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Quantile Regression With Measurement Error
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Cited by:
- Erich Battistin & Carlos Lamarche & Enrico Rettore, 2024.
"Quantiles of the gain distribution of an early childhood intervention,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(6), pages 1045-1064, September.
- Battistin, Erich & Lamarche, Carlos & Rettore, Enrico, 2020. "Quantiles of the Gain Distribution of an Early Childhood Intervention," IZA Discussion Papers 13101, Institute of Labor Economics (IZA).
- Roger Koenker, 2017. "Quantile regression 40 years on," CeMMAP working papers CWP36/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Manuel Arellano & Richard Blundell & Stéphane Bonhomme, 2017.
"Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework,"
Econometrica, Econometric Society, vol. 85, pages 693-734, May.
- Manuel Arellano & Richard Blundell & Stéphane Bonhomme, 2015. "Earnings and consumption dynamics: a nonlinear panel data framework," IFS Working Papers W15/24, Institute for Fiscal Studies.
- Arellano, Manuel & Blundell, Richard & Bonhomme, Stephane, 2015. "Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework," IZA Discussion Papers 9344, Institute of Labor Economics (IZA).
- Manuel Arellano & Richard Blundell & Stéphane Bonhomme, 2015. "Earnings and consumption dynamics: a nonlinear panel data framework," CeMMAP working papers CWP53/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Manuel Arellano & Richard Blundell & Stéphane Bonhomme, 2016. "Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework," Working Papers wp2016_1606, CEMFI.
- Manuel Arellano & Richard Blundell & Stéphane Bonhomme, 2015. "Earnings and consumption dynamics: a nonlinear panel data framework," CeMMAP working papers 53/15, Institute for Fiscal Studies.
- Manuel Arellano & Richard Blundell & Stéphane Bonhomme, 2015. "Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework," Working Papers wp2015_1506, CEMFI.
- Stacy, Brian, 2014. "Left with Bias? Quantile Regression with Measurement Error in Left Hand Side Variables," EconStor Preprints 104744, ZBW - Leibniz Information Centre for Economics.
- Manuel Arellano & Stéphane Bonhomme, 2016.
"Nonlinear panel data estimation via quantile regressions,"
Econometrics Journal, Royal Economic Society, vol. 19(3), pages 61-94, October.
- Manuel Arellano & Stéphane Bonhomme, 2015. "Nonlinear panel data estimation via quantile regressions," CeMMAP working papers 40/15, Institute for Fiscal Studies.
- Manuel Arellano & Stéphane Bonhomme, 2015. "Nonlinear panel data estimation via quantile regressions," CeMMAP working papers CWP40/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Manuel Arellano & Stéphane Bonhomme, 2015. "Nonlinear Panel Data Estimation via Quantile Regression," Working Papers wp2015_1505, CEMFI.
- Battistin, Erich & Lamarche, Carlos & Rettore, Enrico, 2020. "Quantiles of the Gain Distribution of an Early Child Intervention," CEPR Discussion Papers 14721, C.E.P.R. Discussion Papers.
- Weiming Yang & Yiping Yang, 2020. "Composite quantile regression estimation of linear error-in-variable models using instrumental variables," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 83(1), pages 1-16, January.
- Manuel Arellano & Stéphane Bonhomme, 2017.
"Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models,"
Annual Review of Economics, Annual Reviews, vol. 9(1), pages 471-496, September.
- Manuel Arellano & Stéphane Bonhomme, 2016. "Nonlinear panel data methods for dynamic heterogeneous agent models," CeMMAP working papers 51/16, Institute for Fiscal Studies.
- Manuel Arellano & Stéphane Bonhomme, 2016. "Nonlinear panel data methods for dynamic heterogeneous agent models," CeMMAP working papers CWP51/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Manuel Arellano & Stéphane Bonhomme, 2016. "Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models," Working Papers wp2016_1607, CEMFI.
- Manuel Arellano & Stéphane Bonhomme, 2017. "Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models," Working Papers wp2017_1703, CEMFI.
- 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.
- Graham, Bryan S. & Hahn, Jinyong & Poirier, Alexandre & Powell, James L., 2018.
"A quantile correlated random coefficients panel data model,"
Journal of Econometrics, Elsevier, vol. 206(2), pages 305-335.
- Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell, 2016. "A quantile correlated random coefficients panel data model," CeMMAP working papers CWP34/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell, 2016. "A quantile correlated random coefficients panel data model," CeMMAP working papers 34/16, Institute for Fiscal Studies.
- Damian Clarke & Manuel Llorca Jaña & Daniel Pailañir, 2023.
"The use of quantile methods in economic history,"
Historical Methods: A Journal of Quantitative and Interdisciplinary History, Taylor & Francis Journals, vol. 56(2), pages 115-132, April.
- Damian Clarke & Manuel Llorca Ja~na & Daniel Paila~nir, 2021. "The Use of Quantile Methods in Economic History," Papers 2108.06055, arXiv.org.
- Clarke, Damian & Llorca-Jaña, Manuel & Pailañir, Daniel, 2021. "The Use of Quantile Methods in Economic History," IZA Discussion Papers 14659, Institute of Labor Economics (IZA).
- Li, Meng & Wang, Kehui & Maity, Arnab & Staicu, Ana-Maria, 2022. "Inference in functional linear quantile regression," Journal of Multivariate Analysis, Elsevier, vol. 190(C).
- Roger Koenker, 2017. "Quantile regression 40 years on," CeMMAP working papers 36/17, Institute for Fiscal Studies.
- Alejo, Javier & Galvao, Antonio F. & Montes-Rojas, Gabriel, 2018. "Quantile continuous treatment effects," Econometrics and Statistics, Elsevier, vol. 8(C), pages 13-36.
- Chesher, Andrew, 2017.
"Understanding the effect of measurement error on quantile regressions,"
Journal of Econometrics, Elsevier, vol. 200(2), pages 223-237.
- Andrew Chesher, 2017. "Understanding the effect of measurement error on quantile regressions," CeMMAP working papers 19/17, Institute for Fiscal Studies.
- Andrew Chesher, 2017. "Understanding the effect of measurement error on quantile regressions," CeMMAP working papers CWP19/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Firpo, Sergio & Galvao, Antonio F. & Song, Suyong, 2017. "Measurement errors in quantile regression models," Journal of Econometrics, Elsevier, vol. 198(1), pages 146-164.
- Manuel Arellano & Richard Blundell & Stéphane Bonhomme, 2017.
"Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework,"
Econometrica,
Econometric Society, vol. 85, pages 693-734, May.
- Manuel Arellano & Richard Blundell & Stéphane Bonhomme, 2015. "Earnings and consumption dynamics: a nonlinear panel data framework," IFS Working Papers W15/24, Institute for Fiscal Studies.
- Manuel Arellano & Richard Blundell & Stéphane Bonhomme, 2016. "Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework," Working Papers 2016-25, Becker Friedman Institute for Research In Economics.
- Manuel Arellano & Richard Blundell & Stéphane Bonhomme, 2016. "Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework," Working Papers wp2016_1606, CEMFI.
- Manuel Arellano & Richard Blundell & Stéphane Bonhomme, 2015. "Earnings and consumption dynamics: a nonlinear panel data framework," CeMMAP working papers CWP53/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Manuel Arellano & Richard Blundell & Stéphane Bonhomme, 2015. "Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework," Working Papers wp2015_1506, CEMFI.
- Arellano, Manuel & Blundell, Richard & Bonhomme, Stephane, 2015. "Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework," IZA Discussion Papers 9344, Institute of Labor Economics (IZA).
- Anil K. Bera & Antonio F. Galvao Jr. & Gabriel V. Montes-Rojas & Sung Y. Park, 2014.
"Which Quantile is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression,"
World Scientific Book Chapters, in: Kaddour Hadri & William Mikhail (ed.), Econometric Methods and Their Applications in Finance, Macro and Related Fields, chapter 7, pages 167-199,
World Scientific Publishing Co. Pte. Ltd..
- Bera, A. K. & Galvao Jr, A. F. & Montes-Rojas, G. & Park, S. Y., 2010. "Which quantile is the most informative? Maximum likelihood, maximum entropy and quantile regression," Working Papers 10/08, Department of Economics, City University London.
- Jingxuan Luo & Lili Yue & Gaorong Li, 2023. "Overview of High-Dimensional Measurement Error Regression Models," Mathematics, MDPI, vol. 11(14), pages 1-22, July.
- Gimenes, Nathalie & Guerre, Emmanuel, 2022. "Quantile regression methods for first-price auctions," Journal of Econometrics, Elsevier, vol. 226(2), pages 224-247.
- Guodong Li & Yang Li & Chih-Ling Tsai, 2015. "Quantile Correlations and Quantile Autoregressive Modeling," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(509), pages 246-261, March.
- Aiai Yu & Yujie Zhong & Xingdong Feng & Ying Wei, 2023. "Quantile regression for nonignorable missing data with its application of analyzing electronic medical records," Biometrics, The International Biometric Society, vol. 79(3), pages 2036-2049, September.
- 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.
- Schmidt, Christoph M. & Tauchmann, Harald, 2010. "Heterogeneity in the Intergenerational Transmission of Alcohol Consumption – A Quantile Regression Approach," Ruhr Economic Papers 186, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- 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.
- Hao Cheng & Ying Wei, 2018. "A fast imputation algorithm in quantile regression," Computational Statistics, Springer, vol. 33(4), pages 1589-1603, December.
- Bera Anil K. & Galvao Antonio F. & Montes-Rojas Gabriel V. & Park Sung Y., 2016. "Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression," Journal of Econometric Methods, De Gruyter, vol. 5(1), pages 79-101, January.
- Hu, Yingyao, 2017. "The Econometrics of Unobservables -- Latent Variable and Measurement Error Models and Their Applications in Empirical Industrial Organization and Labor Economics [The Econometrics of Unobservables]," Economics Working Paper Archive 64578, The Johns Hopkins University,Department of Economics, revised 2021.
- Yuanshan Wu & Yanyuan Ma & Guosheng Yin, 2015. "Smoothed and Corrected Score Approach to Censored Quantile Regression With Measurement Errors," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(512), pages 1670-1683, December.
- Manuel Arellano & Stéphane Bonhomme, 2017. "Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models," Working Papers wp2018_1703, CEMFI.
- Jerry Hausman & Haoyang Liu & Ye Luo & Christopher Palmer, 2021.
"Errors in the Dependent Variable of Quantile Regression Models,"
Econometrica, Econometric Society, vol. 89(2), pages 849-873, March.
- Jerry A. Hausman & Haoyang Liu & Ye Luo & Christopher Palmer, 2019. "Errors in the Dependent Variable of Quantile Regression Models," NBER Working Papers 25819, National Bureau of Economic Research, Inc.
- Giglio, Stefano & Kelly, Bryan & Pruitt, Seth, 2016.
"Systemic risk and the macroeconomy: An empirical evaluation,"
Journal of Financial Economics, Elsevier, vol. 119(3), pages 457-471.
- Stefano Giglio & Bryan T. Kelly & Seth Pruitt, 2015. "Systemic Risk and the Macroeconomy: An Empirical Evaluation," NBER Working Papers 20963, National Bureau of Economic Research, Inc.
- Cheng, Hao, 2021. "Importance sampling imputation algorithms in quantile regression with their application in CGSS data," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 188(C), pages 498-508.
- Liqiong Chen & Antonio F. Galvao & Suyong Song, 2021. "Quantile Regression with Generated Regressors," Econometrics, MDPI, vol. 9(2), pages 1-35, April.
- Yuzhu Tian & Manlai Tang & Maozai Tian, 2018. "Joint modeling for mixed-effects quantile regression of longitudinal data with detection limits and covariates measured with error, with application to AIDS studies," Computational Statistics, Springer, vol. 33(4), pages 1563-1587, December.