 2005. "A smoothed least squares estimator for threshold regression models," LSE Research Online Documents on Economics 4434, London School of Economics and Political Science, LSE Library.
  14. Yoshihiko Nishiyama & Peter M. Robinson, 2005. "The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives," Econometrica, Econometric Society, vol. 73(3), pages 903-948, 05.
  15. Yang Yang & Tae-Hwy Lee, 2004. "Bagging Binary Predictors for Time Series," Econometric Society 2004 Far Eastern Meetings 512, Econometric Society.
  16. Kaplan, David M. & Sun, Yixiao, 2012. "Smoothed Estimating Equations For Instrumental Variables Quantile Regression," University of California at San Diego, Economics Working Paper Series qt888657tp, Department of Economics, UC San Diego.
  17. David M. Kaplan & Matt Goldman, 2013. "IDEAL Quantile Inference via Interpolated Duals of Exact Analytic L-statistics," Working Papers 1315, Department of Economics, University of Missouri.
  18. Galvao, Antonio F. & Kato, Kengo, 2016. "Smoothed quantile regression for panel data," Journal of Econometrics, Elsevier, vol. 193(1), pages 92-112.
  19. Parente, Paulo M.D.C. & Smith, Richard J., 2011. "Gel Methods For Nonsmooth Moment Indicators," Econometric Theory, Cambridge University Press, vol. 27(01), pages 74-113, February.
  20. Song, Song & Ritov, Ya’acov & Härdle, Wolfgang K., 2012. "Bootstrap confidence bands and partial linear quantile regression," Journal of Multivariate Analysis, Elsevier, vol. 107(C), pages 244-262.
  21. Dimitris Politis, 2013. "Model-free model-fitting and predictive distributions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(2), pages 183-221, June.
  22. Otsu, Taisuke, 2008. "Conditional empirical likelihood estimation and inference for quantile regression models," Journal of Econometrics, Elsevier, vol. 142(1), pages 508-538, January.
  23. Xiaofeng Lv & Rui Li, 2013. "Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 97(4), pages 317-347, October.
  24. Juan Carlos Escanciano & Carlos Velasco, 2008. "Specification Tests of Parametric Dynamic Conditional Quantiles," Caepr Working Papers 2008-021, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
  25. repec:hal:journl:peer-00741628 is not listed on IDEAS
  26. Yafeng Wang & Brett Graham, 2013. "Generalized Maximum Entropy Estimation of Discrete Sequential Move Games of Perfect Information," WISE Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  27. Yoon-Jae Whang, 2004. "Smoothed Empirical Likelihood Methods for Quantile Regression Models," Cowles Foundation Discussion Papers 1453, Cowles Foundation for Research in Economics, Yale University.
  28. Lamarche, Carlos, 2011. "Measuring the incentives to learn in Colombia using new quantile regression approaches," Journal of Development Economics, Elsevier, vol. 96(2), pages 278-288, November.
  29. repec:hal:journl:peer-00732534 is not listed on IDEAS
  30. Gonzalez-Rivera, Gloria & Lee, Tae-Hwy & Mishra, Santosh, 2004. "Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood," International Journal of Forecasting, Elsevier, vol. 20(4), pages 629-645.
  31. Wang, Yafeng & Graham, Brett, 2009. "Generalized Maximum Entropy estimation of discrete sequential move games of perfect information," MPRA Paper 21331, University Library of Munich, Germany.
  32. Escanciano, J.C. & Goh, S.C., 2014. "Specification analysis of linear quantile models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 495-507.
  33. Antonio F. Galvao & Gabriel Montes-Rojas, 2015. "On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study," Econometrics, MDPI, Open Access Journal, vol. 3(3), pages 654-654, September.
  34. Liu, Z. J. & Rao, C. R., 2001. "MU-Estimation and Smoothing," Journal of Multivariate Analysis, Elsevier, vol. 76(2), pages 277-293, February.
  35. Huixia Judy Wang & Leonard A. Stefanski & Zhongyi Zhu, 2012. "Corrected-loss estimation for quantile regression with covariate measurement errors," Biometrika, Biometrika Trust, vol. 99(2), pages 405-421.
  36. Roger Koenker, 2000. "Inference on the Quantile Regression Process," Econometric Society World Congress 2000 Contributed Papers 0886, Econometric Society.
  37. Marcus Alexander & Matthew Harding & Carlos Lamarche, 2008. "The Political Economy of Heterogeneous Development: Quartile Effects of Income and Education," Discussion Papers 07-052, Stanford Institute for Economic Policy Research.
  38. George Anastassopoulos & Fragkiskos Filippaios & Paul Phillips, 2007. "An ‘eclectic’ investigation of tourism multinationals’ activities: Evidence from the Hotels and Hospitality Sector in Greece," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 08, Hellenic Observatory, LSE.
  39. Julio Galvez & Javier Mencía, 2014. "Distributional Linkages between European Sovereign Bond and Bank Asset Returns," Working Papers wp2014_1407, CEMFI.
  40. Wolfgang Karl Härdle & Ya’acov Ritov & Song Song, 2010. "Partial Linear Quantile Regression and Bootstrap Confidence Bands," SFB 649 Discussion Papers SFB649DP2010-002, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  41. Olivier Armantier & Amadou Boly, 2008. "Can Corruption Be Studied in the Lab? Comparing a Field and a Lab Experiment," CIRANO Working Papers 2008s-26, CIRANO.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.