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- 1
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Reiss R.D. (1989) Approximate Distribution of Order Statistics
Springer Verlag.
- 2
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Koenker, R. and Bassett, G. (1978) ``Regression Quantiles''
Econometrica 46 33-50.
- 3
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Ruppert, D. and Carroll, R.J. (1980) ``Trimmed Least Squares
Estimation in the Linear Model'' Journal of the
American Statistical Association 75 828-838.
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Koenker, R. and Bassett, G. (1982) ``Robust Tests for Heteroscedasticity
Based on Regression Quantiles'' Econometrica 50
43-61.
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Basset, G. and Koenker, R. (1982) ``An Empirical Quantile Function
for Linear Models with IID Errors'' Journal of the
American Statistical Association 77 407-415.
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Powell, J.L. Least Absolute Deviations Estimation of the
Censored Regression Model'' Journal of Econometrics
32 143-155.
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Powell, J.L. (1986) ``Censored Regression Quantiles'' Journal of
Econometrics 32 143-155.
- 8
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Powell, J.L. ``Symmetrically Trimmed Least Squares Estimation
of Tobit Models'' Econometrica 54 1435-1460.
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Han, A.K. (1987) ``Maximum Rank Correlation Estimator and
Generalized Median Estimator in Censored Regression and Survival
Models'' Journal of Econometrics 35 303-316.
- 10
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Koenker, R. and Portnoy, S. (1987) ``L-Estimation for the Linear
Model'' Journal of the American Statistical Association
82 851-857.
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Portnoy, S. and Koenker, R. (1989) ``Adaptive L-estimation of Linear
Models'' Annals of Statistics 17 362-381.
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Chamberlain, G. (1990) ``Quantile Regression, Censoring, and the
Structure of Wages'' in C.Sims (ed.) Advances in
Econometrics: Proceedings of the 6th World Congress of the
Econometric Society
Model Selection Procedures
John Rust
2001-01-09