Asymptotics for panel quantile regression models with individual effects

DOI10.1016/j.jeconom.2012.02.007zbMath1443.62475OpenAlexW2155372200MaRDI QIDQ528023

Antonio F. jun. Galvao, Kengo Kato, Gabriel V. 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

zbMATH Keywords

asymptoticsquantile regressionfixed effectspanel data

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20)

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