Smoothed quantile regression for panel data

DOI10.1016/J.JECONOM.2016.01.008MaRDI QIDQ284303zbMATH OpenOpenAlexFDO

Authors Kengo Kato, Antonio F. Galvao

Publication date 18 May 2016

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

Full work available at URL https://doi.org/10.1016/j.jeconom.2016.01.008

zbMATH Keywords

panel dataquantile regressionsmoothingincidental parameters problembias correction

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)

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Cited in

(31)

• Smoothing Quantile Regressions
• Spectral clustering with variance information for group structure estimation in panel data
• Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects
• Smoothed GMM for quantile models
• Panel data quantile regression with grouped fixed effects
• A fast algorithm for the accelerated failure time model with high-dimensional time-to-event data
• Variable importance assessments and backward variable selection for multi-sample problems
• High-dimensional latent panel quantile regression with an application to asset pricing
• Multi-dimensional latent group structures with heterogeneous distributions
• The asymmetric effects of monetary policy on the business cycle: evidence from the panel smoothed quantile regression model
• Shrinkage quantile regression for panel data with multiple structural breaks
• Smoothed quantile regression with large-scale inference
• Two-stage quantile regression for dynamic panel data models with fixed effects: Monte Carlo simulation study
• Bootstrap Inference for Panel Data Quantile Regression
• Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure
• SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION
• Quantile regression under memory constraint
• Network and panel quantile effects via distribution regression
• Efficient minimum distance estimator for quantile regression fixed effects panel data
• Quantiles via moments
• Lessons from quantile panel estimation of the environmental Kuznets curve
• A simple approach to quantile regression for panel data
• Quantile regression for general spatial panel data models with fixed effects
• Asymptotics for panel quantile regression models with individual effects
• On the unbiased asymptotic normality of quantile regression with fixed effects
• Nuclear norm regularized quantile regression with interactive fixed effects
• Quantile Methods for Stochastic Frontier Analysis
• Quantile regression for dynamic panel data with fixed effects
• Two-step estimation of quantile panel data models with interactive fixed effects
• Panel quantile regression for extreme risk
• Simultaneous estimation and variable selection for a non-crossing multiple quantile regression using deep neural networks

Describes a project that uses

Uses Software

• quantreg

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