Set inferences and sensitivity analysis in semiparametric conditionally identified models

JC Escanciano, L Zhu - 2013 - econstor.eu
This paper provides tools for partial identification inference and sensistivity analysis in a
general class of semiparametric models. The main working assumption is that the finite …

[PDF][PDF] Set inferences and sensitivity analysis in semiparametric partially identified models

JC Escanciano, L Zhu - 2013 - Citeseer
This paper provides inference tools for partially identified semiparametric models. The main
working assumption is that the finite% dimensional parameter of interest and the infinite …

Quantile Regression on Multiple Quantile Ranges

CM Kuan, C Michalopoulos, Z Xiao - Available at SSRN 1869379, 2013 - papers.ssrn.com
Motivated by the fact that a linear speci fication in a quantile regression setting is unable to
describe the non-linear relations among economic variables, as documented in the …

Semi‐parametric estimation of a generalized threshold regression model under conditional quantile restriction

Z Zhang - The Econometrics Journal, 2013 - academic.oup.com
We consider semi‐parametric estimation of a generalized threshold regression model with
both the link function and the error term distribution left unspecified. We propose for the …