Quantile regression (QR) fits a linear model for conditional quantiles, just as ordinary least
squares (OLS) fits a linear model for conditional means. An attractive feature of OLS is that it
gives the minimum mean square error linear approximation to the conditional expectation ...
I Fernández-Val - Journal of Econometrics, 2009 - Elsevier
V Chernozhukov, I Fernandez-Val… - MIT Department of …, 2009 - papers.ssrn.com
Abstract: In this paper we develop procedures for performing inference in regression models
about how potential policy interventions affect the entire marginal distribution of an outcome
of interest. These policy interventions consist of either changes in the distribution of ...
Page 1. Sankhya : The Indian Journal of Statistics Special Issue on Quantile Regression
and Related Methods 2005, Volume 67, Part 2, pp 253-276 ? 2005, Indian Statistical
Institute Subsampling Inference on Quantile Regression Processes ...
V Chernozhukov, I Fernández‐Val… - Econometrica, 2010 - Wiley Online Library
Page 1. Econometrica, Vol. 78, No. 3 (May, 2010), 1093–1125 QUANTILE AND
PROBABILITY CURVES WITHOUT CROSSING BY VICTOR CHERNOZHUKOV,
IVÁN FERNÁNDEZ-VAL, AND ALFRED GALICHON1 This paper ...
V Chernozhukov, I Fernández-Val, J Hahn… - Econometrica, 2009 - bu.edu
Page 1. Identification and Estimation of Marginal Effects in Nonlinear Panel Models
1 Victor Chernozhukov MIT Iván Fernández-Val BU Jinyong Hahn UCLA Whitney
Newey MIT February 4, 2009 1First version of May 2007. ...
I Fernandez-Val - investigaciones económicas, 2003 - funep.es
This paper estimates and tests household labor supply models for Spain within a structural
approach. Following Fortin and Lacroix (1997), we postulate a general system of labor
supplies and we obtain the set of parametric restrictions imposed by the unitary and ...
I Fernández-Val… - Journal of Econometrics, 2011 - Elsevier
I Fernandez-Val - 2005 - papers.ssrn.com
Abstract: Fixed effects estimators of nonlinear panel models can be severely biased due to
the incidental parameters problem. In this paper I find that the most important component of
this incidental parameters bias for probit fixed effects estimators of index coefficients is ...
[CITATION] Forthcoming.“Quantile Regression under Misspecification, with an Application to the US Wage Structure.”
I Fernández-Val - 2005 - papers.ssrn.com
Page 1. Bias Correction in Panel Data Models with Individual Specific Parameters
Iván Fernández-Val Department of Economics Boston University First version: April
2004 December 7, 2005 Page 2. Abstract In correlated random ...
V Chernozhukov, I Fernandez-Val… - … University-Department of …, 2009 - sws1.bu.edu
Abstract In this paper, we develop a new censored quantile instrumental variable (CQIV)
estimator and describe its properties and computation. The CQIV estimator handles
censoring semi-parametrically in the tradition of Powell (1986), and it generalizes ...
Abstract: Quantile regression (QR) is a principal regression method for analyzing the impact
of covariates on outcomes. The impact is described by the conditional quantile function and
its functionals. In this paper we develop the nonparametric QR series framework, covering ...
I Fernández-Val… - 2010 - princeton.edu
Page 1. Individual and Time Effects in Nonlinear Panel Data Models with Large N, T Iván
Fernández-Val BU Martin Weidner UCL November 2, 2011 Preliminary and incomplete Abstract
Fixed effects estimators of panel models can be severely biased because of the ...
[CITATION] Identification and estimation of marginal effects in nonlinear panel data models
V Chernozhukov, I Fernández-Val, J Hahn… - 2008 - CEMMAP Working Paper CWP25/08
Page 1. Econ Theory (2010) 42:419–435 DOI 10.1007/s00199-008-0431-z
SYMPOSIUM Rearranging Edgeworth–Cornish–Fisher expansions Victor
Chernozhukov · Iván Fernández-Val · Alfred Galichon Received: 14 November ...
[CITATION] Identification and Estimation of Marginal Effects in Nonlinear Panel Models
I Fernandez-Val - 2009 - Mimeo
F Vella… - Boston University-Department of …, 2007 - ideas.repec.org
This paper introduces bias-corrected estimators for nonlinear panel data models with both
time invariant and time varying heterogeneity. These include limited dependent variable
models with both unobserved individual effects and endogenous explanatory variables, ...
Page 1. NBER WORKING PAPER SERIES QUANTILE REGRESSION WITH CENSORING
AND ENDOGENEITY Victor Chernozhukov Iván Fernández-Val Amanda E. Kowalski
Working Paper 16997 http://www.nber.org/papers/w16997 ...
I Fernández-Val… - Boston University-Department of …, 2010 - ideas.repec.org
... Statistics. Author Info. Iván Fernández-Val () (Boston University, Department of
Economics) Joonhwan Lee () (MIT) Additional information is available for the following
registered author(s): Ivan Fernandez-Val. Abstract. The main ...
[CITATION] Three Essays on Nonlinear Panel Data Models and Quantile Regression Analysis
I Fernández-Val - 2005 - Massachusetts Institute of …
[CITATION] RESAMPLING INFERENCE ON THE QUANTILE REGRESSION PROCESS
VCADNI FERNANDEZ-VAL
V CHERNOZHUKOV, I FERNÁNDEZ-VAL… - banque-france.fr
Page 1. REARRANGING ESTIMATORS OF THE VALUE-AT-RISK AND OTHER
RISK MEASURES VICTOR CHERNOZHUKOV† IVÁN FERNÁNDEZ-VAL§ ALFRED
GALICHON‡ Abstract. Quantile estimation procedures such ...
I Fernandez-Val - en.scientificcommons.org
Abstract Fixed e® ects estimates of structural parameters in nonlinear panel models can be
severely biased due to the incidental parameters problem. In this paper I show that the most
important com-ponent of this incidental parameters bias for probit xed e® ects estimators ...
[CITATION] Identification and Estimation of Marginal Effects in Nonlinear Panel Models
I Fernandez-Val…
I Fernandez-Val, J Angrist… - … Society 2004 North …, 2004 - ideas.repec.org
Quantile regression (QR) methods fit a linear model for conditional quantiles, just as
ordinary least squares (OLS) regression estimates a linear model for conditional means. An
attractive feature of the OLS estimator is that it gives a minimum mean square error ...
JD Angrist, V Chernozhukov, WK Newey… - 2005 - dspace.mit.edu
... by Ivan FernAndez-Val Submitted to the Department of Economics in partial fulfillment of the
requirements for the degree of Doctor of Philosophy in Economics at the ... Three Essays on
Nonlinear Panel Data Models and Quantile Regression Analysis by Ivan Fernandez-Val ...
[CITATION] Comment-Labour and income effects of caregiving across Europe: An evaluation using matching techniques
I Fernández-Val - Moneda y Credito, 2009
IF Val… - 2000 - cemfi.es
Page 1. Oferta de trabajo familiar: Evidencia para el caso espaôol Iván Fernández
Val MIT Tesina CEMFI No. 0004 Septiembre 2000 Este trabajo constituye una versión
revisada de la tesina presentada al completar el Programa ...
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