Two‐stage quantile regression when the first stage is based on quantile regression
We present the asymptotic properties of double‐stage quantile regression estimators with
random regressors, where the first stage is based on quantile regressions with the same …
random regressors, where the first stage is based on quantile regressions with the same …
[PDF][PDF] Two-stage quantile regression when the first stage is based on quantile regression
TAEH KIM, C MULLER - christophemuller.net
We present the asymptotic properties of double-stage quantile regression estimators with
random regressors, where the first stage is based on quantile regressions with the same …
random regressors, where the first stage is based on quantile regressions with the same …
[PDF][PDF] Double-Stage Quantile Regression
TH Kim, C Muller - 2001.isiproceedings.org
Two-Stage Least Square estimator and Two-Stage Least Absolute Deviation estimator have
been studied in Amemiya (1982) and Powell (1983). Researchers interested in specific parts …
been studied in Amemiya (1982) and Powell (1983). Researchers interested in specific parts …
[PDF][PDF] TWO-STAGE QUANTILE REGRESSION WHEN THE FIRST STAGE IS BASED ON QUANTILE REGRESSION
TH Kim, C Muller - ivie.es
We present the asymptotic properties of double-stage quantile regression estimators with
random regressors, where the first stage is based on quantile regressions with the same …
random regressors, where the first stage is based on quantile regressions with the same …
Two-stage quantile regression when the first stage is based on quantile regression
TH Kim, C Muller - The Econometrics Journal, 2004 - elibrary.ru
We present the asymptotic properties of double-stage quantile regression estimators with
random regressors, where the first stage is based on quantile regressions with the same …
random regressors, where the first stage is based on quantile regressions with the same …
Two-stage quantile regression when the first stage is based on quantile regression
TH Kim, C Muller - Econometrics Journal, 2004 - econpapers.repec.org
We present the asymptotic properties of double-stage quantile regression estimators with
random regressors, where the first stage is based on quantile regressions with the same …
random regressors, where the first stage is based on quantile regressions with the same …
Two-stage quantile regression when the first stage is based on quantile regression.
TH Kim, C Muller - Econometrics Journal, 2004 - search.ebscohost.com
We present the asymptotic properties of double-stage quantile regression estimators with
random regressors, where the first stage is based on quantile regressions with the same …
random regressors, where the first stage is based on quantile regressions with the same …
[引用][C] Two‐stage quantile regression when the first stage is based on quantile regression
TH Kim, C Muller - The Econometrics Journal, 2004 - cir.nii.ac.jp
Two‐stage quantile regression when the first stage is based on quantile regression | CiNii
Research CiNii 国立情報学研究所 学術情報ナビゲータ[サイニィ] 詳細へ移動 検索フォームへ移動 …
Research CiNii 国立情報学研究所 学術情報ナビゲータ[サイニィ] 詳細へ移動 検索フォームへ移動 …
[PDF][PDF] TWO-STAGE QUANTILE REGRESSION WHEN THE FIRST STAGE IS BASED ON QUANTILE REGRESSION
TH Kim, C Muller - web2011.ivie.es
We present the asymptotic properties of double-stage quantile regression estimators with
random regressors, where the first stage is based on quantile regressions with the same …
random regressors, where the first stage is based on quantile regressions with the same …
[PDF][PDF] TWO STAGE QUANTILE REGRESSION WHEN THE FIRST STAGE IS BASED ON QUANTILE REGRESSION
TH Kim, C Muller - nottingham.ac.uk
We present the asymptotic properties of double-stage quantile regression estimators with
random regressors, where the first stage is based on quantile regressions with the same …
random regressors, where the first stage is based on quantile regressions with the same …