GMM quantile regression

Quantiles via moments

(2019) José A.F. Machado et al.   JOURNAL OF ECONOMETRICS

Smoothed GMM for quantile models

(2019) Luciano de Castro et al.   JOURNAL OF ECONOMETRICS

Extremal quantile treatment effects

(2018) Yichong Zhang   ANNALS OF STATISTICS

Efficient estimation in models with independence restrictions

(2017) Alexandre Poirier   JOURNAL OF ECONOMETRICS

Estimation and Inference of Quantile Regression for Survival Data Under Biased Sampling

(2017) Gongjun Xu et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION

(2016) David M. Kaplan et al.   ECONOMETRIC THEORY

Bayesian quantile regression with approximate likelihood

(2015) Yang Feng et al.   BERNOULLI

Parametric modeling of quantile regression coefficient functions

(2015) Paolo Frumento et al.   BIOMETRICS

Select the valid and relevant moments: An information-based LASSO for GMM with many moments

(2015) Xu Cheng et al.   JOURNAL OF ECONOMETRICS

Sieve semiparametric two-step GMM under weak dependence

(2015) Xiaohong Chen et al.   JOURNAL OF ECONOMETRICS

Efficient minimum distance estimator for quantile regression fixed effects panel data

(2015) Antonio F. Galvao et al.   JOURNAL OF MULTIVARIATE ANALYSIS

Efficient Quantile Regression Analysis With Missing Observations

(2015) Xuerong Chen et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION

(2014) Zhibiao Zhao et al.   ECONOMETRIC THEORY

Estimation of Extreme Conditional Quantiles Through Power Transformation

(2013) Huixia Judy Wang et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Bayesian empirical likelihood for quantile regression

(2012) Yunwen Yang et al.   ANNALS OF STATISTICS

Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals

(2012)   ECONOMETRICA

Estimation of High Conditional Quantiles for Heavy-Tailed Distributions

(2012) Huixia Judy Wang et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Penalized composite quasi-likelihood for ultrahigh dimensional variable selection

(2011) Jelena Bradic et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Frontier estimation and extreme value theory

(2010) Abdelaati Daouia et al.   BERNOULLI

Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models

(2010) Zhijie Xiao et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals

(2009) Xiaohong Chen et al.   JOURNAL OF ECONOMETRICS

Choosing instrumental variables in conditional moment restriction models

(2009) Stephen G. Donald et al.   JOURNAL OF ECONOMETRICS

Composite quantile regression and the oracle model selection theory

(2008) Hui Zou et al.   ANNALS OF STATISTICS