Robust penalized quantile regression estimation for panel data
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Cites work
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Cited in
(52)- Nuclear norm regularized quantile regression with interactive fixed effects
- P-splines quantile regression estimation in varying coefficient models
- Lessons from quantile panel estimation of the environmental Kuznets curve
- Set identification via quantile restrictions in short panels
- Bootstrap Inference for Panel Data Quantile Regression
- Quantile regression for longitudinal data
- Linear quantile regression models for longitudinal experiments: an overview
- An elastic-net penalized expectile regression with applications
- Multiple smoothing parameters selection in additive regression quantiles
- A panel quantile approach to attrition bias in big data: evidence from a randomized experiment
- Spectral clustering with variance information for group structure estimation in panel data
- Quantiles via moments
- Tail event driven networks of SIFIs
- Modelling and estimation of nonlinear quantile regression with clustered data
- Alternative fixed-effects panel model using weighted asymmetric least squares regression
- A residual-based test for autocorrelation in quantile regression models
- Expectile and M-quantile regression for panel data
- What do mean impacts miss? Distributional effects of corporate diversification
- Penalized quantile regression for dynamic panel data
- Sparse and robust estimation with ridge minimax concave penalty
- Bayesian analysis of quantile regression for censored dynamic panel data
- Estimating and testing a quantile regression model with interactive effects
- Penalized quantile regression for spatial panel data with fixed effects
- Robust density power divergence estimates for panel data models
- Linear quantile mixed models
- Quantile Methods for Stochastic Frontier Analysis
- Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity
- A simple approach to quantile regression for panel data
- Shrinkage quantile regression for panel data with multiple structural breaks
- Parametric modeling of quantile regression coefficient functions with longitudinal data
- scientific article; zbMATH DE number 6907900 (Why is no real title available?)
- Quantile regression for dynamic panel data with fixed effects
- Two-step estimation of quantile panel data models with interactive fixed effects
- Asymptotics for panel quantile regression models with individual effects
- Quantile-regression-based clustering for panel data
- Parameter estimation and variable selection in the quantile regression model for panel data
- Network and panel quantile effects via distribution regression
- 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
- Wild bootstrap inference for penalized quantile regression for longitudinal data
- Double penalized quantile regression for the linear mixed effects model
- Parametric variability in cross-country growth regressions: an application of quantile-regression methodology
- A Hausman-Taylor instrumental variable approach to the penalized estimation of quantile panel models
- A semiparametric quantile panel data model with an application to estimating the growth effect of FDI
- Panel data quantile regression with grouped fixed effects
- Machine learning panel data regressions with heavy-tailed dependent data: theory and application
- POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA
- VAR for VaR: measuring tail dependence using multivariate regression quantiles
- Robust estimation and regression with parametric quantile functions
- Efficient minimum distance estimator for quantile regression fixed effects panel data
- High-dimensional latent panel quantile regression with an application to asset pricing
- Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity
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