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

DOI10.1016/j.econlet.2009.04.025zbMath1181.62051OpenAlexW2129906390MaRDI QIDQ1046231

Carlos Lamarche, Matthew C. 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

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

Related Items (13)

Quantile regression modeling of latent trajectory features with longitudinal data ⋮ On the unbiased asymptotic normality of quantile regression with fixed effects ⋮ Sieve instrumental variable quantile regression estimation of functional coefficient models ⋮ DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS ⋮ A Hausman-Taylor instrumental variable approach to the penalized estimation of quantile panel models ⋮ Linear quantile regression models for longitudinal experiments: an overview ⋮ Estimating and testing a quantile regression model with interactive effects ⋮ Bayesian analysis of quantile regression for censored dynamic panel data ⋮ Set identification of the censored quantile regression model for short panels with fixed effects ⋮ Set identification via quantile restrictions in short panels ⋮ Quantile-regression-based clustering for panel data ⋮ Quantile Methods for Stochastic Frontier Analysis ⋮ Penalized quantile regression for spatial panel data with fixed effects

Cites Work

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

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