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Improving the Computation of Censored Quantile Regressions

Citations

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Cited by:

  1. Chen, Songnian, 2018. "Sequential estimation of censored quantile regression models," Journal of Econometrics, Elsevier, vol. 207(1), pages 30-52.
  2. repec:jss:jstsof:27:i06 is not listed on IDEAS
  3. Seoyun Hong, 2023. "Censored Quantile Regression with Many Controls," Papers 2303.02784, arXiv.org.
  4. Giovanni Bonaccolto & Massimiliano Caporin & Sandra Paterlini, 2018. "Asset allocation strategies based on penalized quantile regression," Computational Management Science, Springer, vol. 15(1), pages 1-32, January.
  5. Thanasis Stengos & Dianqin Wang, 2007. "An algorithm for censored quantile regressions," Economics Bulletin, AccessEcon, vol. 3(1), pages 1-9.
  6. Peter Winker & Dietmar Maringer, 2009. "The convergence of estimators based on heuristics: theory and application to a GARCH model," Computational Statistics, Springer, vol. 24(3), pages 533-550, August.
  7. Fitzenberger, Bernd & Reize, Frank, 2002. "Quantilsregressionen der westdeutschen Verdienste: Ein Vergleich zwischen der Gehalts- und Lohnstrukturerhebung und der IAB-Beschäftigtenstichprobe," ZEW Discussion Papers 02-79, ZEW - Leibniz Centre for European Economic Research.
  8. Schmillen, Achim & Möller, Joachim, 2012. "Distribution and determinants of lifetime unemployment," Labour Economics, Elsevier, vol. 19(1), pages 33-47.
  9. Ji, Yonggang & Lin, Nan & Zhang, Baoxue, 2012. "Model selection in binary and tobit quantile regression using the Gibbs sampler," Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 827-839.
  10. Koenker, Roger, 2008. "Censored Quantile Regression Redux," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i06).
  11. Liu, Yu-Hsin, 2011. "Incorporating scatter search and threshold accepting in finding maximum likelihood estimates for the multinomial probit model," European Journal of Operational Research, Elsevier, vol. 211(1), pages 130-138, May.
  12. P. Čížek & S. Sadikoglu, 2018. "Bias-corrected quantile regression estimation of censored regression models," Statistical Papers, Springer, vol. 59(1), pages 215-247, March.
  13. Bernd Fitzenberger & Jakob Lazzer, 2022. "Changing selection into full-time work and its effect on wage inequality in Germany," Empirical Economics, Springer, vol. 62(1), pages 247-277, January.
  14. Wang, Huixia Judy & Wang, Lan, 2009. "Locally Weighted Censored Quantile Regression," Journal of the American Statistical Association, American Statistical Association, vol. 104(487), pages 1117-1128.
  15. 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.
  16. Bilias, Yannis & Florios, Kostas & Skouras, Spyros, 2019. "Exact computation of Censored Least Absolute Deviations estimator," Journal of Econometrics, Elsevier, vol. 212(2), pages 584-606.
  17. Lin, Guixian & He, Xuming & Portnoy, Stephen, 2012. "Quantile regression with doubly censored data," Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 797-812.
  18. Bernd Fitzenberger & Ralf Wilke, 2006. "Using quantile regression for duration analysis," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 105-120, March.
  19. Luik, Marc-André & Berlemann, Michael, 2014. "Institutional Reform and Depositors’ Portfolio Choice: Evidence from Censored Quantile Regressions," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100291, Verein für Socialpolitik / German Economic Association.
  20. Manfred Gilli & Enrico Schumann, 2009. "Robust regression with optimisation heuristics," Working Papers 011, COMISEF.
  21. Bilias, Yannis & Chen, Songnian & Ying, Zhiliang, 2000. "Simple resampling methods for censored regression quantiles," Journal of Econometrics, Elsevier, vol. 99(2), pages 373-386, December.
  22. Peter Winker & Marianna Lyra & Chris Sharpe, 2011. "Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model," Computational Management Science, Springer, vol. 8(1), pages 103-123, April.
  23. Boockmann, Bernhard & Steffes, Susanne, 2007. "Seniority and Job Stability: A Quantile Regression Approach Using Matched Employer-Employee Data," ZEW Discussion Papers 07-014, ZEW - Leibniz Centre for European Economic Research.
  24. Yanlin Tang & Huixia Wang & Xuming He & Zhongyi Zhu, 2012. "An informative subset-based estimator for censored quantile regression," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(4), pages 635-655, December.
  25. Gilli, Manfred & Winker, Peter, 2007. "2nd Special Issue on Applications of Optimization Heuristics to Estimation and Modelling Problems," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 2-3, September.
  26. Staszewska-Bystrova, Anna & Winker, Peter, 2013. "Constructing narrowest pathwise bootstrap prediction bands using threshold accepting," International Journal of Forecasting, Elsevier, vol. 29(2), pages 221-233.
  27. Manfred Gilli & Peter Winker, 2008. "Review of Heuristic Optimization Methods in Econometrics," Working Papers 001, COMISEF.
  28. repec:ebl:ecbull:v:3:y:2007:i:1:p:1-9 is not listed on IDEAS
  29. Schunk Daniel, 2009. "What Determines Household Saving Behavior: An Examination of Saving Motives and Saving Decisions 06.01.2009," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 229(4), pages 467-491, August.
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