Penalized quantile regression for dynamic panel data
From MaRDI portal
(Redirected from Publication:989274)
Recommendations
- Robust penalized quantile regression estimation for panel data
- Bayesian analysis of dynamic panel data by penalized quantile regression
- A Hausman-Taylor instrumental variable approach to the penalized estimation of quantile panel models
- Quantile regression for dynamic panel data with fixed effects
- scientific article; zbMATH DE number 6907900
Cites work
- scientific article; zbMATH DE number 1203743 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 5245028 (Why is no real title available?)
- scientific article; zbMATH DE number 3390151 (Why is no real title available?)
- A Nonparametric Regression Approach to Syringe Grading for Quality Improvement
- Another look at the instrumental variable estimation of error-components models
- Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
- Atomic Decomposition by Basis Pursuit
- Bias reduction for dynamic nonlinear panel models with fixed effects
- Biases in Dynamic Models with Fixed Effects
- Consistent Estimates Based on Partially Consistent Observations
- Efficient estimation of models for dynamic panel data
- Estimation of Dynamic Models with Error Components
- Estimation of the mean of a multivariate normal distribution
- Formulation and estimation of dynamic models using panel data
- GACV for quantile smoothing splines
- How informative is the initial condition in the dynamic panel model with fixed effects?
- Initial conditions and moment restrictions in dynamic panel data models
- Instrumental quantile regression inference for structural and treatment effect models
- Instrumental variable quantile regression: a robust inference approach
- Jackknife and analytical bias reduction for nonlinear panel models.
- Long difference instrumental variables estimation for dynamic panel models with fixed effects
- On the degrees of freedom in shape-restricted regression.
- Panel Data Econometrics
- Quantile regression for longitudinal data
- Quantile smoothing splines
- Regression Quantiles
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- That BLUP is a good thing: The estimation of random effects. With comments and a rejoinder by the author
- The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Unified LASSO Estimation by Least Squares Approximation
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
Cited in
(29)- Quantile regression for longitudinal data
- Linear quantile regression models for longitudinal experiments: an overview
- Quantile regression modeling of latent trajectory features with longitudinal data
- Uniform inference in high-dimensional dynamic panel data models with approximately sparse fixed effects
- Modelling and estimation of nonlinear quantile regression with clustered data
- Alternative fixed-effects panel model using weighted asymmetric least squares regression
- Quantile regression for nonlinear mixed effects models: a likelihood based perspective
- Generalized \(\ell_1\)-penalized quantile regression with linear constraints
- A weighted average limited information maximum likelihood estimator
- What do mean impacts miss? Distributional effects of corporate diversification
- Bayesian analysis of quantile regression for censored dynamic panel data
- Penalized quantile regression for spatial panel data with fixed effects
- Linear quantile mixed models
- Quantile Methods for Stochastic Frontier Analysis
- Sieve instrumental variable quantile regression estimation of functional coefficient models
- scientific article; zbMATH DE number 6907900 (Why is no real title available?)
- Quantile regression for dynamic panel data with fixed effects
- Robust penalized quantile regression estimation for panel data
- Two-step estimation of quantile panel data models with interactive fixed effects
- Quantile-regression-based clustering for panel data
- Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models
- Bayesian analysis of dynamic panel data by penalized quantile regression
- Bayesian endogeneity bias modeling
- A Hausman-Taylor instrumental variable approach to the penalized estimation of quantile panel models
- POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA
- High-dimensional latent panel quantile regression with an application to asset pricing
- Adaptive penalty quantile regression for panel data
- Two-stage quantile regression for dynamic panel data models with fixed effects: Monte Carlo simulation study
- scientific article; zbMATH DE number 6960815 (Why is no real title available?)
This page was built for publication: Penalized quantile regression for dynamic panel data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q989274)
