Pages that link to "Item:Q284303"
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The following pages link to Smoothed quantile regression for panel data (Q284303):
Displaying 29 items.
- Efficient minimum distance estimator for quantile regression fixed effects panel data (Q476212) (← links)
- Asymptotics for panel quantile regression models with individual effects (Q528023) (← links)
- Quantile regression for dynamic panel data with fixed effects (Q738001) (← links)
- On the unbiased asymptotic normality of quantile regression with fixed effects (Q2190248) (← links)
- The asymmetric effects of monetary policy on the business cycle: evidence from the panel smoothed quantile regression model (Q2208892) (← links)
- Variable importance assessments and backward variable selection for multi-sample problems (Q2237823) (← links)
- Quantile regression under memory constraint (Q2284373) (← links)
- Panel data quantile regression with grouped fixed effects (Q2330747) (← links)
- Smoothed GMM for quantile models (Q2330749) (← links)
- Quantiles via moments (Q2330750) (← links)
- Smoothed quantile regression with large-scale inference (Q2682954) (← links)
- Multi-dimensional latent group structures with heterogeneous distributions (Q2688647) (← links)
- SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION (Q2981827) (← links)
- A fast algorithm for the accelerated failure time model with high-dimensional time-to-event data (Q3390327) (← links)
- A simple approach to quantile regression for panel data (Q4913915) (← links)
- Lessons From Quantile Panel Estimation of the Environmental Kuznets Curve (Q5080473) (← links)
- TWO-STAGE QUANTILE REGRESSION FOR DYNAMIC PANEL DATA MODELS WITH FIXED EFFECTS: MONTE CARLO SIMULATION STUDY (Q5237613) (← links)
- Quantile Methods for Stochastic Frontier Analysis (Q5870779) (← links)
- High-dimensional latent panel quantile regression with an application to asset pricing (Q6046304) (← links)
- Shrinkage quantile regression for panel data with multiple structural breaks (Q6059398) (← links)
- Panel quantile regression for extreme risk (Q6118720) (← links)
- Network and panel quantile effects via distribution regression (Q6199639) (← links)
- Two-step estimation of quantile panel data models with interactive fixed effects (Q6542448) (← links)
- Simultaneous estimation and variable selection for a non-crossing multiple quantile regression using deep neural networks (Q6547780) (← links)
- Spectral clustering with variance information for group structure estimation in panel data (Q6554206) (← links)
- Smoothing Quantile Regressions (Q6617759) (← links)
- Bootstrap Inference for Panel Data Quantile Regression (Q6626231) (← links)
- Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure (Q6626268) (← links)
- Nuclear norm regularized quantile regression with interactive fixed effects (Q6667298) (← links)
