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Quantiles for Fractions and Other Mixed Data

Machado, Jose A F and Santos Silva, Joao M C (2008) Quantiles for Fractions and Other Mixed Data. Working Paper. University of Essex, Department of Economics, Discussion Papers.

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Abstract

This paper studies the estimation of quantile regression for fractional data, focusing on the case where there are mass-points at zero or/and one. More generally, we propose a simple strategy for the estimation of the conditional quantiles of data from mixed distributions, which combines standard results on the estimation of censored and Box-Cox quantile regressions. The implementation of the proposed method is illustrated using a well-known dataset.

Item Type: Monograph (Working Paper)
Subjects: H Social Sciences > HB Economic Theory
Divisions: Faculty of Social Sciences > Economics, Department of
Depositing User: Jim Jamieson
Date Deposited: 07 Aug 2012 11:16
Last Modified: 28 Aug 2014 10:04
URI: http://repository.essex.ac.uk/id/eprint/3550

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