TWO-STAGE QUANTILE REGRESSION FOR DYNAMIC PANEL DATA MODELS WITH FIXED EFFECTS: MONTE CARLO SIMULATION STUDY
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Publication:5237613
DOI10.17654/AS054010021zbMath1431.62146WikidataQ128455257 ScholiaQ128455257MaRDI QIDQ5237613
Hossameldin A. Afify, Alaa A. Abdel-Aziz
Publication date: 18 October 2019
Published in: Advances and Applications in Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.17654/as054010021
endogeneity; instrumental variable; quantile regression; Monte Carlo simulation; dynamic panel data model; biasedness; two-stage quantile regression
62G08: Nonparametric regression and quantile regression
62D20: Causal inference from observational studies
Cites Work
- Smoothed quantile regression for panel data
- Instrumental variable quantile regression: a robust inference approach
- Instrumental quantile regression inference for structural and treatment effect models
- Asymptotics for panel quantile regression models with individual effects
- Quantile regression for dynamic panel data with fixed effects
- DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS
- Two Stage Least Absolute Deviations Estimators
- Regression Quantiles