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

MaRDI QIDQ2993398zbMATH OpenFDO

Authors Yuanjie Zhang, Maozai Tian

Publication date 10 August 2016

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)

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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

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