Quantile Regression with Generated Regressors
This paper studies estimation and inference for linear quantile regression models with generated regressors. We suggest a practical two-step estimation procedure, where the generated regressors are computed in the first step. The asymptotic properties of the two-step estimator, namely, consistency a...
Gardado en:
| Principais autores: | , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
MDPI AG
2021-04-01
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| Series: | Econometrics |
| Assuntos: | |
| Acceso en liña: | https://www.mdpi.com/2225-1146/9/2/16 |
| Tags: |
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