Mathematical Research Data Initiative
Main page
Recent changes
Random page
SPARQL
MaRDI@GitHub
New item
Special pages
In other projects
MaRDI portal item
Discussion
View source
View history
English
Log in

A simple estimator for quantile panel data models using smoothed quantile regressions

From MaRDI portal
Publication:5083267
Jump to:navigation, search

DOI10.1093/ECTJ/UTAA023OpenAlexW3047402081MaRDI QIDQ5083267FDOQ5083267


Authors: Liang Chen, Yulong Huo Edit this on Wikidata


Publication date: 22 June 2022

Published in: Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.04729





zbMATH Keywords

panel dataquantile regressionjackknifebias correction


Mathematics Subject Classification ID

Statistics (62-XX)



Cited In (4)

  • Smooth quantile ratio estimation with regression: estimating medical expenditures for smoking-attributable diseases
  • SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION
  • Quantile Methods for Stochastic Frontier Analysis
  • Two-step estimation of quantile panel data models with interactive fixed effects





This page was built for publication: A simple estimator for quantile panel data models using smoothed quantile regressions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5083267)

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:5083267&oldid=19586573"
Tools
What links here
Related changes
Printable version
Permanent link
Page information
This page was last edited on 8 February 2024, at 12:31. Warning: Page may not contain recent updates.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki