Set identification of panel data models with interactive effects via quantile restrictions
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Publication:1667930
DOI10.1016/j.econlet.2015.10.014zbMath1398.62226OpenAlexW2189692328MaRDI QIDQ1667930
Publication date: 31 August 2018
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2015.10.014
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Cites Work
- Estimating Vector Autoregressions with Panel Data
- Panel data models with multiple time-varying individual effects
- Set identification via quantile restrictions in short panels
- Quantile regression for longitudinal data
- Estimating and testing a quantile regression model with interactive effects
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- Panel Data Models With Interactive Fixed Effects
- GMM estimation of linear panel data models with time-varying individual effects
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