Two-step estimation of quantile panel data models with interactive fixed effects

DOI10.1017/S0266466622000366MaRDI QIDQ6542448zbMATH OpenFDO

Authors Liang Chen

Publication date 22 May 2024

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0266466622000366

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cited in

(3)

• A stochastic algorithm for quantile regression models with fixed effects
• Five lessons for applied researchers from twenty years of common correlated effects estimation
• Common correlated effects estimation of nonlinear panel data models

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