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Two Stage Least Absolute Deviations Estimators
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Cited by:
- Kabir, Md. Nurul & Worthington, Andrew C., 2017.
"The ‘competition–stability/fragility’ nexus: A comparative analysis of Islamic and conventional banks,"
International Review of Financial Analysis, Elsevier, vol. 50(C), pages 111-128.
- Kabir Md. Nurul & Andrew C. Worthington, 2015. "The â competitionâ stability/fragilityâ nexus: A comparative analysis of Islamic and conventional banks," Discussion Papers in Finance finance:201513, Griffith University, Department of Accounting, Finance and Economics.
- 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.
- Galvao, Antonio F. & Montes-Rojas, Gabriel, 2015. "On the equivalence of instrumental variables estimators for linear models," Economics Letters, Elsevier, vol. 134(C), pages 13-15.
- Lee, Lung-fei, 1995. "Semiparametric maximum likelihood estimation of polychotomous and sequential choice models," Journal of Econometrics, Elsevier, vol. 65(2), pages 381-428, February.
- Bai, Z. D. & Wu, Y., 1997. "On necessary conditions for the weak consistency of minimum L1-norm estimates in linear models," Statistics & Probability Letters, Elsevier, vol. 34(2), pages 193-199, June.
- Ma, Lingjie & Koenker, Roger, 2006.
"Quantile regression methods for recursive structural equation models,"
Journal of Econometrics, Elsevier, vol. 134(2), pages 471-506, October.
- Lingjie Ma & Roger Koenker, 2004. "Quantile regression methods for recursive structural equation models," CeMMAP working papers CWP01/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Horowitz, Joel L. & Lee, Sokbae, 2009.
"Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative,"
Journal of Econometrics, Elsevier, vol. 152(2), pages 141-152, October.
- Joel L. Horowitz & Sokbae (Simon) Lee, 2007. "Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative," CeMMAP working papers CWP02/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Tae-Hwan Kim & Christophe Muller, 2020. "Inconsistency transmission and variance reduction in two-stage quantile regression," Post-Print hal-02084505, HAL.
- Javier Alejo & Antonio F Galvao & Gabriel Montes-Rojas, 2023.
"A first-stage representation for instrumental variables quantile regression,"
The Econometrics Journal, Royal Economic Society, vol. 26(3), pages 350-377.
- Javier Alejo & Antonio F. Galvao & Gabriel Montes-Rojas, 2021. "A first-stage representation for instrumental variables quantile regression," Papers 2102.01212, arXiv.org, revised Feb 2022.
- de Castro, Luciano & Galvao, Antonio F. & Kaplan, David M. & Liu, Xin, 2019.
"Smoothed GMM for quantile models,"
Journal of Econometrics, Elsevier, vol. 213(1), pages 121-144.
- Luciano de Castro & Antonio F. Galvao & David M. Kaplan & Xin Liu, 2017. "Smoothed GMM for quantile models," Papers 1707.03436, arXiv.org, revised Feb 2018.
- Luciano de Castro & Antonio F. Galvao & David M. Kaplan & Xin Liu, 2018. "Smoothed GMM for quantile models," Working Papers 1803, Department of Economics, University of Missouri.
- Cizek, P., 2009.
"Generalized Methods of Trimmed Moments,"
Discussion Paper
2009-25, Tilburg University, Center for Economic Research.
- Cizek, P., 2009. "Generalized Methods of Trimmed Moments," Other publications TiSEM 46607f30-95c0-430a-8ef9-2, Tilburg University, School of Economics and Management.
- Catania, Leopoldo & Luati, Alessandra, 2023. "Semiparametric modeling of multiple quantiles," Journal of Econometrics, Elsevier, vol. 237(2).
- Muller, Christophe, 2018.
"Heterogeneity and nonconstant effect in two-stage quantile regression,"
Econometrics and Statistics, Elsevier, vol. 8(C), pages 3-12.
- Christophe Muller, 2017. "Heterogeneity and Non-Constant Effect in Two-Stage Quantile Regression," Working Papers halshs-01157552, HAL.
- Christophe Muller, 2018. "Heterogeneity and nonconstant effect in two-stage quantile regression," Post-Print hal-01647474, HAL.
- Klaus Schaeck & Martin Cihák, 2014. "Competition, Efficiency, and Stability in Banking," Financial Management, Financial Management Association International, vol. 43(1), pages 215-241, March.
- Martin Falk & Eva Hagsten, 2014. "Output growth and prices of establishments in the Swedish lodging industry," ERSA conference papers ersa14p360, European Regional Science Association.
- Liangjun Su & Zhenlin Yang, 2007.
"Instrumental Variable Quantile Estimation of Spatial Autoregressive Models,"
Development Economics Working Papers
22476, East Asian Bureau of Economic Research.
- Zhenlin Yang & Liangjun Su, 2007. "Instrumental Variable Quantile Estimation of Spatial Autoregressive Models," Working Papers 05-2007, Singapore Management University, School of Economics.
- Domínguez, Manuel A., 1997. "Consistent specification testing of quantile regression models," DES - Working Papers. Statistics and Econometrics. WS 6211, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Tae-Hwan Kim & Christophe Muller, 2017.
"A robust test of exogeneity based on quantile regressions,"
Post-Print
hal-01647506, HAL.
- Tae-Hwan Kim & Christophe Muller, 2017. "A Robust Test of Exogeneity Based on Quantile Regressions," Working Papers halshs-01508067, HAL.
- Tae-Hwan Kim & Christophe Muller, 2017. "A Robust Test of Exogeneity Based on Quantile Regressions," AMSE Working Papers 1716, Aix-Marseille School of Economics, France.
- Mukherjee, Kanchan, 2000. "Linearization Of Randomly Weighted Empiricals Under Long Range Dependence With Applications To Nonlinear Regression Quantiles," Econometric Theory, Cambridge University Press, vol. 16(3), pages 301-323, June.
- Andrew Chesher, 2001.
"Exogenous impact and conditional quantile functions,"
Econometrics
0108001, University Library of Munich, Germany.
- Andrew Chesher, 2001. "Exogenous impact and conditional quantile functions," CeMMAP working papers 01/01, Institute for Fiscal Studies.
- Andrew Chesher, 2001. "Exogenous impact and conditional quantile functions," CeMMAP working papers CWP01/01, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Guido W. Imbens & Whitney K. Newey, 2009.
"Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity,"
Econometrica, Econometric Society, vol. 77(5), pages 1481-1512, September.
- Guido W. Imbens & Whitney K. Newey, 2002. "Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity," NBER Technical Working Papers 0285, National Bureau of Economic Research, Inc.
- Whitney Newey & Guido Imbens, 2004. "Identification and Estimation of Triangular Simultaneous Equations Models without Additivity," Econometric Society 2004 North American Summer Meetings 594, Econometric Society.
- Jun, Sung Jae, 2008. "Weak identification robust tests in an instrumental quantile model," Journal of Econometrics, Elsevier, vol. 144(1), pages 118-138, May.
- Divine Ikenwilo & Anthony Scott, 2007. "The effects of pay and job satisfaction on the labour supply of hospital consultants," Health Economics, John Wiley & Sons, Ltd., vol. 16(12), pages 1303-1318.
- J. Harold & J. Cullinan & S. Lyons, 2017. "The income elasticity of household energy demand: a quantile regression analysis," Applied Economics, Taylor & Francis Journals, vol. 49(54), pages 5570-5578, November.
- Andreou, E. & Werker, B.J.M., 2004. "An Alternative Asymptotic Analysis of Residual-Based Statistics," Discussion Paper 2004-56, Tilburg University, Center for Economic Research.
- Dima, Bogdan & Dincă, Marius Sorin & Spulbăr, Cristi, 2014. "Financial nexus: Efficiency and soundness in banking and capital markets," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 100-124.
- Ortiz-Molina, Hernan, 2007. "Executive compensation and capital structure: The effects of convertible debt and straight debt on CEO pay," Journal of Accounting and Economics, Elsevier, vol. 43(1), pages 69-93, March.
- Grimard, Franque, 1997. "Household consumption smoothing through ethnic ties: evidence from Cote d'Ivoire," Journal of Development Economics, Elsevier, vol. 53(2), pages 391-422, August.
- Wolters, Maik H., 2012.
"Estimating monetary policy reaction functions using quantile regressions,"
Journal of Macroeconomics, Elsevier, vol. 34(2), pages 342-361.
- Wolters, Maik Hendrik, 2010. "Estimating Monetary Policy Reaction Functions Using Quantile Regressions," MPRA Paper 23857, University Library of Munich, Germany.
- Billger, Sherrilyn M., 2007. "Principals as Agents? Investigating Accountability in the Compensation and Performance of School Principals," IZA Discussion Papers 2662, Institute of Labor Economics (IZA).
- Gabriela Bezerra Medeiros & Marcelo Savino Portugal & Edilean Kleber da Silva Bejarano Aragón, 2017. "Endogeneity and nonlinearities in Central Bank of Brazil’s reaction functions: an inverse quantile regression approach," Empirical Economics, Springer, vol. 53(4), pages 1503-1527, December.
- Atella, Vincenzo & Pace, Noemi & Vuri, Daniela, 2008.
"Are employers discriminating with respect to weight?: European Evidence using Quantile Regression,"
Economics & Human Biology, Elsevier, vol. 6(3), pages 305-329, December.
- Vincenzo Atella & Noemi Pace & Daniela Vuri, 2008. "Are employers discriminating with respect to weight? European Evidence using Quantile Regression," CEIS Research Paper 123, Tor Vergata University, CEIS, revised 14 Jul 2008.
- Christophe Muller, 2019.
"Linear Quantile Regression and Endogeneity Correction,"
Biostatistics and Biometrics Open Access Journal, Juniper Publishers Inc., vol. 9(5), pages 123-128, August.
- Christophe Muller, 2019. "Linear Quantile Regression and Endogeneity Correction," Post-Print hal-02618513, HAL.
- Christophe Muller, 2019. "Linear Quantile Regression and Endogeneity Correction," Working Papers halshs-02272874, HAL.
- Christophe Muller, 2019. "Linear Quantile Regression and Endogeneity Correction," AMSE Working Papers 1920, Aix-Marseille School of Economics, France.
- Maresa, SPRIETSMA & Fabio, WALTENBERG, 2005. "The impact of teachers’ wages on students’ performance in the presence of heterogeneity and endogeneity. Evidence from Brazil," Discussion Papers (ECON - Département des Sciences Economiques) 2005008, Université catholique de Louvain, Département des Sciences Economiques.
- Vikash Gautam & Rajendra Vaidya, 2014. "Growth and finance constraints in Indian manufacturing firms," Applied Financial Economics, Taylor & Francis Journals, vol. 24(1), pages 31-40, January.
- Boizot-Szantai, Christine & Etile, Fabrice, 2005. "The Food Prices / Body Mass Index Relationship: Theory and Evidence from a Sample of French Adults," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24734, European Association of Agricultural Economists.
- Fabrizio Pompei & Mirella Damiani & Andrea Ricci, 2019.
"Family firms, performance-related pay, and the great crisis: evidence from the Italian case,"
Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 28(5), pages 1193-1225.
- Pompei, Fabrizio & Damiani, Mirella & Andrea, Ricci, 2018. "Family firms, performance-related pay and the great crisis: evidence from the Italian case," MPRA Paper 91301, University Library of Munich, Germany.
- Grigory Franguridi & Bulat Gafarov & Kaspar Wüthrich, 2021. "Conditional Quantile Estimators: A Small Sample Theory," CESifo Working Paper Series 9046, CESifo.
- Edvin Xhango, 2017. "Fiscal Burden And Business Opportunities," Sociology and Social Work Review, International Society for projects in Education and Research, vol. 1(2), pages 46-55, December.
- Chesher, Andrew, 2007.
"Instrumental values,"
Journal of Econometrics, Elsevier, vol. 139(1), pages 15-34, July.
- Andrew Chesher, 2002. "Instrumental Values," CeMMAP working papers 17/02, Institute for Fiscal Studies.
- Andrew Chesher, 2002. "Instrumental Values," CeMMAP working papers CWP17/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Tae-Hwan Kim & Christophe Muller, 2013.
"A Test for Endogeneity in Conditional Quantiles,"
Working Papers
halshs-00854527, HAL.
- Tae-Hwan Kim & Christophe Muller, 2013. "A Test for Endogeneity in Conditional Quantiles," AMSE Working Papers 1342, Aix-Marseille School of Economics, France, revised Aug 2013.
- Jhon James Mora, 2003.
"Sheepskin effects and screening in Colombia,"
Colombian Economic Journal, Universidad Nacional de Colombia, FCE, CID, April.
- Jhon James Mora, 2003. "Sheepskin effects and screening in Colombia," Colombian Economic Journal, Academia Colombiana de Ciencias Economicas, Colegio Mayor de Nuestra Senora del Rosario, Pontificia Universidad Javeriana, Universidad de Antioquia, Universidad de los Andes, Universidad del Valle, Universidad Externado de Colombia, Universidad Nacional de Colombia, vol. 1(1), pages 95-108, December.
- Marilena Furno, 2020. "Returns to Education and Gender Wage Gap Across Quantiles in Italy," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 12(2), pages 145-169, June.
- Liu, Sezhu & Hite, Diane, 2013. "Measuring the Effect of Green Space on Property Value: An Application of the Hedonic Spatial Quantile Regression," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 143045, Southern Agricultural Economics Association.
- Victor Chernozhukov & Christian Hansen & Kaspar Wuthrich, 2020. "Instrumental Variable Quantile Regression," Papers 2009.00436, arXiv.org.
- Young, Nathan & Senauer, Benjamin, 1988. "Estimation Of A Direct Utility Function For Food Expenditures," Staff Papers 13737, University of Minnesota, Department of Applied Economics.
- Tae-Hwan Kim & Christophe Muller, 2004.
"Two-stage quantile regression when the first stage is based on quantile regression,"
Econometrics Journal, Royal Economic Society, vol. 7(1), pages 218-231, June.
- Christophe Muller & Tae-Hwan Kim, 2004. "Two-Stage Quantile Regression When The First Stage Is Based On Quantile Regression," Working Papers. Serie AD 2004-03, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Muñoz, Fernando & Vargas, María & Vicente, Ruth, 2014. "Fund flow bias in market timing skill. Evidence of the clientele effect," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 257-269.
- Schaeck, K. & Cihák, M., 2010.
"Competition, Efficiency, and Soundness in Banking : An Industrial Organization Perspective,"
Other publications TiSEM
0d6abee8-6362-4576-98ce-1, Tilburg University, School of Economics and Management.
- Schaeck, K. & Cihák, M., 2010. "Competition, Efficiency, and Soundness in Banking : An Industrial Organization Perspective," Other publications TiSEM 35600d21-0ec7-40be-9a18-5, Tilburg University, School of Economics and Management.
- Schaeck, K. & Cihák, M., 2010. "Competition, Efficiency, and Soundness in Banking : An Industrial Organization Perspective," Discussion Paper 2010-68S, Tilburg University, Center for Economic Research.
- Kan, Kamhon & Tsai, Wei-Der, 2004.
"Obesity and risk knowledge,"
Journal of Health Economics, Elsevier, vol. 23(5), pages 907-934, September.
- Kamhon KAN & Wei-Der TSAI, 2004. "Obesity and Risk Knowledge," IEAS Working Paper : academic research 04-A002, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Jia-Young Michael Fu & Joel L. Horowitz & Matthias Parey, 2015.
"Testing exogeneity in nonparametric instrumental variables identified by conditional quantile restrictions,"
CeMMAP working papers
68/15, Institute for Fiscal Studies.
- Jia-Young Michael Fu & Joel L. Horowitz & Matthias Parey, 2015. "Testing exogeneity in nonparametric instrumental variables identified by conditional quantile restrictions," CeMMAP working papers CWP68/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Joel L. Horowitz & Sokbae Lee, 2007.
"Nonparametric Instrumental Variables Estimation of a Quantile Regression Model,"
Econometrica, Econometric Society, vol. 75(4), pages 1191-1208, July.
- Joel L. Horowitz & Sokbae (Simon) Lee, 2006. "Nonparametric instrumental variables estimation of a quantile regression model," CeMMAP working papers CWP09/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Lee, Sokbae, 2007.
"Endogeneity in quantile regression models: A control function approach,"
Journal of Econometrics, Elsevier, vol. 141(2), pages 1131-1158, December.
- Sokbae (Simon) Lee, 2004. "Endogeneity in quantile regression models: a control function approach," CeMMAP working papers 08/04, Institute for Fiscal Studies.
- Sokbae Lee, 2004. "Endogeneity in Quantile Regression Models: A Control Function Approach," Econometric Society 2004 North American Summer Meetings 521, Econometric Society.
- 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.
- 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.
- Andreou, E. & Werker, B.J.M., 2004. "An Alternative Asymptotic Analysis of Residual-Based Statistics," Other publications TiSEM 93fe16c1-9f21-4dab-9b73-4, Tilburg University, School of Economics and Management.
- Petach, Luke & Tavani, Daniele, 2017. "Keeping up with the Joneses: Other-regarding Preferences and Endogenous Growth," EconStor Preprints 169416, ZBW - Leibniz Information Centre for Economics.
- Baer, Werner & Galvão Jr., Antonio Fialho, 2008. "Tax burden, government expenditures and income distribution in Brazil," The Quarterly Review of Economics and Finance, Elsevier, vol. 48(2), pages 345-358, May.
- Bingham, Matthew F. & MacNair, Douglas J. & Dunford, Richard W., 1998. "Mad About Blue: An Empirical Comparison Of Minimum Absolute Deviations And Ordinary Least Squares Estimates Of Consumer Surplus," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20828, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Shin-Yi Chou & Echu Liu & Min-Jen Lin & Jin-Tan Liu, 2015. "Better peers, better scores? A study of twin junior high school graduates in Taiwan," Applied Economics, Taylor & Francis Journals, vol. 47(32), pages 3462-3481, July.
- Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2012.
"Optimal inference for instrumental variables regression with non-Gaussian errors,"
Journal of Econometrics, Elsevier, vol. 167(1), pages 1-15.
- Mathias D. Cattaneo & Richard K. Crump & Michael Jansson, 2007. "Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors," CREATES Research Papers 2007-11, Department of Economics and Business Economics, Aarhus University.
- Gilles Dufrenot & Valerie Mignon & Charalambos Tsangarides, 2010.
"The trade-growth nexus in the developing countries: a quantile regression approach,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 146(4), pages 731-761, December.
- Gilles Dufrénot & Valérie Mignon & Charalambos Tsangarides, 2009. "The Trade-Growth Nexus in the Developing Countries: a Quantile Regression Approach," Working Papers 2009-04, CEPII research center.
- Matteo Cominetta, 2016. "Financial Contagion: A New Perspective (and a New Test)," Working Papers 12, European Stability Mechanism.
- Hung, Jessica & Chang, Vincent Y. L., 2018. "The analysis of capital structure for propertyliability insurers: A quantile regression approach," Business and Economic Horizons (BEH), Prague Development Center, vol. 14(4), pages 829-850, August.
- Christophe Muller & Tae-Hwan Kim, 2005. "Two-Stage Huber Estimation," Working Papers. Serie AD 2005-17, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Sakata, Shinichi, 2007. "Instrumental variable estimation based on conditional median restriction," Journal of Econometrics, Elsevier, vol. 141(2), pages 350-382, December.
- Zeng, Di & Alwang, Jeffrey Roger & Norton, George & Shiferaw, Bekele & Jaleta, Moti & Yirga, Chilot, 2014. "Agricultural Technology Adoption and Child Nutrition: Improved Maize Varieties in Rural Ethiopia," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 171427, Agricultural and Applied Economics Association.
- Damiani, Mirella & Pompei, Fabrizio & Ricci, Andrea, 2014. "Enterprise-level bargaining and labour productivity of Italian family firms: a quantile regression analysis," MPRA Paper 60380, University Library of Munich, Germany.
- Carroll, Robert & Holtz-Eakin, Douglas & Rider, Mark & Rosen, Harvey S, 2000.
"Income Taxes and Entrepreneurs' Use of Labor,"
Journal of Labor Economics, University of Chicago Press, vol. 18(2), pages 324-351, April.
- Robert Carroll & Douglas Holtz-Eakin & Mark Rider & Harvey S. Rosen, 1996. "Income Taxes and Entrepreneur' Use of Labor," Working Papers 752, Princeton University, Department of Economics, Industrial Relations Section..
- Robert Carroll & Douglas Holtz-Eakin & Mark Rider & Harvey S. Rosen, 2000. "Income Taxes and Entrepreneurs' Use of Labor," NBER Working Papers 6578, National Bureau of Economic Research, Inc.
- Jamal Bouoiyour & Amal Miftah & Refk Selmi, 2019. "The economic contribution of immigration on Europe: Fresh evidence from a “hybrid” quantile regression model," Working Papers hal-02346700, HAL.
- Angel López-Nicolás & Jaume García & Pedro J. Hernández, 2001.
"How wide is the gap? An investigation of gender wage differences using quantile regression,"
Empirical Economics, Springer, vol. 26(1), pages 149-167.
- Jaume Garcia & Pedro J. Hernández & Ángel López Nicolás, 1998. "How wide is the gap? An investigation of gender wage differences using quantile regression," Economics Working Papers 287, Department of Economics and Business, Universitat Pompeu Fabra.
- Javier Alejo & Antonio F. Galvao & Gabriel Montes-Rojas, 2020. "A first-stage test for instrumental variables quantile regression," Asociación Argentina de Economía Política: Working Papers 4304, Asociación Argentina de Economía Política.
- Sølvsten, Mikkel, 2020. "Robust estimation with many instruments," Journal of Econometrics, Elsevier, vol. 214(2), pages 495-512.
- Maronna, Ricardo A. & Yohai, Víctor J., 1994. "Robust estimation in simultaneous equations models," DES - Working Papers. Statistics and Econometrics. WS 3956, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Dhruv Rohatgi & Vasilis Syrgkanis, 2021. "Robust Generalized Method of Moments: A Finite Sample Viewpoint," Papers 2110.03070, arXiv.org, revised Oct 2021.
- Liang Chen & Yulong Huo, 2019. "A Simple Estimator for Quantile Panel Data Models Using Smoothed Quantile Regressions," Papers 1911.04729, arXiv.org.
- Hu, Jin-Li & Yu, Hsueh-E, 2014. "Risk management in life insurance companies: Evidence from Taiwan," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 185-199.
- Siddique, Md Abubakar & Nobanee, Haitham & Karim, Sitara & Naz, Farah, 2023. "Do green financial markets offset the risk of cryptocurrencies and carbon markets?," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 822-833.
- Naeem, Muhammad Abubakr & Shahzad, Mohammad Rahim & Karim, Sitara & Assaf, Rima, 2023. "Tail risk transmission in technology-driven markets," Global Finance Journal, Elsevier, vol. 57(C).
- Liang Chen, 2019. "Nonparametric Quantile Regressions for Panel Data Models with Large T," Papers 1911.01824, arXiv.org, revised Sep 2020.
- Otsu, Taisuke, 2008. "Conditional empirical likelihood estimation and inference for quantile regression models," Journal of Econometrics, Elsevier, vol. 142(1), pages 508-538, January.
- Gabriela V. Cohen Freue & Hernan Ortiz-Molina & Ruben H. Zamar, 2013. "A Natural Robustification of the Ordinary Instrumental Variables Estimator," Biometrics, The International Biometric Society, vol. 69(3), pages 641-650, September.
- Galvao, Antonio F. & Kato, Kengo, 2016. "Smoothed quantile regression for panel data," Journal of Econometrics, Elsevier, vol. 193(1), pages 92-112.
- Sergio Firpo, 2007.
"Efficient Semiparametric Estimation of Quantile Treatment Effects,"
Econometrica, Econometric Society, vol. 75(1), pages 259-276, January.
- Sergio Firpo, 2004. "Efficient Semiparametric Estimation of Quantile Treatment Effects," Econometric Society 2004 North American Summer Meetings 605, Econometric Society.
- Arun Kumar Kuchibhotla & Ayanendranath Basu, 2017. "On the asymptotics of minimum disparity estimation," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(3), pages 481-502, September.
- Garcia-Jorcano, Laura & Sanchis-Marco, Lidia, 2022. "Spillover effects between commodity and stock markets: A SDSES approach," Resources Policy, Elsevier, vol. 79(C).
- Chernozhukov, Victor & Hansen, Christian, 2008. "Instrumental variable quantile regression: A robust inference approach," Journal of Econometrics, Elsevier, vol. 142(1), pages 379-398, January.
- Rima Rajab & Milan Dražić & Nenad Mladenović & Pavle Mladenović & Keming Yu, 2015. "Fitting censored quantile regression by variable neighborhood search," Journal of Global Optimization, Springer, vol. 63(3), pages 481-500, November.
- Antonio Rubia Serrano & Lidia Sanchis-Marco, 2015. "Measuring Tail-Risk Cross-Country Exposures in the Banking Industry," Working Papers. Serie AD 2015-01, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Jolliffe, Dean, 2004. "The impact of education in rural Ghana: examining household labor allocation and returns on and off the farm," Journal of Development Economics, Elsevier, vol. 73(1), pages 287-314, February.
- Tae-Hwan Kim & Christophe Muller, 2012. "A test for endogeneity in conditional quantile models," Working papers 2012rwp-49, Yonsei University, Yonsei Economics Research Institute.
- Trogdon, Justin G. & Nonnemaker, James & Pais, Joanne, 2008. "Peer effects in adolescent overweight," Journal of Health Economics, Elsevier, vol. 27(5), pages 1388-1399, September.
- Susane Leguizamon, 2016. "Who cares about relative status? A quantile approach to consumption of relative house size," Applied Economics Letters, Taylor & Francis Journals, vol. 23(5), pages 307-312, March.
- Naeem, Muhammad Abubakr & Ashraf, Sania & Karim, Sitara & Moussa, Faten, 2024. "Green finance under stress: Unraveling the spillover effects of tail risk," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 225-236.
- Cristina Bernini & Silvia Emili & Federica Galli, 2021. "Does urbanization matter in the expenditure‐happiness nexus?," Papers in Regional Science, Wiley Blackwell, vol. 100(6), pages 1403-1428, December.
- Krishnakumar, J. & Ronchetti, E., 1997. "Robust estimators for simultaneous equations models," Journal of Econometrics, Elsevier, vol. 78(2), pages 295-314, June.
- 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.
- Tae-Hwan Kim & Halbert White, 2003.
"Estimation, Inference, And Specification Testing For Possibly Misspecified Quantile Regression,"
Advances in Econometrics, in: Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later, pages 107-132,
Emerald Group Publishing Limited.
- 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.
- de Castro, Luciano & Galvao, Antonio F. & Kaplan, David M. & Liu, Xin, 2019.
"Smoothed GMM for quantile models,"
Journal of Econometrics, Elsevier, vol. 213(1), pages 121-144.
- Luciano de Castro & Antonio F. Galvao & David M. Kaplan, 2017. "Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations," Working Papers 1710, Department of Economics, University of Missouri, revised 28 Feb 2018.
- Luciano de Castro & Antonio F. Galvao & David M. Kaplan & Xin Liu, 2018. "Smoothed GMM for quantile models," Working Papers 1803, Department of Economics, University of Missouri.
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