A simple approach to quantile regression for panel data
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Cites work
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- Deconvolution from panel data with unknown error distribution
- Identification and estimation of average partial effects in ``irregular correlated random coefficient panel data models
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- Instrumental variable quantile regression: a robust inference approach
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- Quantile regression for dynamic panel data with fixed effects
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- Regression Quantiles
- Robust penalized quantile regression estimation for panel data
- Set identification via quantile restrictions in short panels
- Some extensions of a lemma of Kotlarski
- Weak convergence and empirical processes. With applications to statistics
Cited in
(58)- Semiparametric modal regression with varying coefficients and measurement error
- Estimation of quantile regression for the panel data spatial autoregressive error models with fixed effects
- Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects
- A stochastic algorithm for quantile regression models with fixed effects
- Panel data quantile regression with grouped fixed effects
- Quantile regression for longitudinal functional data with application to feed intake of lactating sows
- Censored panel quantile regression with fixed effects via an asymmetric link function
- A panel quantile approach to attrition bias in big data: evidence from a randomized experiment
- Bayesian quantile regression with mixed discrete and nonignorable missing covariates
- Smoothed quantile regression for panel data
- Parametric modeling of quantile regression coefficient functions with longitudinal data
- What do mean impacts miss? Distributional effects of corporate diversification
- Set identification of the censored quantile regression model for short panels with fixed effects
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- A semiparametric quantile panel data model with an application to estimating the growth effect of FDI
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- Asymptotically-exact selective inference for quantile regression
- Quantiles via moments
- Short panel data quantile regression model with flexible correlated effects
- A Hausman-Taylor instrumental variable approach to the penalized estimation of quantile panel models
- Lessons from quantile panel estimation of the environmental Kuznets curve
- Bayesian semiparametric approach to quantile nonlinear dynamic factor analysis models with mixed ordered and nonignorable missing data
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- Quantile Methods for Stochastic Frontier Analysis
- Parameter estimation and variable selection in the quantile regression model for panel data
- Quantile regression for dynamic panel data with fixed effects
- Robust penalized quantile regression estimation for panel data
- Two-step estimation of quantile panel data models with interactive fixed effects
- Quantile-regression-based clustering for panel data
- Expectile and M-quantile regression for panel data
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