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book.bib
@article{AAP.76,
  author = {Aigner, D. J. and Amemiya, T. and Poirier, D. J.},
  title = {On the estimation of production frontiers:
   {M}aximum likelihood estimation of the parameters of a discontinuous density function},
   year = {1976},
   journal = {International Economic Review},
    volume = {17},
   pages = {377--396}
}
@article{weiss.91,
    author = {Weiss, Andrew A.},
    title = {Estimating nonlinear dynamic models using least absolute error estimation},
   year = {1991},
   journal = {Econometric Theory},
    volume = {7},
    pages = {46--68},
}

@article{Karl.90,
   author = {Karlsen, Hans Arnfinn},
   title = {Existence of moments in a stationary stochastic difference equation},
   year = {1990},
   journal = {Advances in Applied Probability},
  volume = {22},
   pages = {129--146}
}
@article{Brandt.86,
   author = {Brandt, Andreas},
   title = {The stochastic equation ${Y}_{n+1}={A}_n{Y}_n+{B}_n$ with stationary
	      coefficients},
   year = {1986},
  journal = {Advances in Applied Probability},
  volume = {18},
 pages = {211--220},
}

@article{Pour.86,
   author = {Pourahmadi, Mohsen},
   title = {On stationarity of the solution of a doubly stochastic model},
   year = {1986},
  journal = {Journal of Time Series Analysis},
   volume = {7},
  pages = {123--131},
}

@article{Tj.86,
      author = {Tjřstheim, Dag},
          title = {Some doubly stochastic time series models},
	      year = {1986},
	          journal = {Journal of Time Series Analysis},
		      volume = {7},
		          pages = {51--72},
			      keywords = {prediction; Nonlinear
				filter; Stationarity}
}
@book{NQ.82,
      author = {Nicholls, Des F. and Quinn, Barry G.},
          title = {Random coefficient autoregressive models: {A}n
	    introduction},
	      year = {1982},
	          pages = {154},
		      publisher = {Springer-Verlag Inc}
}

@article{HL.00,
      author = {Hunter, David R. and Lange, Kenneth},
          title = {Quantile regression via an {MM} algorithm},
	      year = {2000},
	          journal = {Journal of Computational and Graphical
		    Statistics},
		      volume = {9},
		          number = {1},
			      pages = {60--77},
}

@BOOK{Arrow59,
          author={K. Arrow and M. Hoffenberg},
	          title={A Time Series Analysis of Interindustry
		    Demands},
		          year={1959},
			          publisher={North-Holland},
				          address={Amsterdam}
					          }
@article{FT.28,
	Author = {Fisher, R.A. and L.H.C. Tippett},
	Title = { Limiting forms of the frequency distributions of the 
		largest or smallest member of a sample},
	Journal = {Proc. Cambridge Philos. Soc.},
	Volume = {24},
	Pages = {180--190},
	Year = {1928}
	}
@article{FR.94,
      author = {Feigin, Paul D. and Resnick, Sidney I.},
          title = {Limit distributions for linear programming time
	    series estimators},
	      year = {1994},
	          journal = {Stochastic Processes and their
		    Applications},
		      volume = {51},
		          pages = {135--165},
			      keywords = {Yule-Walker; Autoregressive
				process}
}
@article{FR.97,
      author = {Feigin, Paul D. and Resnick, Sidney I.},
          title = {Linear programming estimators and bootstrapping for
	    heavy tailed phenomena},
	      year = {1997},
	          journal = {Advances in Applied Probability},
		      volume = {29},
		          pages = {759--805},
			      keywords = {Poisson process;
				Autoregressive process; Time series}
}
@article{Gnedenko.43,
	Author = {Gnedenko, B.V.},
	Title = { Sur la distribution limite du terme maximum d'une s\'erie al\'eatoire},
	Journal = {Ann. Math.},
	Volume = {44},
	Pages = {423--453},
	Year = {1943}
	}
@article{FR.64,
	Author = {Fox, M. and H. Rubin}, 
	Title = {Admissibility of Quantile Estimates of a Single Location Parameter},
      	Journal = {Annals of Mathematical Statistics},
	Volume =  {35}, 
	Year = 1964, 
	Pages = { 1019--1030}
	}
@article{ADEH.99,
	Author = { Artzner,P. and  F. Delbaen and J.-M. Eber and D. Heath}, 
	Title = {Coherent Measures of Risk},
      	Journal = {Math. Finance},
	Volume =  {9}, 
	Year = 1999, 
	Pages = { 203--228}
	}

@book{Gauss.09,
	author="Gauss, Carl F.",
	title="Theoria Motus Corporum Celestium",
	publisher="Perthes et Besser",
	address="Hamburg",
	year="1809",
	note="Translated, 1857, as {\em Theory of Motion of the Heavenly
	Bodies Moving about the Sun in Conic Sections\/}, trans.\ C. H.
	Davis.  Boston, Little, Brown.  Reprinted, 1963; New York, Dover."
	}
@unpublished{KMa.04,
	Author = {Koenker, R. and L. Ma},
	Title = {Quantile Regression for Recursive Structural Models},
	Note = {preprint},
	Year = 2004
	}
@book{Lapack,
	Author = {Anderson, E. et al.},
	Title = {Lapack User's Guide},
	Publisher ={SIAM},
	Year = {1995}
	}
@article{Renegar.88,
	Author = { Renegar, J.}, 
	Title = { A polynomial-time algorithm based on Newton's method
		for linear programming}, 
      	Journal = {Math. Programming}, 
	Volume =  {40}, 
	Year = 1988, 
	Pages = {59--93}
	}

@incollection{R.1931,
            Author = {Ramsey, F.P.},
            Title = {Truth and Probability},
	    Booktitle = {The Foundations of Mathematics and Other 
		Logical Essays},
            Year = 1931,
            Publisher = {Harcourt Brace}
	}

@article{M.78,
            Author = {Major, Peter},
            Title = {On the Invariance Principle for Sums of Independent
                    Identically Distributed Random Variables},
            Year = 1978,
            Journal = {Journal of Multivariate Analysis},
            Volume = 8,
            Pages = {487--517},
            Keywords = {Weak convergence}
        }
@article{S.04,
            Author = {Spearman, C.},
            Title = {The proof and measurement of association between 
		two things},
            Year = 1904,
            Journal = {Amer. J. Psych.},
            Volume = 15,
            Pages = {72--101},
        }
@article{K.38,
            Author = {Kendall, M.},
            Title = {A New Measure of Rank Correlation},
            Year = 1938,
            Journal = {Biometrika},
            Volume = 30,
            Pages = {81--93},
        }
@article{S.86,
            Author = {Schmeidler, D.},
            Title = {Integral representation without additivity},
            Year = 1986,
            Journal = {Proceedings of Am Math Society},
            Volume = 97,
            Pages = {255--261},
        }
@article{DDGKV,
            Author = {Dhaene, J. and M Denuit  and M.J. Goovaerts and 
		R. Kaas and D. Vyncke},
            Title = {The concept of comonotonicity in acturial science
		and finance: theory and applications},
	    Journal = {Insurance: Mathematics and Economics},
	    Volume = {31},
	    Pages = {3--33, 133--161},
	    Year = {2002}
	}	
@article{Chau.96,
      author = {Chaudhuri, Probal},
          title = {On a geometric notion of quantiles for multivariate data},
	      year = {1996},
	          journal = {Journal of the American Statistical Association},
		      volume = {91},
		          pages = {862--872},
		}

@unpublished{KDVGD,
            Author = {Kaas, R. and J. Dhaene and D Vyncke and 
		M.J. Goovaerts and M. Denuit},
            Title = {A Simple Geometric Proof that comonotonic risks have 
		the largest convex sum},
            Year = 2001,
            Note = {preprint},
        }
@article{AB.01,
      author = {Andrews, Donald W. K. and Buchinsky, Moshe},
          title = {Evaluation of a three-step method for choosing the
	    number of bootstrap repetitions},
	      year = {2001},
	          journal = {Journal of Econometrics},
		      volume = {103},
		          number = {1-2},
			      pages = {345--386},
			          keywords = {coefficient of excess
				    kurtosis; Confidence interval;
				    Density estimation; Hypothesis
				      test; $P$-value; Quantile;
				    Simulation; standard error
				      estimate}
}


@article{AB.00,
      author = {Andrews, Donald W. K. and Buchinsky, Moshe},
          title = {A three-step method for choosing the number of
	    bootstrap repetitions},
	      year = {2000},
	          journal = {Econometrica},
		      volume = {68},
		          number = {1},
			      pages = {23--51},
			          keywords = {Bias correction;
				    Confidence interval; Hypothesis
				      test; $P$-value; Simulation;
				    standard error estimate}
}


	
@article{BF.81,
            Author = {Bickel, Peter J. and Freedman, David A.},
            Title = {Some Asymptotic Theory for the Bootstrap},
            Year = 1981,
            Journal = {The Annals of Statistics},
            Volume = 9,
            Pages = {1196--1217},
            Keywords = {Resampling}
        }
@article{M.72,
            Author = {Mallows, C. L.},
            Title = {A Note on Asymptotic Joint Normality},
            Year = 1972,
            Journal = {The Annals of Mathematical Statistics},
            Volume = 43,
            Pages = {508--515}
        }

@article{Starmer,
	Author = { Starmer, C.},
	Title = {Developments in Non-expected Utility Theory:  The Hunt 
		for a Descriptive Theory of Choice under Risk},
      	Journal = {J. of Economic Literature},
	Volume =  {38}, 
	Year = 2000, 
	Pages = { 332--382}
	}
@article{D.90,
	Author = { Denneberg, D.}, 
	Title = {Premium Calculation:  Why standard deviation
	should be replaced by absolute deviation},
	Journal = {ASTIN Bulletin},
	Volume =  {20}, 
	Pages = { 181--190},
	Year ={1990}
	}
@article{B.1738,
	Author = { Bernoulli, D.}, 
	Title = {Specimen theoriae novae de mensura sortis},
	Journal= {Commentarii Academiae Scientiarum Imperialis Petropolitanae},
	Year ={1738},
	Volume = {5},
	Pages = {175-192},
	Note = {translated by  L. Sommer in {\it Econometrica}, {22}, 23-36}
	}
@article{dF.1937,
	Author = { de Finetti, B.}, 
	Title = {La pr\'evision ses lois logiques, ses sources subjectives},
	Journal= {Annals de l'Instutute Henri Poincar\'e},
	Year ={1937},
	Volume = {7},
	Pages = {1-68},
	Note = {translated by  H.E. Kyburg in 
		{\it Studies in Subjective Probability},
		H.E. Kyburg and H.E. Smokler, (eds.), Wiley, 1964}
	}
@book{Knuth.LP,
	Author = {Knuth, D. E.}, 
	Title = {Literate Programming},
	Publisher = {Center for the Study of Language and Information},
	Year ={1992}
	}
@book{ACP3,
	Author = {Knuth, D. E.}, 
	Title = {The Art of Computer Programming.  Volume III: Sorting
	and Searching},
	Edition = {2},
	Publisher = {Addison-Wesley},
	Year ={1998}
	}
@book{Berman,
	Author = {Berman, A.}, 
	Title = {Cones, Matrices and Mathematical Programming},
	Publisher = {Springer},
	Year ={1973}
	}
@book{C.98,
	Author = { Chambers, J. M.}, 
	Title = {Programming with Data: A Guide to the S Language},
	Publisher = {Springer},
	Year ={1998}
	}
@book{S.54,
	Author = { Savage, L.J.}, 
	Title = {Foundations of Statistics},
	Publisher = {Wiley},
	Year ={1954}
	}
@book{vNM,
	Author = { von Neumann, J. and Morgenstern, O.}, 
	Title = {Theory of Games and Economic Behavior},
	Publisher = {Princeton},
	Year ={1944}
	}
@book{F.1982,
	Author = { Fishburn, P.}, 
	Title = {Foundations of Expected Utility Theory},
	Publisher = {D. Reidel},
	Year ={1982}
	}
@book{Fishburn,
	Author = { Fishburn, P.}, 
	Title = {Nonlinear Preference  and Utility Theory},
	Publisher = {Johns Hopkins Press},
	Year ={1988}
	}
@book{W.89,
	Author = { Wakker, P.}, 
	Title = {Additive Representations of Preferences:  A New 
		Foundation of Decision Analysis},
	Publisher = {Kluwer Academic Publishers},
	Year ={1989}
	}
@book{Q.93,
	Author = { Quiggin, J.}, 
	Title = {Generalized Expected Utility Theory},
	Publisher = {Kluwer Academic Publishers},
	Year ={1993}
	}
@book{D.94,
	Author = { Denneberg, D.}, 
	Title = {Non-Additive Measure and Integral },
	Publisher = {Kluwer Academic Publishers},
	Year ={1994}
	}

@article{K.01,
	Author = { Kusuoka, S.}, 
	Title = {On Law Invariant Coherent Risk Measures },
      	Journal = { Advances in Math. Econ.},
	Volume =  {3}, 
	Year = 2001, 
	Pages = { 83--95}
	}
@article{C.54,
	Author = {Choquet, G.}, 
	Title = {Theory of Capacities},
      	Journal = { Annales de L'Institute Fourier},
	Volume = {V},
	Pages = { 131--295},
	Year = {1954}
	}
@article{Gajdos,
	Author = { Gajdos, T.}, 
	Title = {Measuring Inequalities without Linearity in Envy:
		Choquet Integrals for Symmetric Capacities},
      	Journal = { J. Econ. Theory},
	Note = {forthcoming},
	Year = {2002}
	}

@article{Hobson,
	Author = { Hobson, D. G.}, 
	Title = {Robust Hedging of the Lookback Option},
      	Journal = { Finance and Stochastics},
	Volume =  {2}, 
	Year = 1998, 
	Pages = { 329--347}
	}
@article{H.98,
	Author = { Hurlimann, W.},
	Title = {On Stop-Loss Order and the Distortion Pricing Principle},
      	Journal = {ASTIN Bulletin},
	Volume =  {28}, 
	Year = 1998, 
	Pages = { 119--134}
	}
@article{KG.01,
        Author = {Koenker, R. and Geling, O.},
        Title = {Reappraising Medfly Longevity:  A quantile regression
                survival analysis},
        Journal = {J. of Am. Stat. Assoc.},
        Pages = {458--468},
        Volume = 96,
        Year = 2001
}
@article{E.61,
	Author = {Ellsberg, D.},
	Title = {Risk, Ambiguity and Savage Axioms},
      	Journal = {Quarterly J. Econ.},
	Volume =  {75}, 
	Year = 1961, 
	Pages = { 643--669}
	}
@article{Q.81,
	Author = { Quiggin, J.}, 
	Title = {Risk Perception and Risk Aversion among Australian Farmers},
      	Journal = {Aust. J. of Ag. Econ.},
	Volume =  {25}, 
	Year = 1981, 
	Pages = { 160--169}
	}
@article{BP.00,
	Author = { Bleichrodt, H. and J.L. Pinto}, 
	Title = {A parameter-Free Elicitation of the Probability Weighting Function in Medical Decision Analysis},
      	Journal = {Management Science},
	Volume =  {46}, 
	Year = 2000, 
	Pages = { 1485--1496}
	}
@article{FS.48,
	Author = { Friedman, M. and L.J. Savage}, 
	Title = {The utility analysis of choices involving risk},
      	Journal = {J. Political Economy},
	Volume =  {56}, 
	Year = 1979, 
	Pages = { 279--304}
	}
@article{TK.92,
	Author = { Tversky, A. and D Kahneman}, 
	Title = {Advances in Prospect Theory:  Cumulative Representation
		of Uncertainty},
      	Journal = {J. Risk and Uncertainty},
	Volume =  {5}, 
	Year = 1992, 
	Pages = { 297--323}
	}
@article{WT.93,
	Author = { Wakker, P. and A. Tversky}, 
	Title = {An Axiomatization of Cumulative Prospect Theory},
      	Journal = {J. Risk and Uncertainty},
	Volume =  {7}, 
	Year = 1993, 
	Pages = { 147--176}
	}
@article{KT.79,
	Author = { Kahneman, D. and A. Tversky}, 
	Title = {Prospect theory:  An analysis of decision under risk},
      	Journal = {Econometrica},
	Volume =  {47}, 
	Year = 1979, 
	Pages = { 263--291}
	}
@article{Y.87,
	Author = { Yaari, M.}, 
	Title = {The Dual Theory of Choice under Risk},
      	Journal = {Econometrica},
	Volume =  {55}, 
	Year = 1987, 
	Pages = { 95--115}
	}
@article{S.89,
	Author = { Schmeidler, D.}, 
	Title = {Subjective Probability and Expected Utility without Additivity},
      	Journal = {Econometrica},
	Volume =  {57}, 
	Year = 1989, 
	Pages = { 571--587}
	}
@article{JK.01,
	Author = {Jaschke, S. and U. K\"uchler},
	Title = {Coherent Risk Measure and Good Deal Bounds},
	Journal = { Finance and Stochastics},
        Volume =  {5},
	Year = {2001},
        Pages = { 181--200}
	}
@article{T.02,
	Author = {Tasche, D.},
	Title = {Expected Shortfall and Beyond}, 
	Journal = {Journal of Banking and Finance},
        Volume =  {26},
	Year = {2002},
        Pages = { 1519--1533}
	}
@article{AT.01,
	Author = {Acerbi, C. and D. Tasche},
	Title = {Expected Shortfall:  A Natural coherent alternative
		to Value at Risk},
	Journal = {Economic Notes}, 
	Volume = {31},
	Pages = {379--388},
	Year = {2002},
	}
@article{Jones.94,
      author = {Jones, M. C.},
          title = {Expectiles and ${M}$-quantiles are quantiles},
	      year = {1994},
	          journal = {Statistics and  Probability Letters},
		      volume = {20},
		          pages = {149--153},
			      keywords = {Location parameter}
}
@article{BJ.99,
	Author = {Britten-Jones, M.},
	Title = {The sampling error in estimation of mean variance efficient
		portfolio weights},
	Journal = {J. of Finance},
	Year = {1999},
	Volume = {54},
	Pages = {655--671}
	}
@article{RU.00,
	Author = {Rockafellar, R.T. and S. Uryasev},
	Title ={Optimization of conditional VaR},
	Year = {2000},
	Volume = {2},
	Journal = {J. of Risk},
	Pages = {21--41}
	}
@article{Rosenblatt.58,
	Author = {Rosenblatt, F.},
	Title = {The perceptron: a probablistic model for information 
		storage and retrieval in the brain}, 
	Journal = {Psychological  Review}, 
	Volume = {65},
	Pages = {386--408}, 
	Year = 1958,
	}
@mastersthesis{Laine,
	Author = {Laine, B.},
	Title = { Depth Contours as Multivariate Quantiles: A Directional Approach},
	School = {Universit\'e Libre de Bruxelles},
	Year = 2001
	}
@unpublished{Kiwiel.04,
	Author = {Kiwiel, K.C.},
	title = {Improved Randomized Selection},
	note = {preprint},
	Year = 2004
}
@unpublished{BS.02,
	Author = {Bouy\'{e}, E. and M. Salmon },
	title = {Dynamic Copula Quantile Regressions and Tail Area
		Dynamic Dependence in Forex Markets},
	note = {preprint},
	Year = 2002
}

@article{Abadie.02,
	Author = {Abadie, A.},
	title = {Bootstrap Tests for Distributional Treatment Effects
	  in Instrumental Variable Models},
	Journal = { JASA},
	Volume = {97},
	pages = {284--292},
	Year = 2002
}
@article{ChernHan:04,
  	Author = {Chernozhukov, V. and C. Hansen},
	Title = {An IV Model of Quantile Treatment Effects},
	Journal = { Econometrica},
	Note = {forthcoming},
	Year = 2004
	}

@article{aai:02,
	Author = {Abadie, A. and J. Angrist and G. Imbens},
	title = {Instrumental Variables Estimates of Subsidized
	  Training on the Quantile of Trainee Earnings},
	Journal = { Econometrica},
	Volume = {70},
	pages = {91--117},
	Year = 2002
}

@article{Abre.01,
	Author = {Abreveya, J.},
	Title = {The effects of demographics and maternal behavior on the
		distribution of birth outcomes},
	Journal = EE,
	Volume = 26,
	Pages = {247-257},
	Year = 2001,
	}
@unpublished{IN.02,
	Author = {Imbens, G. and W. Newey}, 
	Title = {Identification and Estimation of Triangular Simultaneous
		Equations Models Without Additivity}, 
	Note = {preprint},	
	Year = 2002
	}
@article{BL.75,
    Author = {Bickel, P. J. and Lehmann, E. L.},
    Title = {Descriptive Statistics for Nonparametric Models. {I}I:
            {L}ocation},
    Year = 1975,
    Journal = {The Annals of Statistics},
    Volume = 3,
    Pages = {1045--1069},
    Keywords = {Robustness; Efficiency; Order statistics; Trimmed mean;
               Rank test; Huber's maximum likelihood estimator;
               Heavy-tailed distributions; Tukey model}
}   
 
@article{BickSak,
	Author = {Bickel, P. and Sakov, A.},
	Title = {An {E}dgeworth expansion for the $m$ out of $n$ bootstrapped
		median},
	Journal = StPrLet,
	Year = 2000,
	}
@unpublished{BickSak.99,
	Author = {Bickel, P. and Sakov, A.},
	Title = {On the choice of $m$ in the $m$ out of $n$ bootstrap
		in estimation problems},
	Note = {preprint},
	Year = 1999,
	}
@book{Vapnik.95,
    Publisher = {Springer:Brln:NY},
    Pages = 188,
    Author = {Vapnik, V. N.},
    Title = {The Nature of Statistical Learning Theory},
    Year = 1995
}
@book{Ripley.96,
    Publisher = {Cambridge},
    Author = {Ripley, B.D.},
    Title = {Pattern Recognition and Neural Networks},
    Year = 1996
}
@book{Brownlee,
    Publisher = {Wiley:  New York},
    Author = {Brownlee, K.A.},
    Title = {Statistical Theory and Methodology in Science and Engineering},
    Year = 1965
}


@article{abadie.97,
	Author = {Abadie, A.},
	Title = {Changes in {S}panish Labor Income Structure during the 1980's: 
		A Quantile Regression Approach}, 
	Journal = { Investigaciones Economicas}, 
	Volume = 21, 
	Pages = {253--272}, 
	Year = 1997
}

@article{ai.94,
	author =  {Imbens, G.W. and J.D. Angrist },
	title = {Identification and Estimation of Local Average 
			Treatment Effects}, 
	journal = {Econometrica}, 
	Volume = 62, 
	Pages = {467-475},
	Year = 1994
}

 
@article{air.96,
	author = {Angrist, J.D. and  G.W. Imbens and D. B. Rubin},
	title = {Identification of Causal Effects Using Instrumental Variables},
	journal = JASA, 
	Volume = 91,
	Pages = {444--472},
	Year = 1996
}

@article{amem.82,
    Journal = Econmtca,
    Volume = 50,
    Pages = {689--712},
    Author = {Amemiya, Takeshi},
    Title = {Two Stage Least Absolute Deviations Estimators},
    Year = 1982
}




@article{amma.93,
    Journal = JASA,
    Volume = 88,
    Pages = {505--514},
    Keywords = {Eigenvalue; $M$-estimator},
    Author = {Ammann, Larry P.},
    Title = {Robust Singular Value Decompositions: {A} New Approach to
            Projection Pursuit},
    Year = 1993
}

@article{hamp:1974,
    Author = {Hampel, Frank R.},
    Title = {The Influence Curve and Its Role in Robust Estimation},
    Year = 1974,
    Journal = {Journal of the American Statistical Association},
    Volume = 69,
    Pages = {383--393},
    Keywords = {Trimmed mean; Huberizing; von Mises functional; Jackknife;
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@article{Chesher.03,
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}
@unpublished{Chesher.04,
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}

@unpublished{BKK.03,
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}
@book{K.05,
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    Year = 2005,
}
@article{K.2005,
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}
@inproceedings{BlunPow.01,
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    Year = 2003,
}

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@article{Working.27,
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@article{Powell.83,
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    Year = 1983
}


@phdthesis{Park.92,
	Author = {Park, B.J.},
	Title = {Quantile regression and the duration of unemployment},
	School = {U. of Illinois},
	Year = 1992
}
@article{KB.78,
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@article{BK.82,
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	Year = 1982,
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@article{KB.82,
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	Year = 1982,
	Title = { Tests of linear hypotheses and l$_1$ estimation},
	Journal = { Econometrica},
	Volume = { 50}, 
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	Title = {Spline transformations:
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@article{KB.82b,
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	Year = 1982 ,
	Title = { Robust tests for heteroscedasticity based on regression quantiles},
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@article{KO.87,
	Author = {Koenker, R. and d'Orey, V.},
	Year = 1987,
	Title = { Computing Regression Quantiles},
	Journal = { Applied Statistics},
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	Pages = {383-393}
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@article{KO.93,
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	Year = 1993,
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	Journal = { Applied Statistics},
	Volume = { 36}, 
	Pages = {383-393}
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@article{KS.94,
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	Year = 1994,
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	Volume = { 28},
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@inproceedings{K.94,
	Author = {Koenker, R.},
	Year = 1994 ,
	Title = { Confidence intervals for regression quantiles},
	editor = {Mandl P. and \Huskova, M.},
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	Publisher = {Physica-Verlag:  Heidleberg},
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@inproceedings {K.96,
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@inproceedings {M.93,
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	Year = 1993,
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@article {KP.90,
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	Year = 1990,
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@article {KM.96,
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	Year = 1996,
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@article {Kgef,
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        Title = {Galton, {E}dgeworth, {F}risch and Prospects for Quantile
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        Volume = {95},
        Pages = {347--374},
        Year = 2000,
}
@unpublished{KX.03,
	Author = {Koenker, R. and Z. Xiao},
	Title = {Quantile autoregression},
	Note = {preprint},
	Year = 2003,
	}
@article {KX.04,
	Author = {Koenker, R. and Xiao, Z.},
	Title = {Unit Root Quantile Autoregression Inference},
	Journal = {JASA},
	Note = {forthcoming},
	Year = 2004,
	}
@article{BDT.01,
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	      year = {2001},
	          journal = {The Annals of Statistics},
		      volume = {29},
		          number = {4},
			      pages = {919--946},
			          keywords = {62M10 (MSC2000); 62E20
				    (MSC2000); 62F10 (MSC2000);
				    Laplacian density; noncausal;
				    noninvertible; nonminimum phase;
				    White noise}
}

@article{KX.02,
	Author = {Koenker, R. and Xiao, Z.},
	Title = {Inference on the quantile regression process},
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	Pages = {1583--1612},
	Volume = 70,
	Year = 2002,
	}
@unpublished{Kgon.99,
	Author = {Koenker, R.},
	Title = {Penalized Triograms Or Pragmatic Goniolatry},
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	Year = 1999
}

@article{KM.99,
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	Journal = JASA,
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	Volume = 94,
	Year = 1999
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@unpublished{MM.97,
	Author = {Machado, J.A.F. and Mata, J.},
	Year = 1997,
	Title = { Earnings functions in {P}ortugal 1982-94: Evidence from
quantile regressions},
	note = {preprint}
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@article{MM.00,
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	Year = 2000,
	Title ={Box-Cox Quantile regression and the distribution of firm sizes},
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	Pages = {253-274},
	}

@unpublished{FK.97,
	Author = {Fitzenberger, B. and C. Kurz },
	Year = 1997,
	Title = { New insights on earnings trends across skill groups
and industries in {W}est {G}ermany},
	note = {preprint}
	}

@unpublished{tannuri.00,
	Author = {Tannuri, M.},
	Title = {Are the assimilation processes of low and high income 
		immigrants distinct? A Quantile Regression Approach},
	Note = {preprint},
	Year = 2000,
	}

@unpublished{BF.98,
	Author = {B\"uttner, T. and Fitzenberger, B. },
	Year = 1998,
	Title = { Central Wage Bargaining and Local Wage Flexibility:
		Evidence from the Entire Wage Distribution},
	note = {preprint}
	}
@article{FHMS,
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	Title = {Testing for uniform wage trends in West-Germany:
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	Year = 2001,
	}
@article{zhao.99,
	Author = {Zhao, Q.},
	Year = 1999,
	Title = { Asymptotically efficient median regression in the presence of heteroscedasticity of unknown form},	
	Journal = { Econometric Theory},
	Volume = 17,
	Pages = {765--784},
	Note = { forthcoming},
	}
@article {KZ.94,
	Author = {Koenker, R.W. and Zhao, Q.},
	Year = 1994,
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@article {KZ.96,
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	Year = 1996,
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@article{phil.91,
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    Year = 1991
}


@inproceedings{pinkus.97,
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@inproceedings{pinkus:97,
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	Year = 1997
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@article{PJ.99,
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	Year = 1999
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    Note = {Asymptotics under weaker design conditions.},
    Year = 1991
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    Year = 1991
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    Year = 1983
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@book{Rockafellar,
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@book{RS,
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