A quantile correlated random coefficients panel data model
From MaRDI portal
Recommendations
- Average and quantile effects in nonseparable panel models
- Nonparametric identification in panels using quantiles
- Quantile treatment effects in difference in differences models with panel data
- A simple approach to quantile regression for panel data
- Identification and estimation of average partial effects in ``irregular correlated random coefficient panel data models
Cites work
- scientific article; zbMATH DE number 3938400 (Why is no real title available?)
- Another look at the instrumental variable estimation of error-components models
- Asymptotic Statistics
- Asymptotic efficiency in estimation with conditional moment restrictions
- Asymptotics for panel quantile regression models with individual effects
- Average and quantile effects in nonseparable panel models
- Changes in the U.S. Wage Structure 1963-1987: Application of Quantile Regression
- Conditional comonotonicity
- EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL
- Efficiency Bounds for Semiparametric Regression
- Efficient Semiparametric Estimation of Quantile Treatment Effects
- Estimating and testing a quantile regression model with interactive effects
- Estimation and Testing of the Union Wage Effect Using Panel Data
- Identification and Inference in Nonlinear Difference-in-Differences Models
- Identification and estimation of average partial effects in ``irregular correlated random coefficient panel data models
- Identification and estimation of triangular simultaneous equations models without additivity
- Identifying Distributional Characteristics in Random Coefficients Panel Data Models
- Inference on counterfactual distributions
- Instrumental variable quantile regression: a robust inference approach
- Irregular identification, support conditions, and inverse weight estimation
- Jackknife and analytical bias reduction for nonlinear panel models.
- Local Linear Quantile Regression
- Multivariate regression models for panel data
- Nonlinear panel data estimation via quantile regressions
- Nonparametric estimation and inference on conditional quantile processes
- Nonparametric identification in panels using quantiles
- On average derivative quantile regression
- Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
- Quantile regression for longitudinal data
- Quantile regression in partially linear varying coefficient models
- Quantile regression in varying coefficient models.
- Quantile regression methods for recursive structural equation models
- Quantile regression with measurement error
- Quantile regression with varying coefficients
- Quantile regression.
- Regression Quantiles
- Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data
- Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
- Sensitivity to missing data assumptions: theory and an evaluation of the U.S. wage structure
- Set identification via quantile restrictions in short panels
- Unconditional Quantile Regressions
Cited in
(16)- Quantile treatment effects in difference in differences models with panel data
- Nonparametric identification in panels using quantiles
- High-dimensional latent panel quantile regression with an application to asset pricing
- Nonparametric weighted average quantile derivative
- Natural disasters and economic growth: a quantile on quantile approach
- A correlated random coefficient panel model with time-varying endogeneity
- Editorial: Advance in theoretical econometrics -- essays in honor of Takeshi Amemiya
- Bootstrap Inference for Panel Data Quantile Regression
- Network and panel quantile effects via distribution regression
- Identifying Distributional Characteristics in Random Coefficients Panel Data Models
- Quantile selection models with an application to understanding changes in wage inequality
- On the unbiased asymptotic normality of quantile regression with fixed effects
- Does marriage boost men's wages?: Identification of treatment effects in fixed effects regression models for panel data
- Quantile Methods for Stochastic Frontier Analysis
- Analysis of global and local optima of regularized quantile regression in high dimensions: a subgradient approach
- Two-step estimation of quantile panel data models with interactive fixed effects
This page was built for publication: A quantile correlated random coefficients panel data model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1792446)
