Quantile regression for general spatial panel data models with fixed effects

DOI10.1080/02664763.2019.1628190MaRDI QIDQ5036964zbMATH OpenOpenAlexFDO

Authors Xiaowen Dai, Zhen Yan, Man-Lai Tang, Maozai Tian

Publication date 25 February 2022

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1608.01736

zbMATH Keywords

fixed effectsquantile regressioninstrumental variablesspatial autoregressivespace-time panel models

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Applications of statistics (62Pxx) Martingales with discrete parameter (60G42)

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Cites work

• Bayesian spatial quantile regression
• Composite quantile regression and the oracle model selection theory
• Efficient minimum distance estimator for quantile regression fixed effects panel data
• Estimation of Censored Quantile Regression for Panel Data With Fixed Effects
• Estimation of quantile regression for the panel data spatial autoregressive error models with fixed effects
• Estimation of spatial autoregressive panel data models with fixed effects
• Instrumental quantile regression inference for structural and treatment effect models
• Instrumental variable quantile regression: a robust inference approach
• Panel data models with spatially correlated error components
• Quantile regression for dynamic panel data with fixed effects
• Quantile regression for longitudinal data
• Quantile regression.
• Weak convergence and empirical processes. With applications to statistics

Cited in

(14)

• Estimation of quantile regression for the panel data spatial autoregressive error models with fixed effects
• Estimation and variable selection for quantile regression of high-dimensional spatial dependent data with endogenous spatial weight matrix
• Quantile regression for partially linear varying coefficient spatial autoregressive models
• Smoothed quantile regression for panel data
• A quantile regression approach for estimating panel data based on K-step differences
• A Bayesian multistage spatio‐temporally dependent model for spatial clustering and variable selection
• A simple approach to quantile regression for panel data
• Joint Quantile Regression for Spatial Data
• On the quantile regression when the regressor is functional: spatial data case
• On the unbiased asymptotic normality of quantile regression with fixed effects
• Variable selection of the spatial autoregressive quantile model with fixed effects
• Quantile regression for dynamic panel data with fixed effects
• Expectile and M-quantile regression for panel data
• Penalized quantile regression for spatial panel data with fixed effects

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