This paper studies estimation and inference for linear quantile regression models with generated regressors. We suggest a practical two-step procedure, where the regressors are computed in first step. The asymptotic properties of estimator, namely, consistency normality established. show that variance-covariance matrix needs to be adjusted account first-step error. propose general estimator var...

Consumption is one of the key concepts in economics due to its animate connections with GDP, savings, and utility. The current study aims analyse relationship between household consumption expenditures some characteristics Turkey through Household Budget Surveys TurkStat for years 2002 2018. With implementation quantile regression estimations, it shown that disposable income emerges as a very i...

Quantile regression and other semiparametric models have been widely recognized as important data analysis tools in statistics and econometrics. Thesemethods donot rely strictly onparametric likelihoodbut avoid the curse of dimensionality associated with many nonparametric models. The journal Computational Statistics and Data Analysis regularly publishes papers on these semiparametric methods, ...