The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.
Estimating the asymptotic covariance matrix for quantile regression models a Monte Carlo study
Open accessAbstract
This Monte Carlo study examines several estimation procedures of the asymptotic covariance matrix in the quantile and censored quantile regression models: design matrix bootstrap, error bootstrapping, order statistic, sigma bootstrap, homoskedastic kernel, and heteroskedastic kernel. The Monte Carlo samples are drawn from two alternative data sets: (a) the unaltered Current Population Survey (CPS) for 1987 and (b) this CPS data with independence between error term and regressors imposed.
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Citations
Cites
Nonparametric Estimation from Incomplete Observations
Kaplan, E. L., & Meier, P. (1958) · Journal of the American Statistical Association · doi:10.1080/01621459.1958.10501452 · Cited by 39,158
Cited by
Holbrook, J. R., Cuffe, S. P., Cai, B., Visser, S. N., Forthofer, M. S., Bottai, M., Ortaglia, A., & McKeown, R. E. (2016) · Journal of Attention Disorders · doi:10.1177/1087054714539997 · Cited by 99
Natural resources tax volatility and economic performance: Evaluating the role of digital economy
Ma, Q., Mentel, G., Zhao, X., Salahodjaev, R., & Kuldasheva, Z. (2022) · Resources Policy · doi:10.1016/j.resourpol.2021.102510 · Cited by 91
Finance, growth and quantile parameter heterogeneity
Andini, M., & Andini, C. (2014) · Journal of Macroeconomics · doi:10.1016/j.jmacro.2014.01.008 · Cited by 26
Metadata
- Authors
- Buchinsky, M.
- Venue
- Journal of Econometrics
- Publisher
- Elsevier BV
- Published
- 1995-08
- Volume
- 68
- Issue
- 2
- Pages
- 303-338
- ISSN
- 0304-4076 (ISSN-L)
- OpenAlex
- W2094221602
- Cited by
- 434
- References
- 1
- FWCI
- 5.64
- Type
- journal article
- Language
- en
- Open access
- hybrid
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