Quantiles via moments

Large Sample Properties of Generalized Method of Moments Estimators

Lars Peter Hansen · Econometrica · 1982 · 13.9K citations

Natural Sciences, Mathematics, Probability Theory +15

Regression Quantiles

Roger Koenker, Gilbert W. Bassett · Econometrica · 1978 · 12.9K citations

Natural Sciences, Biostatistics, Statistics +4

Biases in Dynamic Models with Fixed Effects

Stephen Nickell · Econometrica · 1981 · 8.6K citations

Public Health, Business Economics, Economics +13

Quantile Regression

Roger Koenker, Kevin F. Hallock · The Journal of Economic Perspectives · 2001 · 4.3K citations

Natural Sciences, Economics, Econometrics +11

Consistent Estimates Based on Partially Consistent Observations

Jerzy Neyman, Elizabeth L. Scott · Econometrica · 1948 · 2.7K citations

Computing, Biostatistics, Econometrics +11