Pages that link to "Item:Q528023"

The following pages link to Asymptotics for panel quantile regression models with individual effects (Q528023):

Displaying 26 items.

• Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods (Q98048) (← links)
• Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (Q114808) (← links)
• Smoothed quantile regression for panel data (Q284303) (← links)
• Bayesian joint quantile regression for mixed effects models with censoring and errors in covariates (Q311310) (← links)
• Efficient minimum distance estimator for quantile regression fixed effects panel data (Q476212) (← links)
• Sieve instrumental variable quantile regression estimation of functional coefficient models (Q898598) (← 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)
• On the unbiased asymptotic normality of quantile regression with fixed effects (Q2190248) (← links)
• The asymmetric effects of monetary policy on the business cycle: evidence from the panel smoothed quantile regression model (Q2208892) (← links)
• Measurement errors in quantile regression models (Q2294517) (← links)
• Editorial: Quantile regression (Q2330743) (← links)
• Quantile-regression-based clustering for panel data (Q2330746) (← links)
• Panel data quantile regression with grouped fixed effects (Q2330747) (← links)
• What do mean impacts miss? Distributional effects of corporate diversification (Q2330748) (← links)
• Quantiles via moments (Q2330750) (← links)
• Set identification of the censored quantile regression model for short panels with fixed effects (Q2516310) (← links)
• Multi-dimensional latent group structures with heterogeneous distributions (Q2688647) (← links)
• Estimation of Censored Quantile Regression for Panel Data With Fixed Effects (Q2861819) (← links)
• Quantile Function on Scalar Regression Analysis for Distributional Data (Q3304837) (← links)
• High-dimensional latent panel quantile regression with an application to asset pricing (Q6046304) (← links)
• Shrinkage quantile regression for panel data with multiple structural breaks (Q6059398) (← links)
• Two-step estimation of censored quantile regression for duration models with time-varying regressors (Q6108301) (← links)
• Wild bootstrap inference for penalized quantile regression for longitudinal data (Q6108328) (← links)
• Panel quantile regression for extreme risk (Q6118720) (← links)
• Network and panel quantile effects via distribution regression (Q6199639) (← links)