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Conditional quantile processes based on series or many regressors

Belloni, Alexandre; Chernozhukov, Victor; Chetverikov, Denis - 2016 - This version of August 28, 2016

Quantile regression (QR) is a principal regression method for analyzing the impact of covariates on outcomes. The impact is described by the conditional quantile function and its functionals. In this paper we develop the nonparametric QR-series framework, covering many regressors as a special...

Persistent link: https://www.econbiz.de/10011525883

Performance of hospital services in Ontario : DEA with truncated regression approach

Chowdhury, Hedayet; Zelenyuk, Valentin - In: Omega : the international journal of management science 63 (2016), pp. 111-122

Persistent link: https://www.econbiz.de/10011527472

Loan quality, ownership and efficiency of Indian banks : a bootstrap truncated regression approach

Sathye, Suneeta; Sathye, Milind - In: Indian journal of economics & business : IJEB 14 (2015) 2, pp. 289-306

Persistent link: https://www.econbiz.de/10011349561

Robustness of bootstrap in instrumental variable regression

Camponovo, Lorenzo; Otsu, Taisuke - In: Econometric reviews 34 (2015) 1/5, pp. 352-393

Persistent link: https://www.econbiz.de/10011373276

Estimating Malmquist indices and semi-parametric censored regressions with a coherent data-generating process

Zhang, Tao - In: IMA journal of management mathematics 26 (2015) 1, pp. 63-81

Persistent link: https://www.econbiz.de/10011376998

Predictability hidden by anomalous observations

Camponovo, Lorenzo; Scaillet, Olivier; Trojani, Fabio - 2013 - This version: March 2013

Persistent link: https://www.econbiz.de/10010221576

A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models

Chang, Seong Yeon; Perron, Pierre - In: Econometric reviews 37 (2018) 6/10, pp. 577-601

Persistent link: https://www.econbiz.de/10012040396

Resampling and bootstrap algorithms to assess the relevance of variables : applications to cross section entrepreneurship data

Gimenez-Nadal, José Ignacio; Lafuente, Miguel; Molina, … - In: Empirical economics : a journal of the Institute for … 56 (2019) 1, pp. 233-267

Persistent link: https://www.econbiz.de/10012040746

Bootstrap of residual processes in regression : to smooth or not to smooth?

Neumeyer, Natalie; Van Keilegom, Ingrid - 2018

Persistent link: https://www.econbiz.de/10012050820

Linear censored quantile regression : a novel minimum-distance approach

De Backer, Mickaël; El Ghouch, Anouar; Van Keilegom, Ingrid - 2018

Persistent link: https://www.econbiz.de/10012050854

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