J Econometrics
Introduction
Journal of Econometrics, 249
INTEREST CATEGORY: MARKETING RESEARCH
POSTING TYPE: TOCs
Themed issue: Quantile regression and data heterogeneity
—Xiaohong Chen, Xuming He []
Fast inference for quantile regression with tens of millions of observations
—Sokbae Lee, Yuan Liao, Myung Hwan Seo, Youngki Shin []
Feature-splitting algorithms for ultrahigh dimensional quantile regression
—Jiawei Wen, Songshan Yang, Christina Dan Wang, Yifan Jiang, Runze Li []
Statistical inference for smoothed quantile regression with streaming data
—Jinhan Xie, Xiaodong Yan, Bei Jiang, Linglong Kong []
Sequential quantile regression for stream data by least squares
—Ye Fan, Nan Lin []
Unconditional quantile partial effects via conditional quantile regression
—Javier Alejo, Antonio F. Galvao, Julian Martinez-Iriarte, Gabriel Montes-Rojas []
Semiparametric approach to estimation of marginal mean effects and marginal quantile effects
—Seong-ho Lee, Yanyuan Ma, Elvezio Ronchetti []
Distributional counterfactual analysis in high-dimensional setup
—Ricardo Masini []
Quantile control via random forest
—Qiang Chen, Zhijie Xiao, Qingsong Yao []
Inference on time series nonparametric conditional moment restrictions using nonlinear sieves
—Xiaohong Chen, Yuan Liao, Weichen Wang []
Efficient quantile covariate adjusted response adaptive experiments
—Zhonghua Li, Lan Luo, Jingshen Wang, Long Feng []
Testing heterogeneous treatment effect with quantile regression under covariate-adaptive randomization
—Yang Liu, Lucy Xia, Feifang Hu []
Inference on quantile processes with a finite number of clusters
—Andreas Hagemann []
Interval quantile correlations with applications to testing high-dimensional quantile effects
—Yaowu Zhang, Yeqing Zhou, Liping Zhu []
On superlevel sets of conditional densities and multivariate quantile regression
—Annika Camehl, Dennis Fok, Kathrin Gruber []
Simultaneous estimation and group identification for network vector autoregressive model with heterogeneous nodes
—Xuening Zhu, Ganggang Xu, Jianqing Fan []
Multiway empirical likelihood
—Harold D. Chiang, Yukitoshi Matsushita, Taisuke Otsu []