A Hausman-Taylor instrumental variable approach to the penalized estimation of quantile panel models
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Publication:485563
DOI10.1016/J.ECONLET.2014.05.009zbMATH Open1303.62044OpenAlexW1977723928MaRDI QIDQ485563FDOQ485563
Authors: Carlos Lamarche, Matthew Harding 
Publication date: 12 January 2015
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2014.05.009
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Cites Work
- A simple resampling method by perturbing the minimand
- Instrumental quantile regression inference for structural and treatment effect models
- Panel Data and Unobservable Individual Effects
- An IV Model of Quantile Treatment Effects
- Quantile regression for longitudinal data
- Estimating and testing a quantile regression model with interactive effects
- Robust penalized quantile regression estimation for panel data
- A quantile regression approach for estimating panel data models using instrumental variables
- Robust semiparametric M-estimation and the weighted bootstrap
- A Robust Hausman–Taylor Estimator
Cited In (4)
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