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Small sample behaviour of quantile estimators

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  • Daniel Miles

Abstract

The Koenker and D'Orey (Econometrica, 46, pp. 43-61, 1987) algorithm is compared with the Minimum Distance estimator proposed by Buchinsky (Econometrica, 62, pp. 405-58, 1994) to estimate the parameters of conditional quantiles specified as linear models.

Suggested Citation

  • Daniel Miles, 2002. "Small sample behaviour of quantile estimators," Applied Economics Letters, Taylor & Francis Journals, vol. 9(14), pages 911-913.
    • Handle: RePEc:taf:apeclt:v:9:y:2002:i:14:p:911-913
    DOI: 10.1080/13504850210137794
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    References listed on IDEAS

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    1. Joop Hartog & Pedro Pereira & Jose Vieira, 2001. "Changing returns to education in Portugal during the 1980s and early 1990s: OLS and quantile regression estimators," Applied Economics, Taylor & Francis Journals, vol. 33(8), pages 1021-1037.
    2. Mueller, Richard E., 1998. "Public-private sector wage differentials in Canada: evidence from quantile regressions," Economics Letters, Elsevier, vol. 60(2), pages 229-235, August.
    3. Roger W. Koenker & Vasco D'Orey, 1987. "Computing Regression Quantiles," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 36(3), pages 383-393, November.
    4. Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
    5. Buchinsky, Moshe, 1994. "Changes in the U.S. Wage Structure 1963-1987: Application of Quantile Regression," Econometrica, Econometric Society, vol. 62(2), pages 405-458, March.
    6. Xulia GonzÂlez & Daniel Miles, 2001. "Wage inequality in a developing country: decrease in minimum wage or increase in education returns," Empirical Economics, Springer, vol. 26(1), pages 135-148.
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