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Economic applications of quantile regression 2.0
Fitzenberger, Bernd; Koenker, Roger; Machado, José A. F.; … - In: Empirical economics : a quarterly journal of the … 62 (2022) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10012819451
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Special issue on economic applications of quantile regression 2.0
Fitzenberger, Bernd (ed.); Koenker, Roger (ed.);  … - 2022
Persistent link: https://www.econbiz.de/10012819472
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The Falstaff estimator
Koenker, Roger - In: Economics letters 61 (1998) 1, pp. 23-28
Persistent link: https://www.econbiz.de/10001250910
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The Falstaff estimator
Koenker, Roger; Machado, José A. F. - 1996
Persistent link: https://www.econbiz.de/10000933189
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GMM inference when the number of moment conditions is large
Koenker, Roger; Machado, José A. F. - 1996
Persistent link: https://www.econbiz.de/10000933190
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Likelihood ratio and goodness of fit processes for quantile regression
Koenker, Roger; Machado, José A. F. - 1998
Persistent link: https://www.econbiz.de/10000988604
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GMM inference when the number of moment conditions is large
Koenker, Roger; Machado, José A. F. - In: Journal of econometrics 93 (1999) 2, pp. 327-344
Persistent link: https://www.econbiz.de/10001406661
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"Testing" for mean and variance breaks with dependent data
Machado, José A. F. - 1992
Persistent link: https://www.econbiz.de/10000860178
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Robust model selection and M-estimation
Machado, José A. F. - In: Econometric theory 9 (1993) 3, pp. 478-493
Persistent link: https://www.econbiz.de/10001151123
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Model selection : consistency and robustness properties of the Schwarz information criterion for generalized M-estimation
Machado, José A. F. - 1989
Persistent link: https://www.econbiz.de/10000802173