Asymptotics for panel quantile regression models with individual effects
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Publication:528023
DOI10.1016/J.JECONOM.2012.02.007zbMATH Open1443.62475OpenAlexW2155372200MaRDI QIDQ528023FDOQ528023
Authors: Kengo Kato, Antonio F. Galvao, Gabriel Montes-Rojas 
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://openaccess.city.ac.uk/id/eprint/12022/8/KGM_3rev_JoE_6Feb2012.pdf
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Cited In (44)
- Spectral clustering with variance information for group structure estimation in panel data
- Editorial: Quantile regression
- Panel data quantile regression with grouped fixed effects
- A panel quantile approach to attrition bias in big data: evidence from a randomized experiment
- Parametric modeling of quantile regression coefficient functions with longitudinal data
- Smoothed quantile regression for panel data
- What do mean impacts miss? Distributional effects of corporate diversification
- Quantile regression for panel data models with fixed effects under random censoring
- Set identification of the censored quantile regression model for short panels with fixed effects
- Wild bootstrap inference for penalized quantile regression for longitudinal data
- High-dimensional latent panel quantile regression with an application to asset pricing
- Estimation of Censored Quantile Regression for Panel Data With Fixed Effects
- Multi-dimensional latent group structures with heterogeneous distributions
- The asymmetric effects of monetary policy on the business cycle: evidence from the panel smoothed quantile regression model
- Shrinkage quantile regression for panel data with multiple structural breaks
- Bayesian joint quantile regression for mixed effects models with censoring and errors in covariates
- Two-stage quantile regression for dynamic panel data models with fixed effects: Monte Carlo simulation study
- Quantile Function on Scalar Regression Analysis for Distributional Data
- Nonparametric Quantile Regression for Homogeneity Pursuit in Panel Data Models
- Asset Pricing via the Conditional Quantile Variational Autoencoder
- Bootstrap Inference for Panel Data Quantile Regression
- Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure
- Sieve instrumental variable quantile regression estimation of functional coefficient models
- Network and panel quantile effects via distribution regression
- A quantile correlated random coefficients panel data model
- Set identification of panel data models with interactive effects via quantile restrictions
- Efficient minimum distance estimator for quantile regression fixed effects panel data
- Lessons from quantile panel estimation of the environmental Kuznets curve
- Quantiles via moments
- A simple approach to quantile regression for panel data
- Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods
- Measurement errors in quantile regression models
- Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity
- Two-step estimation of censored quantile regression for duration models with time-varying regressors
- On the unbiased asymptotic normality of quantile regression with fixed effects
- Nuclear norm regularized quantile regression with interactive fixed effects
- Quantile Methods for Stochastic Frontier Analysis
- Two-step estimation of quantile panel data models with interactive fixed effects
- Robust penalized quantile regression estimation for panel data
- Quantile-regression-based clustering for panel data
- Panel quantile regression for extreme risk
- Individual and time effects in nonlinear panel models with large \(N\), \(T\)
- Penalized quantile regression for spatial panel data with fixed effects
- Likelihood-based quantile mixed effects models for longitudinal data with multiple features via MCEM algorithm
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