A quantile regression approach for estimating panel data based on K-step differences

zbMATH Open1349.62584MaRDI QIDQ2993398FDOQ2993398

Authors: Yuanjie Zhang, Maozai Tian 

Publication date: 10 August 2016

Recommendations

• A simple approach to quantile regression for panel data
• Adaptive penalty quantile regression for panel data
• Estimation of quantile regression for the panel data spatial autoregressive error models with fixed effects
• A quantile regression approach for estimating panel data models using instrumental variables
• Quantile regression for general spatial panel data models with fixed effects

zbMATH Keywords

fixed effectspanel dataquantile regressionhealth care expenditure\(K\)-step differences

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Economic time series analysis (91B84) Consumer behavior, demand theory (91B42)

Cited In (3)

• Efficient minimum distance estimator for quantile regression fixed effects panel data
• Adaptive penalty quantile regression for panel data
• Expectile and M-quantile regression for panel data

This page was built for publication: A quantile regression approach for estimating panel data based on \(K\)-step differences

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2993398)