On the properties of quantile regression for dynamic panel data model using two-stage approach

DOI10.17654/AS053050599zbMATH Open1422.62149OpenAlexW2901729275WikidataQ128914992 ScholiaQ128914992MaRDI QIDQ5229480FDOQ5229480

Authors: Ahmed A. El-Sheikh, Alaa A. Abdel-Aziz, Hossameldin A. Afify 

Publication date: 15 August 2019

Published in: Advances and Applications in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.17654/as053050599

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zbMATH Keywords

endogeneityinstrumental variablequantile regressionrobustnessdynamic panel data modelbiasednessbasic equivariancetwo-stage quantile regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35)

Cites Work

• Regression Quantiles
• Instrumental quantile regression inference for structural and treatment effect models
• Quantile regression for dynamic panel data with fixed effects
• Instrumental variable quantile regression: a robust inference approach
• Quantile regression in partially linear varying coefficient models
• Two Stage Least Absolute Deviations Estimators
• Sensitivity analysis: a review of recent advances
• Computational issues for quantile regression
• Dynamic linear panel regression models with interactive fixed effects
• Some sequential procedures based on regression rank scores
• Invariant properties of logistic regression model in credit scoring under monotonic transformations
• Inconsistency transmission and variance reduction in two-stage quantile regression

Cited In (2)

• Two-stage quantile regression for dynamic panel data models with fixed effects: Monte Carlo simulation study
• Two‐stage quantile regression when the first stage is based on quantile regression

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