Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/24069
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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 regressiontechniques. However, a major numerical problem exists when implementing thismethod which has not been addressed so far in the literature. We suggest a simple solutionmodifying the estimator slightly. This modification is easy to implement. The modifiedestimator is still [square root] n-consistent and its asymptotic distribution can easily be derived. Asimulation study confirms that the modified estimator works well.en_US
dc.language.isoengen_US
dc.publisher|aZentrum für Europäische Wirtschaftsforschung (ZEW) |cMannheim-
dc.relation.ispartofseries|aZEW Discussion Papers |x04-61en_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-

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