Fast algorithms for the quantile regression process
Year of publication: |
2022
|
---|---|
Authors: | Chernozhukov, Victor ; Fernández-Val, Iván ; Melly, Blaise |
Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 62.2022, 1, p. 7-33
|
Subject: | Quantile regression process | Preprocessing | One-step estimator | Bootstrap | Uniform inference | Regressionsanalyse | Regression analysis | Theorie | Theory | Induktive Statistik | Statistical inference | Bootstrap-Verfahren | Bootstrap approach |
-
Uniform inference after pretesting for exogeneity
Doko Tchatoka, Firmin, (2020)
-
Uniform inference for value functions
Firpo, Sérgio Pinheiro, (2022)
-
Uniform inference for value functions
Firpo, Sérgio Pinheiro, (2023)
- More ...
-
Generic inference on quantile and quantile effect functions for discrete outcomes
Chernozhukov, Victor, (2016)
-
Counterfactual analysis in R$aa vignette
Chen, Mingli, (2017)
-
Inference on counterfactual distributions
Chernozhukov, Victor, (2012)
- More ...