Asymptotics for panel quantile regression models with individual effects
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Cites work
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Cited in
(59)- Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity
- Set identification of panel data models with interactive effects via quantile restrictions
- A quantile correlated random coefficients panel data model
- A panel quantile approach to attrition bias in big data: evidence from a randomized experiment
- On the unbiased asymptotic normality of quantile regression with fixed effects
- The asymmetric effects of monetary policy on the business cycle: evidence from the panel smoothed quantile regression model
- Measurement errors in quantile regression models
- Editorial: Quantile regression
- Quantile-regression-based clustering for panel data
- Panel data quantile regression with grouped fixed effects
- What do mean impacts miss? Distributional effects of corporate diversification
- Quantiles via moments
- Set identification of the censored quantile regression model for short panels with fixed effects
- Multi-dimensional latent group structures with heterogeneous distributions
- Smoothed quantile regression for panel data
- Estimation of Censored Quantile Regression for Panel Data With Fixed Effects
- Bayesian joint quantile regression for mixed effects models with censoring and errors in covariates
- Quantile Function on Scalar Regression Analysis for Distributional Data
- Efficient minimum distance estimator for quantile regression fixed effects panel data
- A simple approach to quantile regression for panel data
- Parametric modeling of quantile regression coefficient functions with longitudinal data
- Quantile regression for panel data models with fixed effects under random censoring
- Lessons from quantile panel estimation of the environmental Kuznets curve
- Likelihood-based quantile mixed effects models for longitudinal data with multiple features via MCEM algorithm
- Two-stage quantile regression for dynamic panel data models with fixed effects: Monte Carlo simulation study
- Quantile Methods for Stochastic Frontier Analysis
- Penalized quantile regression for spatial panel data with fixed effects
- Individual and time effects in nonlinear panel models with large \(N\), \(T\)
- High-dimensional latent panel quantile regression with an application to asset pricing
- Shrinkage quantile regression for panel data with multiple structural breaks
- Two-step estimation of censored quantile regression for duration models with time-varying regressors
- Wild bootstrap inference for penalized quantile regression for longitudinal data
- Panel quantile regression for extreme risk
- Nonparametric Quantile Regression for Homogeneity Pursuit in Panel Data Models
- Network and panel quantile effects via distribution regression
- Two-step estimation of quantile panel data models with interactive fixed effects
- Spectral clustering with variance information for group structure estimation in panel data
- Bootstrap Inference for Panel Data Quantile Regression
- Asset Pricing via the Conditional Quantile Variational Autoencoder
- Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure
- Nuclear norm regularized quantile regression with interactive fixed effects
- A panel quantile model via correlated random effects approach for testing pecking order theory
- Subgroup effect quantile regression with high dimensional missing panel data
- Dynamic panel data quantile regression with network-linked fixed effects
- Shrinkage estimation of censored quantile regression for panel data models with grouped latent heterogeneity
- Short panel data quantile regression model with flexible correlated effects
- Varying-coefficient quantile regression with effect under panel data and missing observation
- High-dimensional subgroup functional quantile regression with panel and dependent data
- A simple quantile regression model linking micro outcomes to macro covariates
- Quantile regression with group-level treatments
- Bias correction for quantile regression estimators
- A stochastic algorithm for quantile regression models with fixed effects
- Quantile regression for longitudinal functional data with application to feed intake of lactating sows
- Censored panel quantile regression with fixed effects via an asymmetric link function
- A quantile-based nonadditive fixed effects model
- Tension across the tail: the cross-country effects of geopolitical risk on macroeconomic tail risk
- Robust penalized quantile regression estimation for panel data
- Sieve instrumental variable quantile regression estimation of functional coefficient models
- Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods
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