2018 June

9-DR-Marina-Dodlova

Marina Dodlova

Christophe Muller on 18 Jun, 2018

University of Passau Personal Webpage

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Pierre Pecher

Christophe Muller on 18 Jun, 2018

Aix-Marseille University Personal Webpage

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christophe

Christophe Muller

Christophe Muller on 12 Jun, 2018

Aix-Marseille University christophemuller.net

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Yonsei

Inconsistency Transmission and Variance Reduction in Two-Stage Quantile Regression

Christophe Muller on 12 Jun, 2018

Forthcoming in Communications in Statistics Working Paper Version Authors: Tae-Hwan Kim and Christophe Muller Abstract: In this paper, we propose a new variance reduction method for quantile regressions with endogeneity problems, for alpha-mixing or m-dependent covariates and error terms. First, we derive the asymptotic distribution of two-stage quantile estimators based on the fitted-value approach under very general

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tmena project