Biblio

Inconsistency transmission and variance reduction in two-stage quantile regressionJournal articleTae-Hwan Kim et Christophe Muller, Communications in Statistics - Simulation and Computation, Volume 49, Issue 4, pp. 1044-1077, 2020

A robust test of exogeneity based on quantile regressionsJournal articleTae-Hwan Kim et Christophe Muller, Journal of Statistical Computation and Simulation, Volume 87, Issue 11, pp. 2161-2174, 2017

Two-Stage Huber EstimatorJournal articleChristophe Muller et Tae-Hwan Kim, Journal of Statistical Planning and Inference, Volume 137, Issue 2, pp. 405-418, 2007

Two-stage quantile regression when the first stage is based on quantile regressionJournal articleChristophe Muller et Tae-Hwan Kim, Econometrics Journal, Volume 7, Issue 1, pp. 218-231, 2004