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dc.contributor.authorWilke, Ralf A.en_US
dc.contributor.authorFitzenberger, Bernden_US
dc.contributor.authorZhang, Xuanen_US
dc.date.accessioned2009-02-16T14:48:28Z-
dc.date.available2009-02-16T14:48:28Z-
dc.date.issued2004en_US
dc.identifier.urihttp://hdl.handle.net/10419/24069-
dc.description.abstractThe Box-Cox quantile regression model using the two stage method introduced by Chamberlain (1994) and Buchinsky (1995) provides an attractive extension of linear quantile regression techniques. However, a major numerical problem exists when implementing this method which has not been addressed so far in the literature. We suggest a simple solution modifying the estimator slightly. This modification is easy to implement. The modified estimator is still [square root] n-consistent and its asymptotic distribution can easily be derived. A simulation study confirms that the modified estimator works well.en_US
dc.language.isoengen_US
dc.publisherZentrum für Europäische Wirtschaftsforschung (ZEW) Mannheim-
dc.relation.ispartofseriesZEW Discussion Papers 04-61en_US
dc.relation.hasversionhttp://hdl.handle.net/10419/24695-
dc.subject.jelC13en_US
dc.subject.jelC14en_US
dc.subject.ddc330en_US
dc.subject.keywordBox-Cox quantile regressionen_US
dc.subject.keyworditerative estimatoren_US
dc.subject.stwRegressionen_US
dc.subject.stwSchätztheorieen_US
dc.subject.stwTheorieen_US
dc.titleA Note on Implementing Box-Cox Quantile Regressionen_US
dc.typeWorking Paperen_US
dc.identifier.ppn39635260Xen_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
dc.identifier.repecRePEc:zbw:zewdip:2350-
Appears in Collections:Publikationen von Forscherinnen und Forschern des ZEW
ZEW Discussion Papers

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