A quantile regression approach for estimating panel data models using instrumental variables

DOI10.1016/J.ECONLET.2009.04.025MaRDI QIDQ1046231zbMATH OpenOpenAlexFDO

Authors Carlos Lamarche, Matthew Harding

Publication date 21 December 2009

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2009.04.025

zbMATH Keywords

quantile regressioninstrumental variablesindividual effects

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20)

Recommendations

• scientific article; zbMATH DE number 7234413
• Inference approaches for instrumental variable quantile regression
• Instrumental variable quantile regression: a robust inference approach
• A Hausman-Taylor instrumental variable approach to the penalized estimation of quantile panel models
• Nonparametric Instrumental Variables Estimation of a Quantile Regression Model
• Parameter estimation and variable selection in the quantile regression model for panel data
• A simple approach to quantile regression for panel data
• Instrumental quantile regression inference for structural and treatment effect models
• Reconsideration of a simple approach to quantile regression for panel data
• Quantile regression for dynamic panel data with fixed effects

Cites work

• Instrumental variable quantile regression: a robust inference approach
• Quantile regression for longitudinal data
• Quantile regression.

Cited in

(22)

• Set identification via quantile restrictions in short panels
• Quantile regression for panel count data based on quadratic inference functions
• Estimating endogenous ordered response panel data models with an application to income gradient in child health
• INSTRUMENTAL VARIABLE QUANTILE REGRESSION WITH MISCLASSIFICATION
• Linear quantile regression models for longitudinal experiments: an overview
• Dynamic linear panel regression models with interactive fixed effects
• Quantiles via moments
• Inference approaches for instrumental variable quantile regression
• Quantile regression modeling of latent trajectory features with longitudinal data
• A quantile regression approach for estimating panel data based on \(K\)-step differences
• On the properties of quantile regression for dynamic panel data model using two-stage approach
• Bayesian analysis of quantile regression for censored dynamic panel data
• scientific article; zbMATH DE number 7234413 (Why is no real title available?)
• Estimating and testing a quantile regression model with interactive effects
• Penalized quantile regression for spatial panel data with fixed effects
• Quantile Methods for Stochastic Frontier Analysis
• Sieve instrumental variable quantile regression estimation of functional coefficient models
• Quantile-regression-based clustering for panel data
• On the unbiased asymptotic normality of quantile regression with fixed effects
• A Hausman-Taylor instrumental variable approach to the penalized estimation of quantile panel models
• Set identification of the censored quantile regression model for short panels with fixed effects
• Instrumental quantile regression inference for structural and treatment effect models

This page was built for publication: A quantile regression approach for estimating panel data models using instrumental variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1046231)