Penalized quantile regression for spatial panel data with fixed effects

DOI10.1080/03610926.2021.1934028MaRDI QIDQ5875324zbMATH OpenOpenAlexFDO

Authors Yuan-Qing Zhang, Jiayuan Jiang, Yaqin Feng

Publication date 3 February 2023

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2021.1934028

zbMATH Keywords

fixed effectspanel dataquantile regressionspatial

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• A quantile regression approach for estimating panel data models using instrumental variables
• Asymptotics for panel quantile regression models with individual effects
• Efficient GMM estimation of spatial dynamic panel data models with fixed effects
• Estimation of spatial autoregressive panel data models with fixed effects
• Instrumental quantile regression inference for structural and treatment effect models
• Instrumental variable quantile regression: a robust inference approach
• On the unbiased asymptotic normality of quantile regression with fixed effects
• Panel data models with spatially correlated error components
• Quantile regression for longitudinal data
• Robust penalized quantile regression estimation for panel data
• Testing for serial correlation, spatial autocorrelation and random effects using panel data
• Testing panel data regression models with spatial error correlation.

Cited in

(2)

• Spatial lag quantile regression for compositional data
• Penalized quasi-likelihood with spatially correlated data

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