A simple approach to quantile regression for panel data
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Publication:4913915
DOI10.1111/j.1368-423X.2011.00349.xzbMath1284.62258MaRDI QIDQ4913915
Publication date: 17 April 2013
Published in: The Econometrics Journal (Search for Journal in Brave)
Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15) Statistical methods; economic indices and measures (91B82)
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Cites Work
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- Quantile regression for dynamic panel data with fixed effects
- Set identification via quantile restrictions in short panels
- Multivariate regression models for panel data
- Nonparametric estimation of the measurement error model using multiple indicators.
- Quantile regression for longitudinal data
- Weak convergence and empirical processes. With applications to statistics
- Deconvolution from panel data with unknown error distribution
- Average and Quantile Effects in Nonseparable Panel Models
- Identification and Estimation of Average Partial Effects in "Irregular" Correlated Random Coefficient Panel Data Models
- SOME EXTENSIONS OF A LEMMA OF KOTLARSKI
- Quantile regression for longitudinal data using the asymmetric Laplace distribution
- Regression Quantiles
- Asymptotic Statistics
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