Nonlinear panel data estimation via quantile regressions
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Cited in
(28)- A quantile correlated random coefficients panel data model
- On the unbiased asymptotic normality of quantile regression with fixed effects
- On the identification of joint distributions using marginals and aggregates
- Quantile regression for panel count data based on quadratic inference functions
- Panel data quantile regression with grouped fixed effects
- Quantiles via moments
- Nonparametric identification in panels using quantiles
- Smoothed quantile regression for panel data
- Average and quantile effects in nonseparable panel models
- Parametric modeling of quantile regression coefficient functions with longitudinal data
- Quantile regression for general spatial panel data models with fixed effects
- Shrinkage quantile regression for panel data with multiple structural breaks
- Network and panel quantile effects via distribution regression
- Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence
- Two-step estimation of quantile panel data models with interactive fixed effects
- A correlated random coefficient panel model with time-varying endogeneity
- Bootstrap Inference for Panel Data Quantile Regression
- Multistate quantile regression models
- Dynamic panel data quantile regression with network-linked fixed effects
- Causal models for longitudinal and panel data: a survey
- Quantile regression with group-level treatments
- Estimating Latent-Variable Panel Data Models Using Parameter-Expanded SEM Methods
- Mid-quantile regression for discrete panel data
- Censored panel quantile regression with fixed effects via an asymmetric link function
- Quantile random-coefficient regression with interactive fixed effects: Heterogeneous group-level policy evaluation
- A quantile-based nonadditive fixed effects model
- A practitioner’s guide to panel data quantile regression
- Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods
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