Instrumental variables estimates of the effect of subsidized training on the quantiles of trainee earnings, Econometrica, vol.70, issue.1, pp.91-117, 2002. ,
Two stage least absolute deviations estimators, Econometrica, vol.50, issue.3, pp.689-711, 1982. ,
Asymptotics for Semiparametric Econometric Models: II. Stochastic Equicontinuity and Nonparametric Kernel Estimation, Discussion paper at the cowles foundation for research in economics, 1990. ,
Empirical process methods in econometrics, handbook of econometrics, volume IV, pp.2247-94, 1994. ,
Does compulsory school attendance affect schooling and earnings?, The Quarterly Journal of Economics, vol.106, issue.4, pp.979-1014, 1991. ,
Individual heterogeneity in the returns to schooling: Instrumental variables quantile regression using twins data, Empirical Economics, vol.26, issue.1, pp.7-40, 2001. ,
Asymptotic theory of least absolute error regression, Journal of the American Statistical Association, vol.73, issue.363, pp.618-640, 1978. ,
Semi-nonparametric IV estimation of shape invariant Engel curves, Econometrica, vol.75, issue.6, pp.1613-69, 2007. ,
Endogeneity in Nonparametric and Semiparametric Regression Models, Advances in economics and econometrics: Theory and applications, 2006. ,
Regression quantiles and trimmed least-squares estimators for structural equations and non-linear regression models, 1988. ,
Two-Stage Regression quantiles and two-Stage Trimmed least squares estimators for structural equation models, Communication in Statistics, vol.25, issue.5, pp.1005-1037, 1996. ,
Nonlinearity and temporal dependence, Journal of Econometrics, vol.155, issue.2, pp.155-69, 2010. ,
Estimation of semi-parametric models when the criterion function is not smooth, Econometrica, vol.71, issue.5, pp.1591-608, 2003. ,
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals, Journal of Econometrics, vol.152, issue.1, pp.46-60, 2009. ,
Variance reduction in multiparameter likelihood models, Journal of the American Statistical Association, vol.102, issue.477, pp.293-304, 2007. ,
An IV model of quantile treatment effects, Econometrica, vol.73, issue.1, pp.245-61, 2005. ,
Instrumental quantile regression inference for structural and treatment effect models, Journal of Econometrics, vol.132, issue.2, pp.491-525, 2006. ,
Instrumental variable quantile regression: A robust inference approach, Journal of Econometrics, vol.142, issue.1, pp.379-98, 2008. ,
The reduced form: A simple approach to inference with weak instruments, Economics Letters, vol.100, issue.1, pp.68-71, 2008. ,
Instrumental variable estimation of nonseparable models, Journal of Econometrics, vol.139, issue.1, pp.4-14, 2007. ,
The Taylor principle and monetary policy approaching a zero bound on nominal rates: Quantile regression results for the United States and Japan, Journal of Money, Credit and Banking, vol.41, issue.8, pp.1705-1728, 2009. ,
The asymmetry of the new Keynesian Phillips curve in the euro area, Economics Letters, vol.114, issue.2, pp.161-164, 2012. ,
How wide is the gap? An investigation of gender wage differences using quantile regression, Empirical Economics, vol.26, issue.1, pp.149-67, 2001. ,
James-Stein type estimator for combining unbiased and possibly biased estimators, Journal of the American Statistical Association, vol.86, issue.416, pp.1001-1007, 1991. ,
Measuring economic growth from outer space, The American Economic Review, vol.102, issue.2, pp.994-1028, 2012. ,
Asymptotics for minimisers of convex processes. Discussion paper, 1999. ,
Inference in censored models with endogenous regressors, Econometrica, vol.71, issue.3, pp.905-937, 2003. ,
On the performance of some robust instrumental variables estimators, Journal of Business and Economic Statistics, vol.22, issue.1, pp.30-39, 2004. ,
Estimation with quadratic loss, Proceedings of the fourth Berkeley symposium on mathematical statistics and probability, vol.1, 1960. ,
A semiparametric basis for combining estimation problems under quadratic loss, Journal of the American Statistical Association, vol.99, issue.466, pp.479-87, 2004. ,
Asymptotic relations of M-Estimates And R-Estimates In linear regression model, The Annals of Statistics, vol.5, issue.3, pp.464-72, 1977. ,
Least absolute error difference estimation of a single equation from a simultaneous equations system, 1999. ,
Two-stage quantile regressions when the first stage is based on quantile regressions, The Econometrics Journal, vol.7, pp.18-46, 2004. ,
Estimation, inference, and specification testing for possibly misspecified quantile regression, Advances in Econometrics, vol.17, pp.107-139, 2003. ,
Regression quantiles, Econometrica, vol.46, issue.1, pp.33-50, 1978. ,
Conditional quantile estimation and inference for ARCH models, Econometric Theory, vol.12, issue.05, pp.793-813, 1996. ,
Endogeneity in quantile regression models: a control function approach, Journal of Econometrics, vol.141, issue.2, pp.1131-58, 2007. ,
Optimal weight choice for frequentist model average estimators, Journal of the American Statistical Association, vol.106, issue.495, pp.1053-66, 2011. ,
Quantile regression methods for recursive structural equation models, Journal of Econometrics, vol.134, issue.2, pp.471-506, 2006. ,
Bounding the influence of attrition on intertemporal wage variation in the NLSY, 2000. ,
Refining targeting against poverty: Evidence from Tunisia, Oxford Bulletin of Economics and Statistics, vol.72, issue.3, p.381, 2010. ,
Asymptotic behaviour of regression quantiles in non-Stationary, dependent cases, Journal of Multivariate Analysis, vol.38, issue.1, pp.100-113, 1991. ,
The asymptotic normality of two-Stage Least absolute deviations estimators, Econometrica, vol.51, issue.5, pp.1569-75, 1983. ,
Absolute penalty and shrinkage estimation in partially linear models, Computational Statistics & Data Analysis, vol.56, issue.4, pp.874-91, 2012. ,
Trimmed least squares estimation in the linear model, Journal of the American Statistical Association, vol.75, issue.372, pp.828-866, 1980. ,
Instrumental variable estimation based on conditional median restriction, Journal of Econometrics, vol.141, issue.2, pp.350-82, 2007. ,
On preliminary test and shrinkage M-estimation in linear models, The Annals of Statistics, vol.15, issue.4, pp.1580-92, 1987. ,
Inadmissibility of the usual estimator for the mean of a multivariate distribution, Proceedings of the third Berkeley symposium on mathematical statistics and probability, 1955. ,
Optimal shrinkage estimation of variances with applications to microarray data analysis, Journal of the American Statistical Association, vol.102, issue.477, pp.113-135, 2007. ,
Asymptotic theory for econometricians, 2001. ,