Pages that link to "Item:Q1046231"
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The following pages link to A quantile regression approach for estimating panel data models using instrumental variables (Q1046231):
Displayed 13 items.
- A Hausman-Taylor instrumental variable approach to the penalized estimation of quantile panel models (Q485563) (← links)
- Linear quantile regression models for longitudinal experiments: an overview (Q497095) (← links)
- Set identification via quantile restrictions in short panels (Q738106) (← links)
- Sieve instrumental variable quantile regression estimation of functional coefficient models (Q898598) (← links)
- On the unbiased asymptotic normality of quantile regression with fixed effects (Q2190248) (← links)
- Quantile-regression-based clustering for panel data (Q2330746) (← links)
- Estimating and testing a quantile regression model with interactive effects (Q2512602) (← links)
- Bayesian analysis of quantile regression for censored dynamic panel data (Q2512792) (← links)
- Set identification of the censored quantile regression model for short panels with fixed effects (Q2516310) (← links)
- DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS (Q2981828) (← links)
- Quantile regression modeling of latent trajectory features with longitudinal data (Q5036944) (← links)
- Quantile Methods for Stochastic Frontier Analysis (Q5870779) (← links)
- Penalized quantile regression for spatial panel data with fixed effects (Q5875324) (← links)