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Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/24069
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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Wilke, Ralf A. | | en_US |
| dc.contributor.author | | Fitzenberger, Bernd | | en_US |
| dc.contributor.author | | Zhang, Xuan | | en_US |
| dc.date.accessioned | | 2009-02-16T14:48:28Z | | - |
| dc.date.available | | 2009-02-16T14:48:28Z | | - |
| dc.date.issued | | 2004 | | en_US |
| dc.identifier.uri | | http://hdl.handle.net/10419/24069 | | - |
| dc.description.abstract | | The 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.iso | | eng | | en_US |
| dc.publisher | | Zentrum für Europäische Wirtschaftsforschung (ZEW) Mannheim | | - |
| dc.relation.ispartofseries | | ZEW Discussion Papers 04-61 | | en_US |
| dc.relation.hasversion | | http://hdl.handle.net/10419/24695 | | - |
| dc.subject.jel | | C13 | | en_US |
| dc.subject.jel | | C14 | | en_US |
| dc.subject.ddc | | 330 | | en_US |
| dc.subject.keyword | | Box-Cox quantile regression | | en_US |
| dc.subject.keyword | | iterative estimator | | en_US |
| dc.subject.stw | | Regression | | en_US |
| dc.subject.stw | | Schätztheorie | | en_US |
| dc.subject.stw | | Theorie | | en_US |
| dc.title | | A Note on Implementing Box-Cox Quantile Regression | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 39635260X | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | - |
| dc.identifier.repec | | RePEc:zbw:zewdip:2350 | | - |
| Appears in Collections: | | Publikationen von Forscherinnen und Forschern des ZEW ZEW Discussion Papers
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