ON THE PROPERTIES OF QUANTILE REGRESSION FOR DYNAMIC PANEL DATA MODEL USING TWO-STAGE APPROACH

DOI10.17654/AS053050599zbMath1422.62149OpenAlexW2901729275WikidataQ128914992 ScholiaQ128914992MaRDI QIDQ5229480

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

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

zbMATH Keywords

endogeneityinstrumental variablerobustnessquantile regressiondynamic panel data modelbiasednessbasic equivariancetwo-stage quantile regression

Mathematics Subject Classification ID

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

Cites Work

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• Some sequential procedures based on regression rank scores
• Two Stage Least Absolute Deviations Estimators
• Regression Quantiles
• Invariant properties of logistic regression model in credit scoring under monotonic transformations
• Inconsistency transmission and variance reduction in two-stage quantile regression

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