Inconsistency transmission and variance reduction in two-stage quantile regression

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Kim, Tae-Hwan [1 ]
Muller, Christophe [2 ]
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[1] School of Economics, Yonsei University, Seoul, Korea, Republic of
[2] Aix-Marseille Univ, CNRS, EHESS, Ecole Centrale, AMSE, France, Marseille, Aix-en-Provence Cedex, France
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页码:1044 / 1077
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