Penalized quantile regression for dynamic panel data

DOI10.1016/j.jspi.2010.05.008zbMath1205.62195MaRDI QIDQ989274

Gabriel V. Montes-Rojas, Antonio F. jun. Galvao

Publication date: 19 August 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.05.008

zbMATH Keywords

quantile regression; fixed effects; panel data; shrinkage; penalized regression; dynamic panel

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

62F15: Bayesian inference

65C05: Monte Carlo methods

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Uses Software

• PDCO

Cites Work

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