A hybrid quantile regression for fixed effects panel data
From MaRDI portal
Cites work
- A Bayesian quantile regression approach to multivariate semi-continuous longitudinal data
- A general Bahadur representation of M-estimators and its application to linear regression with nonstochastic designs
- A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric Laplace density
- An MCMC approach to classical estimation.
- Asymptotics for panel quantile regression models with individual effects
- Bayesian multiple quantile regression for linear models using a score likelihood
- Bayesian quantile regression for longitudinal data models
- Bayesian quantile regression for longitudinal studies with nonignorable missing data
- Bayesian quantile regression with subset selection: a decision analysis perspective
- Bootstrap Inference for Panel Data Quantile Regression
- Efficient minimum distance estimator for quantile regression fixed effects panel data
- Gibbs sampling methods for Bayesian quantile regression
- scientific article; zbMATH DE number 3390151 (Why is no real title available?)
- scientific article; zbMATH DE number 3405374 (Why is no real title available?)
- Implicitly adaptive importance sampling
- On the unbiased asymptotic normality of quantile regression with fixed effects
- Panel data quantile regression with grouped fixed effects
- Posterior consistency of Bayesian quantile regression based on the misspecified asymmetric Laplace density
- Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood
- Quantile regression for dynamic panel data with fixed effects
- Quantile regression for longitudinal data
- Quantile regression for longitudinal data using the asymmetric Laplace distribution
- Quantiles via moments
- Regression Quantiles
- Residual life time at great age
- Robust linear static panel data models using -contamination
- Robust penalized quantile regression estimation for panel data
- Set identification via quantile restrictions in short panels
- Statistical inference using extreme order statistics
This page was built for publication: A hybrid quantile regression for fixed effects panel data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7324290)