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

MaRDI QIDQ5276337zbMATH OpenFDO

Authors Xiaowen Dai, Zhen Yan, Maozai Tian

Publication date 14 July 2017

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)

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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
• Estimation of spatial autoregressive panel data models with fixed effects
• Quantile regression for general spatial 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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