Estimation of quantile regression for the panel data spatial autoregressive error models with fixed effects

zbMATH Open1374.62043MaRDI QIDQ5276337FDOQ5276337

Authors: Xiaowen Dai, Zhen Yan, Maozai Tian 

Publication date: 14 July 2017

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• scientific article; zbMATH DE number 7234413
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zbMATH Keywords

instrumental variablepanel dataquantile regressionfixed effectspatial autoregressive error model

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Directional data; spatial statistics (62H11)

Cited In (8)

• Instrumental variable estimation of a spatial autoregressive panel model with random effects
• Estimation of spatial quantile autoregressive model via EM algorithm
• A quantile regression approach for estimating panel data based on \(K\)-step differences
• Quantile regression for general spatial panel data models with fixed effects
• Estimation of spatial autoregressive panel data models with fixed effects
• Variable selection of the spatial autoregressive quantile model with fixed effects
• Parameter estimation and variable selection in the quantile regression model for panel data
• Penalized quantile regression for spatial panel data with fixed effects

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