Penalized quantile regression for dynamic panel data
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Publication:989274
DOI10.1016/J.JSPI.2010.05.008zbMATH Open1205.62195OpenAlexW2009911247MaRDI QIDQ989274FDOQ989274
Authors: Gabriel Montes-Rojas, Antonio F. Galvao 
Publication date: 19 August 2010
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2010.05.008
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- scientific article
Bayesian inference (62F15) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Monte Carlo methods (65C05) Estimation in multivariate analysis (62H12)
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Cited In (29)
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- Uniform inference in high-dimensional dynamic panel data models with approximately sparse fixed effects
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- Quantile regression for longitudinal data
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- Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models
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- Penalized quantile regression for spatial panel data with fixed effects
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