Two-step estimation of censored quantile regression for duration models with time-varying regressors
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DOI: 10.1016/j.jeconom.2022.09.006
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More about this item
Keywords
Quantile regression; Censoring; Time-varying regressors; Duration analysis;All these keywords.
JEL classification:
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
- C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
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