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

DOI10.1007/S10260-023-00692-3MaRDI QIDQ6091271zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

fixed effectspanel dataquantile regressionexpectile regressionendogenous modelwithin-transformation

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

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

Cited in

(2)

• scientific article; zbMATH DE number 7070787 (Why is no real title available?)
• Expectile and M-quantile regression for panel data

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