Network and panel quantile effects via distribution regression

DOI10.1016/j.jeconom.2020.08.009arXiv1803.08154OpenAlexW3125902520MaRDI QIDQ6199639

Martin Weidner, Iván Fernández-Val, Victor Chernozhukov

Publication date: 21 March 2024

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.08154

zbMATH Keywords

fixed effectsincidental parameter problemquantile effectscounterfactual distributionslong panels

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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