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dc.contributor.authorWilke, Ralf A.en
dc.contributor.authorFitzenberger, Bernden
dc.contributor.authorZhang, Xuanen
dc.date.accessioned2009-02-16T14:48:28Z-
dc.date.available2009-02-16T14:48:28Z-
dc.date.issued2004-
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
dc.language.isoengen
dc.publisher|aZentrum für Europäische Wirtschaftsforschung (ZEW) |cMannheimen
dc.relation.ispartofseries|aZEW Discussion Papers |x04-61en
dc.relation.hasversionhttp://hdl.handle.net/10419/24695en
dc.subject.jelC13en
dc.subject.jelC14en
dc.subject.ddc330en
dc.subject.keywordBox-Cox quantile regressionen
dc.subject.keyworditerative estimatoren
dc.subject.stwRegressionen
dc.subject.stwSchätztheorieen
dc.subject.stwTheorieen
dc.titleA Note on Implementing Box-Cox Quantile Regression-
dc.typeWorking Paperen
dc.identifier.ppn39635260Xen
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:zewdip:2350en

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