Alternative fixed-effects panel model using weighted asymmetric least squares regression

DOI10.1007/S10260-023-00692-3OpenAlexW4366222321MaRDI QIDQ6091271FDOQ6091271

Authors: Amadou Diogo Barry, Karim Oualkacha, Arthur Charpentier 

Publication date: 24 November 2023

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: http://freakonometrics.hypotheses.org/66816

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zbMATH Keywords

fixed effectspanel dataquantile regressionexpectile regressionendogenous modelwithin-transformation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• The incidental parameter problem since 1948
• Consistent Estimates Based on Partially Consistent Observations
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Asymmetric Least Squares Estimation and Testing
• Bootstrapping Clustered Data
• Quantile regression for longitudinal data
• M-quantiles
• Microeconometrics
• Robust penalized quantile regression estimation for panel data
• Penalized quantile regression for dynamic panel data
• Simultaneous multiple non-crossing quantile regression estimation using kernel constraints
• Unbalanced panel data: a survey
• A new GEE method to account for heteroscedasticity using asymmetric least-square regressions
• Econometric analysis of panel data
• Nonparametric bootstrapping for hierarchical data

Cited In (2)

• Expectile and M-quantile regression for panel data
• Title not available (Why is that?)

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