IDEAS home Printed from https://ideas.repec.org/r/eee/econom/v100y2001i2p319-355.html
   My bibliography  Save this item

Two-stage rank estimation of quantile index models

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Ichimura, Hidehiko & Lee, Sokbae, 2010. "Characterization of the asymptotic distribution of semiparametric M-estimators," Journal of Econometrics, Elsevier, vol. 159(2), pages 252-266, December.
  2. Horowitz, Joel L. & Lee, Sokbae, 2005. "Nonparametric Estimation of an Additive Quantile Regression Model," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 1238-1249, December.
  3. Matthew A. Masten & Alexandre Poirier, 2018. "Interpreting Quantile Independence," Papers 1804.10957, arXiv.org.
  4. Andrew Chesher, 2005. "Nonparametric Identification under Discrete Variation," Econometrica, Econometric Society, vol. 73(5), pages 1525-1550, September.
  5. Koen Jochmans, 2013. "Pairwise‐comparison estimation with non‐parametric controls," Econometrics Journal, Royal Economic Society, vol. 16(3), pages 340-372, October.
  6. Bijwaard Govert E. & Ridder Geert & Woutersen Tiemen, 2013. "A Simple GMM Estimator for the Semiparametric Mixed Proportional Hazard Model," Journal of Econometric Methods, De Gruyter, vol. 2(1), pages 1-23, July.
  7. Christoph Breunig & Stephan Martin, 2020. "Nonclassical Measurement Error in the Outcome Variable," Papers 2009.12665, arXiv.org, revised May 2021.
  8. Shakeeb Khan & Tatiana Komarova & Denis Nekipelov, 2023. "Sharp and Robust Estimation of Partially Identified Discrete Response Models," Papers 2310.02414, arXiv.org, revised May 2024.
  9. Chen, Songnian & Zhang, Hanghui, 2020. "n-prediction of generalized heteroscedastic transformation regression models," Journal of Econometrics, Elsevier, vol. 215(2), pages 305-340.
  10. Andrew Chesher, 2001. "Exogenous impact and conditional quantile functions," Econometrics 0108001, University Library of Munich, Germany.
  11. Shakeeb Khan & Arnaud Maurel & Yichong Zhang, 2023. "Informational Content of Factor Structures in Simultaneous Binary Response Models," Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications, volume 45, pages 385-410, Emerald Group Publishing Limited.
  12. repec:hal:journl:peer-00741628 is not listed on IDEAS
  13. Andrew Chesher, 2003. "Nonparametric identification with discrete endogenous variables," CeMMAP working papers 06/03, Institute for Fiscal Studies.
  14. Yiguo Sun, 2005. "Semiparametric Efficient Estimation of Partially Linear Quantile Regression Models," Annals of Economics and Finance, Society for AEF, vol. 6(1), pages 105-127, May.
  15. repec:spo:wpmain:info:hdl:2441/dambferfb7dfprc9m01h6f4h2 is not listed on IDEAS
  16. Komunjer, Ivana & Vuong, Quang, 2010. "Efficient estimation in dynamic conditional quantile models," Journal of Econometrics, Elsevier, vol. 157(2), pages 272-285, August.
  17. Chesher, Andrew, 2007. "Instrumental values," Journal of Econometrics, Elsevier, vol. 139(1), pages 15-34, July.
  18. Andrew Chesher, 2005. "Identification with excess heterogeneity," CeMMAP working papers CWP19/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  19. Chen, Songnian, 2010. "An integrated maximum score estimator for a generalized censored quantile regression model," Journal of Econometrics, Elsevier, vol. 155(1), pages 90-98, March.
  20. Youngki Shin & Zvezdomir Todorov, 2021. "Exact computation of maximum rank correlation estimator," The Econometrics Journal, Royal Economic Society, vol. 24(3), pages 589-607.
  21. Sun, Yiguo, 2006. "A Consistent Nonparametric Equality Test Of Conditional Quantile Functions," Econometric Theory, Cambridge University Press, vol. 22(4), pages 614-632, August.
  22. Chesher, Andrew, 2009. "Excess heterogeneity, endogeneity and index restrictions," Journal of Econometrics, Elsevier, vol. 152(1), pages 37-45, September.
  23. Khan, Shakeeb & Powell, James L., 2001. "Two-step estimation of semiparametric censored regression models," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 73-110, July.
  24. repec:spo:wpecon:info:hdl:2441/dambferfb7dfprc9m01h6f4h2 is not listed on IDEAS
  25. Chen, Songnian & Khan, Shakeeb & Tang, Xun, 2016. "Informational content of special regressors in heteroskedastic binary response models," Journal of Econometrics, Elsevier, vol. 193(1), pages 162-182.
  26. Sun, Y., 2003. "Square Root N - Consistent Semiparametric Estimation of Partially Linear Quantile Regression Models," Working Papers 2003-11, University of Guelph, Department of Economics and Finance.
  27. Gutknecht, Daniel, 2011. "Nonclassical Measurement Error in a Nonlinear (Duration) Model," Economic Research Papers 270763, University of Warwick - Department of Economics.
  28. Komunjer, Ivana, 2013. "Quantile Prediction," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 961-994, Elsevier.
  29. repec:hal:spmain:info:hdl:2441/dambferfb7dfprc9m01h6f4h2 is not listed on IDEAS
  30. Xu, Wenchao & Zhang, Xinyu & Liang, Hua, 2024. "Linearized maximum rank correlation estimation when covariates are functional," Journal of Multivariate Analysis, Elsevier, vol. 202(C).
  31. repec:hal:wpspec:info:hdl:2441/dambferfb7dfprc9m01h6f4h2 is not listed on IDEAS
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.