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

bias correctionincidental parameters problempanel dataquantile regressionsmoothing

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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Cites work

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Cited in

(46)

• On the unbiased asymptotic normality of quantile regression with fixed effects
• The asymmetric effects of monetary policy on the business cycle: evidence from the panel smoothed quantile regression model
• Variable importance assessments and backward variable selection for multi-sample problems
• Quantile regression under memory constraint
• Panel data quantile regression with grouped fixed effects
• Smoothed GMM for quantile models
• Quantiles via moments
• Smoothed quantile regression with large-scale inference
• Multi-dimensional latent group structures with heterogeneous distributions
• SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION
• A fast algorithm for the accelerated failure time model with high-dimensional time-to-event data
• Efficient minimum distance estimator for quantile regression fixed effects panel data
• A simple approach to quantile regression for panel data
• Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects
• Quantile regression for general spatial panel data models with fixed effects
• Lessons from quantile panel estimation of the environmental Kuznets curve
• Two-stage quantile regression for dynamic panel data models with fixed effects: Monte Carlo simulation study
• Asymptotics for panel quantile regression models with individual effects
• Quantile Methods for Stochastic Frontier Analysis
• High-dimensional latent panel quantile regression with an application to asset pricing
• Shrinkage quantile regression for panel data with multiple structural breaks
• Panel quantile regression for extreme risk
• Network and panel quantile effects via distribution regression
• Two-step estimation of quantile panel data models with interactive fixed effects
• Simultaneous estimation and variable selection for a non-crossing multiple quantile regression using deep neural networks
• Spectral clustering with variance information for group structure estimation in panel data
• Smoothing Quantile Regressions
• Bootstrap Inference for Panel Data Quantile Regression
• Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure
• Nuclear norm regularized quantile regression with interactive fixed effects
• A unified and efficient proximal gradient descent algorithm for penalized convoluted support vector machines
• Subgroup effect quantile regression with high dimensional missing panel data
• Dynamic panel data quantile regression with network-linked fixed effects
• Shrinkage estimation of censored quantile regression for panel data models with grouped latent heterogeneity
• Common correlated effects estimation of nonlinear panel data models
• Asymptotically-exact selective inference for quantile regression
• A simple quantile regression model linking micro outcomes to macro covariates
• Quantile regression with group-level treatments
• Bias correction for quantile regression estimators
• Bayesian additive tree ensembles for composite quantile regressions
• A stochastic algorithm for quantile regression models with fixed effects
• Quantile regression for longitudinal functional data with application to feed intake of lactating sows
• Censored panel quantile regression with fixed effects via an asymmetric link function
• Quantile regression approach to analyze gender disparities in STEM university credit distribution
• Convoluted support matrix machine in high dimensions
• Quantile regression for dynamic panel data with fixed effects

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Uses Software

• quantreg

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