2 papers
econ.EM2020
Quantile regression with generated dependent variable and covariates
Jayeeta Bhattacharya
We study linear quantile regression models when regressors and/or dependent variable are not directly observed but estimated in an initial first step and used in the second step qu…
econ.EM2019
Semiparametric Quantile Models for Ascending Auctions with Asymmetric Bidders
Jayeeta Bhattacharya, Nathalie Gimenes, Emmanuel Guerre
The paper proposes a parsimonious and flexible semiparametric quantile regression specification for asymmetric bidders within the independent private value framework. Asymmetry is…