Composite quantile regression estimation of linear error-in-variable models using instrumental variables
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DOI: 10.1007/s00184-019-00734-5
Abstract: In this paper, we develop a composite quantile regression estimator of linear error-in-variable models based on instrumental variables. The proposed estimator is consistent and asymptotically normal under fairly general assumptions. It neither requires the measurement… read more here.
Keywords: regression; linear error; composite quantile; variable models ... See more keywords