GMM quantile regression
Year of publication: |
2022
|
---|---|
Authors: | Firpo, Sergio ; Galvao, Antonio Fialho <Jr.> ; Pinto, Cristine Campos de Xavier ; Poirier, Alexandre ; Sanroman, Graciela |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 230.2022, 2, p. 432-452
|
Subject: | Quantile regression | Generalized method of moments | Momentenmethode | Method of moments | Regressionsanalyse | Regression analysis | Theorie | Theory |
-
Improving the value at risk forecasts : theory and evidence from the financial crisis
Halbleib, Roxana, (2012)
-
Political stability and growth : an application of dynamic GMM and quantile regression
Uddin, Md Akther, (2017)
-
Talbi, Dorra, (2023)
- More ...
-
Firpo, Sergio, (2020)
-
Quantile Regression Random Effects
Galvao, Antonio Fialho <Jr.>, (2017)
-
Quantile regression random effects
Galvao, Antonio Fialho <Jr.>, (2019)
- More ...