Quantile regression

KF Hallock, R Koenker - The Journal of Economic …, 2001 - scholarship.richmond.edu
Quantile regression as introduced by Koenker and Bassett seeks to extend ideas of
quantiles to the estimation of conditional quantile functions--models in which quantiles of the …

Quantile regression

R Koenker, KF Hallock - Journal of economic perspectives, 2001 - aeaweb.org
Quantile regression, as introduced by Koenker and Bassett (1978), may be viewed as an
extension of classical least squares estimation of conditional mean models to the estimation …

[图书][B] Economic applications of quantile regression

B Fitzenberger, R Koenker, JAF Machado - 2013 - books.google.com
Quantile regression has emerged as an essential statistical tool of contemporary empirical
economics and biostatistics. Complementing classical least squares regression methods …

[图书][B] Quantile regression: theory and applications

C Davino, M Furno, D Vistocco - 2013 - books.google.com
A guide to the implementation and interpretation of Quantile Regression models This book
explores the theory and numerous applications of quantile regression, offering empirical …

[图书][B] Quantile regression

R Koenker - 2005 - books.google.com
Quantile regression is gradually emerging as a unified statistical methodology for estimating
models of conditional quantile functions. By complementing the exclusive focus of classical …

Applied quantile regression: microeconometric, financial, and environmental analyses

N Schulze - 2004 - ub01.uni-tuebingen.de
In 1978, Roger Koenker and Gilbert Bassett, Jr. introduced a new econometric estimation
method and entitled it quantile regression. Since then, many subsequent authors have …

[PDF][PDF] Quantile regression: overview and selected applications

S Buhai - Ad Astra, 2005 - sebastianbuhai.com
This report provides a short and generally accessible overview of the technique of quantile
regression, with focus on introducing the method and discussing some major applications …

[图书][B] The theory and practice of quantile regression

M Buchinsky - 1991 - search.proquest.com
The quantile regression model introduced by Koenker and Bassett (1978b) and its extension
of censored quantile regression (Powell (1986)), extend the notion of ordinary quantiles in …

Recent advances in quantile regression models: a practical guideline for empirical research

M Buchinsky - Journal of human resources, 1998 - JSTOR
This paper provides a guideline for the practical use of the semi-parametric technique of
quantile regression, concentrating on cross-section applications. It summarizes the most …

[PDF][PDF] Applied quantile regression

B Melly - 2006 - academia.edu
The effects of policy variables on distributional outcomes beyond simple averages are of
interest in many research areas and in particular in labor economics. For instance, the …