Pages that link to "Item:Q2512602"
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The following pages link to Estimating and testing a quantile regression model with interactive effects (Q2512602):
Displaying 14 items.
- Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (Q114808) (← links)
- A Hausman-Taylor instrumental variable approach to the penalized estimation of quantile panel models (Q485563) (← links)
- Sieve instrumental variable quantile regression estimation of functional coefficient models (Q898598) (← links)
- Set identification of panel data models with interactive effects via quantile restrictions (Q1667930) (← links)
- Bayesian analysis of dynamic panel data by penalized quantile regression (Q1742844) (← links)
- A quantile correlated random coefficients panel data model (Q1792446) (← links)
- A panel quantile approach to attrition bias in big data: evidence from a randomized experiment (Q2000849) (← links)
- Instrumental variables estimation in large heterogeneous panels with multifactor structure (Q2181488) (← links)
- On the unbiased asymptotic normality of quantile regression with fixed effects (Q2190248) (← links)
- Inferences in panel data with interactive effects using large covariance matrices (Q2398975) (← links)
- Constrained Bayesian doubly elastic net Lasso for linear quantile mixed models (Q3390468) (← links)
- Shrinkage estimation of fixed and random effects in linear quantile mixed models (Q5044676) (← links)
- Two-step estimation of quantile panel data models with interactive fixed effects (Q6542448) (← links)
- Nuclear norm regularized quantile regression with interactive fixed effects (Q6667298) (← links)
