Pages that link to "Item:Q2512602"

The following pages link to Estimating and testing a quantile regression model with interactive effects (Q2512602):

Displayed 11 items.

• Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (Q114808) ‎ (← links)
• A Hausman-Taylor instrumental variable approach to the penalized estimation of quantile panel models (Q485563) ‎ (← links)
• Sieve instrumental variable quantile regression estimation of functional coefficient models (Q898598) ‎ (← links)
• Set identification of panel data models with interactive effects via quantile restrictions (Q1667930) ‎ (← links)
• Bayesian analysis of dynamic panel data by penalized quantile regression (Q1742844) ‎ (← links)
• A quantile correlated random coefficients panel data model (Q1792446) ‎ (← links)
• A panel quantile approach to attrition bias in big data: evidence from a randomized experiment (Q2000849) ‎ (← links)
• Instrumental variables estimation in large heterogeneous panels with multifactor structure (Q2181488) ‎ (← links)
• On the unbiased asymptotic normality of quantile regression with fixed effects (Q2190248) ‎ (← links)
• Inferences in panel data with interactive effects using large covariance matrices (Q2398975) ‎ (← links)
• Constrained Bayesian doubly elastic net Lasso for linear quantile mixed models (Q3390468) ‎ (← links)